Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
176.84 |
177.49 |
0.65 |
0.4% |
177.78 |
| High |
177.60 |
177.96 |
0.36 |
0.2% |
178.37 |
| Low |
176.72 |
177.32 |
0.60 |
0.3% |
177.02 |
| Close |
177.36 |
177.84 |
0.48 |
0.3% |
177.30 |
| Range |
0.88 |
0.64 |
-0.24 |
-27.3% |
1.35 |
| ATR |
0.66 |
0.66 |
0.00 |
-0.2% |
0.00 |
| Volume |
989,425 |
750,137 |
-239,288 |
-24.2% |
3,488,778 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.63 |
179.37 |
178.19 |
|
| R3 |
178.99 |
178.73 |
178.02 |
|
| R2 |
178.35 |
178.35 |
177.96 |
|
| R1 |
178.09 |
178.09 |
177.90 |
178.22 |
| PP |
177.71 |
177.71 |
177.71 |
177.77 |
| S1 |
177.45 |
177.45 |
177.78 |
177.58 |
| S2 |
177.07 |
177.07 |
177.72 |
|
| S3 |
176.43 |
176.81 |
177.66 |
|
| S4 |
175.79 |
176.17 |
177.49 |
|
|
| 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 |
177.96 |
176.34 |
1.62 |
0.9% |
0.63 |
0.4% |
93% |
True |
False |
787,462 |
| 10 |
178.37 |
176.34 |
2.03 |
1.1% |
0.65 |
0.4% |
74% |
False |
False |
722,408 |
| 20 |
178.57 |
176.34 |
2.23 |
1.3% |
0.64 |
0.4% |
67% |
False |
False |
578,553 |
| 40 |
178.77 |
176.34 |
2.43 |
1.4% |
0.58 |
0.3% |
62% |
False |
False |
434,305 |
| 60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.56 |
0.3% |
60% |
False |
False |
290,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180.68 |
|
2.618 |
179.64 |
|
1.618 |
179.00 |
|
1.000 |
178.60 |
|
0.618 |
178.36 |
|
HIGH |
177.96 |
|
0.618 |
177.72 |
|
0.500 |
177.64 |
|
0.382 |
177.56 |
|
LOW |
177.32 |
|
0.618 |
176.92 |
|
1.000 |
176.68 |
|
1.618 |
176.28 |
|
2.618 |
175.64 |
|
4.250 |
174.60 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
177.77 |
177.61 |
| PP |
177.71 |
177.38 |
| S1 |
177.64 |
177.15 |
|