Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
171.43 |
171.62 |
0.19 |
0.1% |
171.09 |
High |
172.20 |
171.65 |
-0.55 |
-0.3% |
172.20 |
Low |
171.30 |
171.05 |
-0.25 |
-0.1% |
170.78 |
Close |
171.64 |
171.12 |
-0.52 |
-0.3% |
171.12 |
Range |
0.90 |
0.60 |
-0.30 |
-33.3% |
1.42 |
ATR |
0.81 |
0.79 |
-0.01 |
-1.8% |
0.00 |
Volume |
989,968 |
734,510 |
-255,458 |
-25.8% |
3,681,591 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.07 |
172.70 |
171.45 |
|
R3 |
172.47 |
172.10 |
171.29 |
|
R2 |
171.87 |
171.87 |
171.23 |
|
R1 |
171.50 |
171.50 |
171.18 |
171.39 |
PP |
171.27 |
171.27 |
171.27 |
171.22 |
S1 |
170.90 |
170.90 |
171.07 |
170.79 |
S2 |
170.67 |
170.67 |
171.01 |
|
S3 |
170.07 |
170.30 |
170.96 |
|
S4 |
169.47 |
169.70 |
170.79 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.63 |
174.79 |
171.90 |
|
R3 |
174.21 |
173.37 |
171.51 |
|
R2 |
172.79 |
172.79 |
171.38 |
|
R1 |
171.95 |
171.95 |
171.25 |
172.37 |
PP |
171.37 |
171.37 |
171.37 |
171.58 |
S1 |
170.53 |
170.53 |
170.99 |
170.95 |
S2 |
169.95 |
169.95 |
170.86 |
|
S3 |
168.53 |
169.11 |
170.73 |
|
S4 |
167.11 |
167.69 |
170.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172.20 |
170.78 |
1.42 |
0.8% |
0.65 |
0.4% |
24% |
False |
False |
736,318 |
10 |
172.20 |
170.72 |
1.48 |
0.9% |
0.77 |
0.5% |
27% |
False |
False |
718,172 |
20 |
172.69 |
169.24 |
3.45 |
2.0% |
0.89 |
0.5% |
54% |
False |
False |
387,979 |
40 |
175.22 |
169.24 |
5.98 |
3.5% |
0.63 |
0.4% |
31% |
False |
False |
195,605 |
60 |
175.56 |
169.24 |
6.32 |
3.7% |
0.54 |
0.3% |
30% |
False |
False |
130,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.20 |
2.618 |
173.22 |
1.618 |
172.62 |
1.000 |
172.25 |
0.618 |
172.02 |
HIGH |
171.65 |
0.618 |
171.42 |
0.500 |
171.35 |
0.382 |
171.28 |
LOW |
171.05 |
0.618 |
170.68 |
1.000 |
170.45 |
1.618 |
170.08 |
2.618 |
169.48 |
4.250 |
168.50 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
171.35 |
171.63 |
PP |
171.27 |
171.46 |
S1 |
171.20 |
171.29 |
|