Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 17-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
172.30 |
171.97 |
-0.33 |
-0.2% |
171.92 |
High |
172.66 |
172.70 |
0.04 |
0.0% |
173.16 |
Low |
171.91 |
171.80 |
-0.11 |
-0.1% |
171.65 |
Close |
172.53 |
172.44 |
-0.09 |
-0.1% |
172.88 |
Range |
0.75 |
0.90 |
0.15 |
20.0% |
1.51 |
ATR |
0.60 |
0.62 |
0.02 |
3.5% |
0.00 |
Volume |
555,599 |
802,655 |
247,056 |
44.5% |
3,384,951 |
|
Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.01 |
174.63 |
172.94 |
|
R3 |
174.11 |
173.73 |
172.69 |
|
R2 |
173.21 |
173.21 |
172.61 |
|
R1 |
172.83 |
172.83 |
172.52 |
173.02 |
PP |
172.31 |
172.31 |
172.31 |
172.41 |
S1 |
171.93 |
171.93 |
172.36 |
172.12 |
S2 |
171.41 |
171.41 |
172.28 |
|
S3 |
170.51 |
171.03 |
172.19 |
|
S4 |
169.61 |
170.13 |
171.95 |
|
|
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 |
171.80 |
1.36 |
0.8% |
0.62 |
0.4% |
47% |
False |
True |
611,791 |
10 |
173.16 |
171.41 |
1.75 |
1.0% |
0.64 |
0.4% |
59% |
False |
False |
665,952 |
20 |
173.16 |
169.95 |
3.21 |
1.9% |
0.58 |
0.3% |
78% |
False |
False |
469,124 |
40 |
173.16 |
169.75 |
3.41 |
2.0% |
0.58 |
0.3% |
79% |
False |
False |
238,205 |
60 |
174.42 |
169.75 |
4.67 |
2.7% |
0.53 |
0.3% |
58% |
False |
False |
159,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.53 |
2.618 |
175.06 |
1.618 |
174.16 |
1.000 |
173.60 |
0.618 |
173.26 |
HIGH |
172.70 |
0.618 |
172.36 |
0.500 |
172.25 |
0.382 |
172.14 |
LOW |
171.80 |
0.618 |
171.24 |
1.000 |
170.90 |
1.618 |
170.34 |
2.618 |
169.44 |
4.250 |
167.98 |
|
|
Fisher Pivots for day following 17-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
172.38 |
172.39 |
PP |
172.31 |
172.35 |
S1 |
172.25 |
172.30 |
|