Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 18-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
171.68 |
171.44 |
-0.24 |
-0.1% |
171.09 |
High |
171.80 |
171.47 |
-0.33 |
-0.2% |
172.20 |
Low |
170.98 |
170.52 |
-0.46 |
-0.3% |
170.78 |
Close |
171.08 |
170.72 |
-0.36 |
-0.2% |
171.12 |
Range |
0.82 |
0.95 |
0.13 |
15.9% |
1.42 |
ATR |
0.76 |
0.78 |
0.01 |
1.7% |
0.00 |
Volume |
817,512 |
967,311 |
149,799 |
18.3% |
3,681,591 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.75 |
173.19 |
171.24 |
|
R3 |
172.80 |
172.24 |
170.98 |
|
R2 |
171.85 |
171.85 |
170.89 |
|
R1 |
171.29 |
171.29 |
170.81 |
171.10 |
PP |
170.90 |
170.90 |
170.90 |
170.81 |
S1 |
170.34 |
170.34 |
170.63 |
170.15 |
S2 |
169.95 |
169.95 |
170.55 |
|
S3 |
169.00 |
169.39 |
170.46 |
|
S4 |
168.05 |
168.44 |
170.20 |
|
|
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 |
172.00 |
170.52 |
1.48 |
0.9% |
0.68 |
0.4% |
14% |
False |
True |
772,379 |
10 |
172.20 |
170.52 |
1.68 |
1.0% |
0.68 |
0.4% |
12% |
False |
True |
776,249 |
20 |
172.20 |
169.24 |
2.96 |
1.7% |
0.90 |
0.5% |
50% |
False |
False |
540,916 |
40 |
175.22 |
169.24 |
5.98 |
3.5% |
0.67 |
0.4% |
25% |
False |
False |
273,756 |
60 |
175.36 |
169.24 |
6.12 |
3.6% |
0.57 |
0.3% |
24% |
False |
False |
182,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.51 |
2.618 |
173.96 |
1.618 |
173.01 |
1.000 |
172.42 |
0.618 |
172.06 |
HIGH |
171.47 |
0.618 |
171.11 |
0.500 |
171.00 |
0.382 |
170.88 |
LOW |
170.52 |
0.618 |
169.93 |
1.000 |
169.57 |
1.618 |
168.98 |
2.618 |
168.03 |
4.250 |
166.48 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
171.00 |
171.26 |
PP |
170.90 |
171.08 |
S1 |
170.81 |
170.90 |
|