Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 23-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
171.30 |
171.54 |
0.24 |
0.1% |
171.32 |
High |
171.80 |
172.17 |
0.37 |
0.2% |
172.00 |
Low |
171.23 |
171.42 |
0.19 |
0.1% |
170.52 |
Close |
171.49 |
171.92 |
0.43 |
0.3% |
171.22 |
Range |
0.57 |
0.75 |
0.18 |
31.6% |
1.48 |
ATR |
0.76 |
0.76 |
0.00 |
-0.1% |
0.00 |
Volume |
584,357 |
776,255 |
191,898 |
32.8% |
3,792,732 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.09 |
173.75 |
172.33 |
|
R3 |
173.34 |
173.00 |
172.13 |
|
R2 |
172.59 |
172.59 |
172.06 |
|
R1 |
172.25 |
172.25 |
171.99 |
172.42 |
PP |
171.84 |
171.84 |
171.84 |
171.92 |
S1 |
171.50 |
171.50 |
171.85 |
171.67 |
S2 |
171.09 |
171.09 |
171.78 |
|
S3 |
170.34 |
170.75 |
171.71 |
|
S4 |
169.59 |
170.00 |
171.51 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.69 |
174.93 |
172.03 |
|
R3 |
174.21 |
173.45 |
171.63 |
|
R2 |
172.73 |
172.73 |
171.49 |
|
R1 |
171.97 |
171.97 |
171.36 |
171.61 |
PP |
171.25 |
171.25 |
171.25 |
171.07 |
S1 |
170.49 |
170.49 |
171.08 |
170.13 |
S2 |
169.77 |
169.77 |
170.95 |
|
S3 |
168.29 |
169.01 |
170.81 |
|
S4 |
166.81 |
167.53 |
170.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172.17 |
170.52 |
1.65 |
1.0% |
0.72 |
0.4% |
85% |
True |
False |
762,155 |
10 |
172.20 |
170.52 |
1.68 |
1.0% |
0.66 |
0.4% |
83% |
False |
False |
746,801 |
20 |
172.20 |
169.24 |
2.96 |
1.7% |
0.85 |
0.5% |
91% |
False |
False |
635,069 |
40 |
175.22 |
169.24 |
5.98 |
3.5% |
0.70 |
0.4% |
45% |
False |
False |
324,312 |
60 |
175.36 |
169.24 |
6.12 |
3.6% |
0.57 |
0.3% |
44% |
False |
False |
216,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.36 |
2.618 |
174.13 |
1.618 |
173.38 |
1.000 |
172.92 |
0.618 |
172.63 |
HIGH |
172.17 |
0.618 |
171.88 |
0.500 |
171.80 |
0.382 |
171.71 |
LOW |
171.42 |
0.618 |
170.96 |
1.000 |
170.67 |
1.618 |
170.21 |
2.618 |
169.46 |
4.250 |
168.23 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
171.88 |
171.80 |
PP |
171.84 |
171.67 |
S1 |
171.80 |
171.55 |
|