Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
178.22 |
177.85 |
-0.37 |
-0.2% |
177.35 |
| High |
178.27 |
177.85 |
-0.42 |
-0.2% |
177.84 |
| Low |
177.71 |
177.02 |
-0.69 |
-0.4% |
177.17 |
| Close |
177.90 |
177.37 |
-0.53 |
-0.3% |
177.64 |
| Range |
0.56 |
0.83 |
0.27 |
48.2% |
0.67 |
| ATR |
0.63 |
0.65 |
0.02 |
2.8% |
0.00 |
| Volume |
613,781 |
842,515 |
228,734 |
37.3% |
802,314 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.90 |
179.47 |
177.83 |
|
| R3 |
179.07 |
178.64 |
177.60 |
|
| R2 |
178.24 |
178.24 |
177.52 |
|
| R1 |
177.81 |
177.81 |
177.45 |
177.61 |
| PP |
177.41 |
177.41 |
177.41 |
177.32 |
| S1 |
176.98 |
176.98 |
177.29 |
176.78 |
| S2 |
176.58 |
176.58 |
177.22 |
|
| S3 |
175.75 |
176.15 |
177.14 |
|
| S4 |
174.92 |
175.32 |
176.91 |
|
|
| 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 |
177.02 |
1.35 |
0.8% |
0.61 |
0.3% |
26% |
False |
True |
551,607 |
| 10 |
178.44 |
177.01 |
1.43 |
0.8% |
0.67 |
0.4% |
25% |
False |
False |
474,271 |
| 20 |
178.77 |
177.01 |
1.76 |
1.0% |
0.63 |
0.4% |
20% |
False |
False |
512,243 |
| 40 |
178.87 |
175.84 |
3.03 |
1.7% |
0.62 |
0.4% |
50% |
False |
False |
317,133 |
| 60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.53 |
0.3% |
46% |
False |
False |
212,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181.38 |
|
2.618 |
180.02 |
|
1.618 |
179.19 |
|
1.000 |
178.68 |
|
0.618 |
178.36 |
|
HIGH |
177.85 |
|
0.618 |
177.53 |
|
0.500 |
177.44 |
|
0.382 |
177.34 |
|
LOW |
177.02 |
|
0.618 |
176.51 |
|
1.000 |
176.19 |
|
1.618 |
175.68 |
|
2.618 |
174.85 |
|
4.250 |
173.49 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
177.44 |
177.70 |
| PP |
177.41 |
177.59 |
| S1 |
177.39 |
177.48 |
|