Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 15-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
171.62 |
171.32 |
-0.30 |
-0.2% |
171.09 |
High |
171.65 |
171.87 |
0.22 |
0.1% |
172.20 |
Low |
171.05 |
171.20 |
0.15 |
0.1% |
170.78 |
Close |
171.12 |
171.78 |
0.66 |
0.4% |
171.12 |
Range |
0.60 |
0.67 |
0.07 |
11.7% |
1.42 |
ATR |
0.79 |
0.79 |
0.00 |
-0.4% |
0.00 |
Volume |
734,510 |
653,503 |
-81,007 |
-11.0% |
3,681,591 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.63 |
173.37 |
172.15 |
|
R3 |
172.96 |
172.70 |
171.96 |
|
R2 |
172.29 |
172.29 |
171.90 |
|
R1 |
172.03 |
172.03 |
171.84 |
172.16 |
PP |
171.62 |
171.62 |
171.62 |
171.68 |
S1 |
171.36 |
171.36 |
171.72 |
171.49 |
S2 |
170.95 |
170.95 |
171.66 |
|
S3 |
170.28 |
170.69 |
171.60 |
|
S4 |
169.61 |
170.02 |
171.41 |
|
|
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 |
170.83 |
1.37 |
0.8% |
0.70 |
0.4% |
69% |
False |
False |
741,778 |
10 |
172.20 |
170.72 |
1.48 |
0.9% |
0.74 |
0.4% |
72% |
False |
False |
754,971 |
20 |
172.51 |
169.24 |
3.27 |
1.9% |
0.91 |
0.5% |
78% |
False |
False |
420,036 |
40 |
175.22 |
169.24 |
5.98 |
3.5% |
0.65 |
0.4% |
42% |
False |
False |
211,933 |
60 |
175.36 |
169.24 |
6.12 |
3.6% |
0.55 |
0.3% |
42% |
False |
False |
141,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.72 |
2.618 |
173.62 |
1.618 |
172.95 |
1.000 |
172.54 |
0.618 |
172.28 |
HIGH |
171.87 |
0.618 |
171.61 |
0.500 |
171.54 |
0.382 |
171.46 |
LOW |
171.20 |
0.618 |
170.79 |
1.000 |
170.53 |
1.618 |
170.12 |
2.618 |
169.45 |
4.250 |
168.35 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
171.70 |
171.73 |
PP |
171.62 |
171.68 |
S1 |
171.54 |
171.63 |
|