Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
171.32 |
171.77 |
0.45 |
0.3% |
171.09 |
High |
171.87 |
172.00 |
0.13 |
0.1% |
172.20 |
Low |
171.20 |
171.64 |
0.44 |
0.3% |
170.78 |
Close |
171.78 |
171.78 |
0.00 |
0.0% |
171.12 |
Range |
0.67 |
0.36 |
-0.31 |
-46.3% |
1.42 |
ATR |
0.79 |
0.76 |
-0.03 |
-3.9% |
0.00 |
Volume |
653,503 |
689,063 |
35,560 |
5.4% |
3,681,591 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.89 |
172.69 |
171.98 |
|
R3 |
172.53 |
172.33 |
171.88 |
|
R2 |
172.17 |
172.17 |
171.85 |
|
R1 |
171.97 |
171.97 |
171.81 |
172.07 |
PP |
171.81 |
171.81 |
171.81 |
171.86 |
S1 |
171.61 |
171.61 |
171.75 |
171.71 |
S2 |
171.45 |
171.45 |
171.71 |
|
S3 |
171.09 |
171.25 |
171.68 |
|
S4 |
170.73 |
170.89 |
171.58 |
|
|
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 |
171.05 |
1.15 |
0.7% |
0.60 |
0.3% |
63% |
False |
False |
731,446 |
10 |
172.20 |
170.72 |
1.48 |
0.9% |
0.70 |
0.4% |
72% |
False |
False |
753,891 |
20 |
172.28 |
169.24 |
3.04 |
1.8% |
0.88 |
0.5% |
84% |
False |
False |
452,787 |
40 |
175.22 |
169.24 |
5.98 |
3.5% |
0.65 |
0.4% |
42% |
False |
False |
229,147 |
60 |
175.36 |
169.24 |
6.12 |
3.6% |
0.55 |
0.3% |
42% |
False |
False |
152,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.53 |
2.618 |
172.94 |
1.618 |
172.58 |
1.000 |
172.36 |
0.618 |
172.22 |
HIGH |
172.00 |
0.618 |
171.86 |
0.500 |
171.82 |
0.382 |
171.78 |
LOW |
171.64 |
0.618 |
171.42 |
1.000 |
171.28 |
1.618 |
171.06 |
2.618 |
170.70 |
4.250 |
170.11 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
171.82 |
171.70 |
PP |
171.81 |
171.61 |
S1 |
171.79 |
171.53 |
|