Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 25-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
172.19 |
172.30 |
0.11 |
0.1% |
171.32 |
High |
172.44 |
172.66 |
0.22 |
0.1% |
172.00 |
Low |
171.93 |
172.15 |
0.22 |
0.1% |
170.52 |
Close |
172.17 |
172.58 |
0.41 |
0.2% |
171.22 |
Range |
0.51 |
0.51 |
0.00 |
0.0% |
1.48 |
ATR |
0.74 |
0.72 |
-0.02 |
-2.2% |
0.00 |
Volume |
700,316 |
641,254 |
-59,062 |
-8.4% |
3,792,732 |
|
Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.99 |
173.80 |
172.86 |
|
R3 |
173.48 |
173.29 |
172.72 |
|
R2 |
172.97 |
172.97 |
172.67 |
|
R1 |
172.78 |
172.78 |
172.63 |
172.88 |
PP |
172.46 |
172.46 |
172.46 |
172.51 |
S1 |
172.27 |
172.27 |
172.53 |
172.37 |
S2 |
171.95 |
171.95 |
172.49 |
|
S3 |
171.44 |
171.76 |
172.44 |
|
S4 |
170.93 |
171.25 |
172.30 |
|
|
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 |
172.66 |
170.93 |
1.73 |
1.0% |
0.57 |
0.3% |
95% |
True |
False |
673,505 |
10 |
172.66 |
170.52 |
2.14 |
1.2% |
0.62 |
0.4% |
96% |
True |
False |
722,942 |
20 |
172.66 |
169.29 |
3.37 |
2.0% |
0.76 |
0.4% |
98% |
True |
False |
692,198 |
40 |
174.67 |
169.24 |
5.43 |
3.1% |
0.70 |
0.4% |
62% |
False |
False |
357,717 |
60 |
175.36 |
169.24 |
6.12 |
3.5% |
0.59 |
0.3% |
55% |
False |
False |
238,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.83 |
2.618 |
174.00 |
1.618 |
173.49 |
1.000 |
173.17 |
0.618 |
172.98 |
HIGH |
172.66 |
0.618 |
172.47 |
0.500 |
172.41 |
0.382 |
172.34 |
LOW |
172.15 |
0.618 |
171.83 |
1.000 |
171.64 |
1.618 |
171.32 |
2.618 |
170.81 |
4.250 |
169.98 |
|
|
Fisher Pivots for day following 25-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
172.52 |
172.40 |
PP |
172.46 |
172.22 |
S1 |
172.41 |
172.04 |
|