Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
170.29 |
170.15 |
-0.14 |
-0.1% |
170.06 |
| High |
170.40 |
170.35 |
-0.05 |
0.0% |
170.43 |
| Low |
170.05 |
170.09 |
0.04 |
0.0% |
169.68 |
| Close |
170.12 |
170.23 |
0.11 |
0.1% |
170.33 |
| Range |
0.35 |
0.26 |
-0.09 |
-25.7% |
0.75 |
| ATR |
0.57 |
0.55 |
-0.02 |
-3.9% |
0.00 |
| Volume |
156,250 |
16,194 |
-140,056 |
-89.6% |
4,453,559 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.00 |
170.88 |
170.37 |
|
| R3 |
170.74 |
170.62 |
170.30 |
|
| R2 |
170.48 |
170.48 |
170.28 |
|
| R1 |
170.36 |
170.36 |
170.25 |
170.42 |
| PP |
170.22 |
170.22 |
170.22 |
170.26 |
| S1 |
170.10 |
170.10 |
170.21 |
170.16 |
| S2 |
169.96 |
169.96 |
170.18 |
|
| S3 |
169.70 |
169.84 |
170.16 |
|
| S4 |
169.44 |
169.58 |
170.09 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.40 |
172.11 |
170.74 |
|
| R3 |
171.65 |
171.36 |
170.54 |
|
| R2 |
170.90 |
170.90 |
170.47 |
|
| R1 |
170.61 |
170.61 |
170.40 |
170.76 |
| PP |
170.15 |
170.15 |
170.15 |
170.22 |
| S1 |
169.86 |
169.86 |
170.26 |
170.01 |
| S2 |
169.40 |
169.40 |
170.19 |
|
| S3 |
168.65 |
169.11 |
170.12 |
|
| S4 |
167.90 |
168.36 |
169.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.43 |
169.81 |
0.62 |
0.4% |
0.38 |
0.2% |
68% |
False |
False |
687,124 |
| 10 |
170.43 |
169.29 |
1.14 |
0.7% |
0.50 |
0.3% |
82% |
False |
False |
783,841 |
| 20 |
170.43 |
168.29 |
2.14 |
1.3% |
0.55 |
0.3% |
91% |
False |
False |
795,714 |
| 40 |
171.62 |
168.29 |
3.33 |
2.0% |
0.61 |
0.4% |
58% |
False |
False |
773,945 |
| 60 |
172.66 |
168.29 |
4.37 |
2.6% |
0.62 |
0.4% |
44% |
False |
False |
749,254 |
| 80 |
173.46 |
168.29 |
5.17 |
3.0% |
0.69 |
0.4% |
38% |
False |
False |
649,866 |
| 100 |
175.22 |
168.29 |
6.93 |
4.1% |
0.62 |
0.4% |
28% |
False |
False |
520,449 |
| 120 |
175.56 |
168.29 |
7.27 |
4.3% |
0.58 |
0.3% |
27% |
False |
False |
433,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.46 |
|
2.618 |
171.03 |
|
1.618 |
170.77 |
|
1.000 |
170.61 |
|
0.618 |
170.51 |
|
HIGH |
170.35 |
|
0.618 |
170.25 |
|
0.500 |
170.22 |
|
0.382 |
170.19 |
|
LOW |
170.09 |
|
0.618 |
169.93 |
|
1.000 |
169.83 |
|
1.618 |
169.67 |
|
2.618 |
169.41 |
|
4.250 |
168.99 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
170.23 |
170.20 |
| PP |
170.22 |
170.17 |
| S1 |
170.22 |
170.14 |
|