Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 01-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
171.14 |
171.10 |
-0.04 |
0.0% |
171.30 |
High |
171.40 |
171.86 |
0.46 |
0.3% |
172.66 |
Low |
170.88 |
171.07 |
0.19 |
0.1% |
171.23 |
Close |
171.28 |
171.83 |
0.55 |
0.3% |
172.12 |
Range |
0.52 |
0.79 |
0.27 |
51.9% |
1.43 |
ATR |
0.73 |
0.73 |
0.00 |
0.6% |
0.00 |
Volume |
771,397 |
572,536 |
-198,861 |
-25.8% |
3,330,927 |
|
Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.96 |
173.68 |
172.26 |
|
R3 |
173.17 |
172.89 |
172.05 |
|
R2 |
172.38 |
172.38 |
171.97 |
|
R1 |
172.10 |
172.10 |
171.90 |
172.24 |
PP |
171.59 |
171.59 |
171.59 |
171.66 |
S1 |
171.31 |
171.31 |
171.76 |
171.45 |
S2 |
170.80 |
170.80 |
171.69 |
|
S3 |
170.01 |
170.52 |
171.61 |
|
S4 |
169.22 |
169.73 |
171.40 |
|
|
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 |
172.58 |
170.71 |
1.87 |
1.1% |
0.74 |
0.4% |
60% |
False |
False |
705,998 |
10 |
172.66 |
170.71 |
1.95 |
1.1% |
0.66 |
0.4% |
57% |
False |
False |
689,751 |
20 |
172.66 |
170.52 |
2.14 |
1.2% |
0.67 |
0.4% |
61% |
False |
False |
733,000 |
40 |
173.70 |
169.24 |
4.46 |
2.6% |
0.74 |
0.4% |
58% |
False |
False |
445,250 |
60 |
175.22 |
169.24 |
5.98 |
3.5% |
0.62 |
0.4% |
43% |
False |
False |
297,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.22 |
2.618 |
173.93 |
1.618 |
173.14 |
1.000 |
172.65 |
0.618 |
172.35 |
HIGH |
171.86 |
0.618 |
171.56 |
0.500 |
171.47 |
0.382 |
171.37 |
LOW |
171.07 |
0.618 |
170.58 |
1.000 |
170.28 |
1.618 |
169.79 |
2.618 |
169.00 |
4.250 |
167.71 |
|
|
Fisher Pivots for day following 01-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
171.71 |
171.65 |
PP |
171.59 |
171.47 |
S1 |
171.47 |
171.29 |
|