Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
177.74 |
177.83 |
0.09 |
0.1% |
178.37 |
| High |
177.85 |
178.44 |
0.59 |
0.3% |
178.57 |
| Low |
177.28 |
177.61 |
0.33 |
0.2% |
177.27 |
| Close |
177.66 |
177.86 |
0.20 |
0.1% |
177.66 |
| Range |
0.57 |
0.83 |
0.26 |
45.6% |
1.30 |
| ATR |
0.59 |
0.61 |
0.02 |
2.9% |
0.00 |
| Volume |
416,574 |
520,416 |
103,842 |
24.9% |
2,513,892 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.46 |
179.99 |
178.32 |
|
| R3 |
179.63 |
179.16 |
178.09 |
|
| R2 |
178.80 |
178.80 |
178.01 |
|
| R1 |
178.33 |
178.33 |
177.94 |
178.57 |
| PP |
177.97 |
177.97 |
177.97 |
178.09 |
| S1 |
177.50 |
177.50 |
177.78 |
177.74 |
| S2 |
177.14 |
177.14 |
177.71 |
|
| S3 |
176.31 |
176.67 |
177.63 |
|
| S4 |
175.48 |
175.84 |
177.40 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181.73 |
181.00 |
178.38 |
|
| R3 |
180.43 |
179.70 |
178.02 |
|
| R2 |
179.13 |
179.13 |
177.90 |
|
| R1 |
178.40 |
178.40 |
177.78 |
178.12 |
| PP |
177.83 |
177.83 |
177.83 |
177.69 |
| S1 |
177.10 |
177.10 |
177.54 |
176.82 |
| S2 |
176.53 |
176.53 |
177.42 |
|
| S3 |
175.23 |
175.80 |
177.30 |
|
| S4 |
173.93 |
174.50 |
176.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
178.57 |
177.27 |
1.30 |
0.7% |
0.70 |
0.4% |
45% |
False |
False |
518,019 |
| 10 |
178.77 |
177.27 |
1.50 |
0.8% |
0.62 |
0.3% |
39% |
False |
False |
525,818 |
| 20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.57 |
0.3% |
57% |
False |
False |
438,614 |
| 40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.56 |
0.3% |
61% |
False |
False |
222,658 |
| 60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.46 |
0.3% |
61% |
False |
False |
148,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181.97 |
|
2.618 |
180.61 |
|
1.618 |
179.78 |
|
1.000 |
179.27 |
|
0.618 |
178.95 |
|
HIGH |
178.44 |
|
0.618 |
178.12 |
|
0.500 |
178.03 |
|
0.382 |
177.93 |
|
LOW |
177.61 |
|
0.618 |
177.10 |
|
1.000 |
176.78 |
|
1.618 |
176.27 |
|
2.618 |
175.44 |
|
4.250 |
174.08 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178.03 |
177.86 |
| PP |
177.97 |
177.86 |
| S1 |
177.92 |
177.86 |
|