Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 30-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
172.08 |
171.53 |
-0.55 |
-0.3% |
171.30 |
High |
172.34 |
171.56 |
-0.78 |
-0.5% |
172.66 |
Low |
171.45 |
170.71 |
-0.74 |
-0.4% |
171.23 |
Close |
171.62 |
171.00 |
-0.62 |
-0.4% |
172.12 |
Range |
0.89 |
0.85 |
-0.04 |
-4.5% |
1.43 |
ATR |
0.73 |
0.75 |
0.01 |
1.7% |
0.00 |
Volume |
623,817 |
933,497 |
309,680 |
49.6% |
3,330,927 |
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.64 |
173.17 |
171.47 |
|
R3 |
172.79 |
172.32 |
171.23 |
|
R2 |
171.94 |
171.94 |
171.16 |
|
R1 |
171.47 |
171.47 |
171.08 |
171.28 |
PP |
171.09 |
171.09 |
171.09 |
171.00 |
S1 |
170.62 |
170.62 |
170.92 |
170.43 |
S2 |
170.24 |
170.24 |
170.84 |
|
S3 |
169.39 |
169.77 |
170.77 |
|
S4 |
168.54 |
168.92 |
170.53 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.29 |
175.64 |
172.91 |
|
R3 |
174.86 |
174.21 |
172.51 |
|
R2 |
173.43 |
173.43 |
172.38 |
|
R1 |
172.78 |
172.78 |
172.25 |
173.11 |
PP |
172.00 |
172.00 |
172.00 |
172.17 |
S1 |
171.35 |
171.35 |
171.99 |
171.68 |
S2 |
170.57 |
170.57 |
171.86 |
|
S3 |
169.14 |
169.92 |
171.73 |
|
S4 |
167.71 |
168.49 |
171.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172.66 |
170.71 |
1.95 |
1.1% |
0.69 |
0.4% |
15% |
False |
True |
705,525 |
10 |
172.66 |
170.52 |
2.14 |
1.3% |
0.70 |
0.4% |
22% |
False |
False |
733,840 |
20 |
172.66 |
170.52 |
2.14 |
1.3% |
0.70 |
0.4% |
22% |
False |
False |
743,866 |
40 |
173.74 |
169.24 |
4.50 |
2.6% |
0.72 |
0.4% |
39% |
False |
False |
412,041 |
60 |
175.22 |
169.24 |
5.98 |
3.5% |
0.62 |
0.4% |
29% |
False |
False |
275,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.17 |
2.618 |
173.79 |
1.618 |
172.94 |
1.000 |
172.41 |
0.618 |
172.09 |
HIGH |
171.56 |
0.618 |
171.24 |
0.500 |
171.14 |
0.382 |
171.03 |
LOW |
170.71 |
0.618 |
170.18 |
1.000 |
169.86 |
1.618 |
169.33 |
2.618 |
168.48 |
4.250 |
167.10 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
171.14 |
171.65 |
PP |
171.09 |
171.43 |
S1 |
171.05 |
171.22 |
|