Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 31-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
171.53 |
171.14 |
-0.39 |
-0.2% |
171.30 |
High |
171.56 |
171.40 |
-0.16 |
-0.1% |
172.66 |
Low |
170.71 |
170.88 |
0.17 |
0.1% |
171.23 |
Close |
171.00 |
171.28 |
0.28 |
0.2% |
172.12 |
Range |
0.85 |
0.52 |
-0.33 |
-38.8% |
1.43 |
ATR |
0.75 |
0.73 |
-0.02 |
-2.2% |
0.00 |
Volume |
933,497 |
771,397 |
-162,100 |
-17.4% |
3,330,927 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.75 |
172.53 |
171.57 |
|
R3 |
172.23 |
172.01 |
171.42 |
|
R2 |
171.71 |
171.71 |
171.38 |
|
R1 |
171.49 |
171.49 |
171.33 |
171.60 |
PP |
171.19 |
171.19 |
171.19 |
171.24 |
S1 |
170.97 |
170.97 |
171.23 |
171.08 |
S2 |
170.67 |
170.67 |
171.18 |
|
S3 |
170.15 |
170.45 |
171.14 |
|
S4 |
169.63 |
169.93 |
170.99 |
|
|
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% |
29% |
False |
False |
719,742 |
10 |
172.66 |
170.52 |
2.14 |
1.2% |
0.67 |
0.4% |
36% |
False |
False |
729,229 |
20 |
172.66 |
170.52 |
2.14 |
1.2% |
0.67 |
0.4% |
36% |
False |
False |
740,069 |
40 |
173.70 |
169.24 |
4.46 |
2.6% |
0.73 |
0.4% |
46% |
False |
False |
431,319 |
60 |
175.22 |
169.24 |
5.98 |
3.5% |
0.61 |
0.4% |
34% |
False |
False |
287,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.61 |
2.618 |
172.76 |
1.618 |
172.24 |
1.000 |
171.92 |
0.618 |
171.72 |
HIGH |
171.40 |
0.618 |
171.20 |
0.500 |
171.14 |
0.382 |
171.08 |
LOW |
170.88 |
0.618 |
170.56 |
1.000 |
170.36 |
1.618 |
170.04 |
2.618 |
169.52 |
4.250 |
168.67 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
171.23 |
171.53 |
PP |
171.19 |
171.44 |
S1 |
171.14 |
171.36 |
|