Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
172.62 |
172.30 |
-0.32 |
-0.2% |
171.92 |
High |
172.80 |
172.66 |
-0.14 |
-0.1% |
173.16 |
Low |
172.25 |
171.91 |
-0.34 |
-0.2% |
171.65 |
Close |
172.32 |
172.53 |
0.21 |
0.1% |
172.88 |
Range |
0.55 |
0.75 |
0.20 |
36.4% |
1.51 |
ATR |
0.59 |
0.60 |
0.01 |
1.9% |
0.00 |
Volume |
686,030 |
555,599 |
-130,431 |
-19.0% |
3,384,951 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.62 |
174.32 |
172.94 |
|
R3 |
173.87 |
173.57 |
172.74 |
|
R2 |
173.12 |
173.12 |
172.67 |
|
R1 |
172.82 |
172.82 |
172.60 |
172.97 |
PP |
172.37 |
172.37 |
172.37 |
172.44 |
S1 |
172.07 |
172.07 |
172.46 |
172.22 |
S2 |
171.62 |
171.62 |
172.39 |
|
S3 |
170.87 |
171.32 |
172.32 |
|
S4 |
170.12 |
170.57 |
172.12 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.09 |
176.50 |
173.71 |
|
R3 |
175.58 |
174.99 |
173.30 |
|
R2 |
174.07 |
174.07 |
173.16 |
|
R1 |
173.48 |
173.48 |
173.02 |
173.78 |
PP |
172.56 |
172.56 |
172.56 |
172.71 |
S1 |
171.97 |
171.97 |
172.74 |
172.27 |
S2 |
171.05 |
171.05 |
172.60 |
|
S3 |
169.54 |
170.46 |
172.46 |
|
S4 |
168.03 |
168.95 |
172.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173.16 |
171.91 |
1.25 |
0.7% |
0.62 |
0.4% |
50% |
False |
True |
610,727 |
10 |
173.16 |
171.37 |
1.79 |
1.0% |
0.59 |
0.3% |
65% |
False |
False |
667,645 |
20 |
173.16 |
169.75 |
3.41 |
2.0% |
0.58 |
0.3% |
82% |
False |
False |
430,360 |
40 |
173.16 |
169.75 |
3.41 |
2.0% |
0.56 |
0.3% |
82% |
False |
False |
218,226 |
60 |
174.42 |
169.75 |
4.67 |
2.7% |
0.51 |
0.3% |
60% |
False |
False |
145,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.85 |
2.618 |
174.62 |
1.618 |
173.87 |
1.000 |
173.41 |
0.618 |
173.12 |
HIGH |
172.66 |
0.618 |
172.37 |
0.500 |
172.29 |
0.382 |
172.20 |
LOW |
171.91 |
0.618 |
171.45 |
1.000 |
171.16 |
1.618 |
170.70 |
2.618 |
169.95 |
4.250 |
168.72 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
172.45 |
172.51 |
PP |
172.37 |
172.49 |
S1 |
172.29 |
172.48 |
|