Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
177.73 |
177.78 |
0.05 |
0.0% |
177.35 |
| High |
177.84 |
178.37 |
0.53 |
0.3% |
177.84 |
| Low |
177.27 |
177.52 |
0.25 |
0.1% |
177.17 |
| Close |
177.64 |
178.12 |
0.48 |
0.3% |
177.64 |
| Range |
0.57 |
0.85 |
0.28 |
49.1% |
0.67 |
| ATR |
0.62 |
0.64 |
0.02 |
2.7% |
0.00 |
| Volume |
340,909 |
695,838 |
354,929 |
104.1% |
802,314 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.55 |
180.19 |
178.59 |
|
| R3 |
179.70 |
179.34 |
178.35 |
|
| R2 |
178.85 |
178.85 |
178.28 |
|
| R1 |
178.49 |
178.49 |
178.20 |
178.67 |
| PP |
178.00 |
178.00 |
178.00 |
178.10 |
| S1 |
177.64 |
177.64 |
178.04 |
177.82 |
| S2 |
177.15 |
177.15 |
177.96 |
|
| S3 |
176.30 |
176.79 |
177.89 |
|
| S4 |
175.45 |
175.94 |
177.65 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.56 |
179.27 |
178.01 |
|
| R3 |
178.89 |
178.60 |
177.82 |
|
| R2 |
178.22 |
178.22 |
177.76 |
|
| R1 |
177.93 |
177.93 |
177.70 |
178.08 |
| PP |
177.55 |
177.55 |
177.55 |
177.62 |
| S1 |
177.26 |
177.26 |
177.58 |
177.41 |
| S2 |
176.88 |
176.88 |
177.52 |
|
| S3 |
176.21 |
176.59 |
177.46 |
|
| S4 |
175.54 |
175.92 |
177.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
178.37 |
177.01 |
1.36 |
0.8% |
0.68 |
0.4% |
82% |
True |
False |
401,086 |
| 10 |
178.44 |
177.01 |
1.43 |
0.8% |
0.70 |
0.4% |
78% |
False |
False |
449,864 |
| 20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.61 |
0.3% |
70% |
False |
False |
518,588 |
| 40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.61 |
0.3% |
68% |
False |
False |
280,854 |
| 60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.51 |
0.3% |
68% |
False |
False |
187,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181.98 |
|
2.618 |
180.60 |
|
1.618 |
179.75 |
|
1.000 |
179.22 |
|
0.618 |
178.90 |
|
HIGH |
178.37 |
|
0.618 |
178.05 |
|
0.500 |
177.95 |
|
0.382 |
177.84 |
|
LOW |
177.52 |
|
0.618 |
176.99 |
|
1.000 |
176.67 |
|
1.618 |
176.14 |
|
2.618 |
175.29 |
|
4.250 |
173.91 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
178.06 |
178.02 |
| PP |
178.00 |
177.92 |
| S1 |
177.95 |
177.82 |
|