Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
177.28 |
176.83 |
-0.45 |
-0.3% |
177.78 |
| High |
177.55 |
176.87 |
-0.68 |
-0.4% |
178.37 |
| Low |
176.84 |
176.34 |
-0.50 |
-0.3% |
177.02 |
| Close |
176.93 |
176.44 |
-0.49 |
-0.3% |
177.30 |
| Range |
0.71 |
0.53 |
-0.18 |
-25.4% |
1.35 |
| ATR |
0.63 |
0.62 |
0.00 |
-0.4% |
0.00 |
| Volume |
739,980 |
914,856 |
174,876 |
23.6% |
3,488,778 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.14 |
177.82 |
176.73 |
|
| R3 |
177.61 |
177.29 |
176.59 |
|
| R2 |
177.08 |
177.08 |
176.54 |
|
| R1 |
176.76 |
176.76 |
176.49 |
176.66 |
| PP |
176.55 |
176.55 |
176.55 |
176.50 |
| S1 |
176.23 |
176.23 |
176.39 |
176.13 |
| S2 |
176.02 |
176.02 |
176.34 |
|
| S3 |
175.49 |
175.70 |
176.29 |
|
| S4 |
174.96 |
175.17 |
176.15 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181.61 |
180.81 |
178.04 |
|
| R3 |
180.26 |
179.46 |
177.67 |
|
| R2 |
178.91 |
178.91 |
177.55 |
|
| R1 |
178.11 |
178.11 |
177.42 |
177.84 |
| PP |
177.56 |
177.56 |
177.56 |
177.43 |
| S1 |
176.76 |
176.76 |
177.18 |
176.49 |
| S2 |
176.21 |
176.21 |
177.05 |
|
| S3 |
174.86 |
175.41 |
176.93 |
|
| S4 |
173.51 |
174.06 |
176.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
177.85 |
176.34 |
1.51 |
0.9% |
0.59 |
0.3% |
7% |
False |
True |
766,799 |
| 10 |
178.37 |
176.34 |
2.03 |
1.2% |
0.58 |
0.3% |
5% |
False |
True |
594,592 |
| 20 |
178.77 |
176.34 |
2.43 |
1.4% |
0.63 |
0.4% |
4% |
False |
True |
554,903 |
| 40 |
178.77 |
176.34 |
2.43 |
1.4% |
0.57 |
0.3% |
4% |
False |
True |
390,983 |
| 60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.55 |
0.3% |
18% |
False |
False |
261,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179.12 |
|
2.618 |
178.26 |
|
1.618 |
177.73 |
|
1.000 |
177.40 |
|
0.618 |
177.20 |
|
HIGH |
176.87 |
|
0.618 |
176.67 |
|
0.500 |
176.61 |
|
0.382 |
176.54 |
|
LOW |
176.34 |
|
0.618 |
176.01 |
|
1.000 |
175.81 |
|
1.618 |
175.48 |
|
2.618 |
174.95 |
|
4.250 |
174.09 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
176.61 |
176.95 |
| PP |
176.55 |
176.78 |
| S1 |
176.50 |
176.61 |
|