Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
177.70 |
178.07 |
0.37 |
0.2% |
178.37 |
| High |
178.09 |
178.18 |
0.09 |
0.1% |
178.57 |
| Low |
177.63 |
177.01 |
-0.62 |
-0.3% |
177.27 |
| Close |
177.93 |
177.07 |
-0.86 |
-0.5% |
177.66 |
| Range |
0.46 |
1.17 |
0.71 |
154.3% |
1.30 |
| ATR |
0.60 |
0.64 |
0.04 |
6.8% |
0.00 |
| Volume |
344,003 |
507,278 |
163,275 |
47.5% |
2,513,892 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.93 |
180.17 |
177.71 |
|
| R3 |
179.76 |
179.00 |
177.39 |
|
| R2 |
178.59 |
178.59 |
177.28 |
|
| R1 |
177.83 |
177.83 |
177.18 |
177.63 |
| PP |
177.42 |
177.42 |
177.42 |
177.32 |
| S1 |
176.66 |
176.66 |
176.96 |
176.46 |
| S2 |
176.25 |
176.25 |
176.86 |
|
| S3 |
175.08 |
175.49 |
176.75 |
|
| S4 |
173.91 |
174.32 |
176.43 |
|
|
| 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 |
178.44 |
177.01 |
1.43 |
0.8% |
0.73 |
0.4% |
4% |
False |
True |
461,659 |
| 10 |
178.77 |
177.01 |
1.76 |
1.0% |
0.69 |
0.4% |
3% |
False |
True |
515,214 |
| 20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.61 |
0.3% |
21% |
False |
False |
477,999 |
| 40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.58 |
0.3% |
37% |
False |
False |
243,795 |
| 60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.48 |
0.3% |
37% |
False |
False |
162,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
183.15 |
|
2.618 |
181.24 |
|
1.618 |
180.07 |
|
1.000 |
179.35 |
|
0.618 |
178.90 |
|
HIGH |
178.18 |
|
0.618 |
177.73 |
|
0.500 |
177.60 |
|
0.382 |
177.46 |
|
LOW |
177.01 |
|
0.618 |
176.29 |
|
1.000 |
175.84 |
|
1.618 |
175.12 |
|
2.618 |
173.95 |
|
4.250 |
172.04 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
177.60 |
177.73 |
| PP |
177.42 |
177.51 |
| S1 |
177.25 |
177.29 |
|