Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
176.76 |
177.13 |
0.37 |
0.2% |
177.31 |
| High |
177.27 |
177.88 |
0.61 |
0.3% |
177.56 |
| Low |
176.63 |
177.12 |
0.49 |
0.3% |
176.63 |
| Close |
177.16 |
177.83 |
0.67 |
0.4% |
177.16 |
| Range |
0.64 |
0.76 |
0.12 |
18.8% |
0.93 |
| ATR |
0.63 |
0.64 |
0.01 |
1.5% |
0.00 |
| Volume |
644,005 |
676,470 |
32,465 |
5.0% |
2,733,123 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.89 |
179.62 |
178.25 |
|
| R3 |
179.13 |
178.86 |
178.04 |
|
| R2 |
178.37 |
178.37 |
177.97 |
|
| R1 |
178.10 |
178.10 |
177.90 |
178.24 |
| PP |
177.61 |
177.61 |
177.61 |
177.68 |
| S1 |
177.34 |
177.34 |
177.76 |
177.48 |
| S2 |
176.85 |
176.85 |
177.69 |
|
| S3 |
176.09 |
176.58 |
177.62 |
|
| S4 |
175.33 |
175.82 |
177.41 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.91 |
179.46 |
177.67 |
|
| R3 |
178.98 |
178.53 |
177.42 |
|
| R2 |
178.05 |
178.05 |
177.33 |
|
| R1 |
177.60 |
177.60 |
177.25 |
177.36 |
| PP |
177.12 |
177.12 |
177.12 |
177.00 |
| S1 |
176.67 |
176.67 |
177.07 |
176.43 |
| S2 |
176.19 |
176.19 |
176.99 |
|
| S3 |
175.26 |
175.74 |
176.90 |
|
| S4 |
174.33 |
174.81 |
176.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
177.88 |
176.63 |
1.25 |
0.7% |
0.56 |
0.3% |
96% |
True |
False |
681,918 |
| 10 |
177.96 |
176.34 |
1.62 |
0.9% |
0.60 |
0.3% |
92% |
False |
False |
735,180 |
| 20 |
178.37 |
176.34 |
2.03 |
1.1% |
0.61 |
0.3% |
73% |
False |
False |
624,708 |
| 40 |
178.77 |
176.34 |
2.43 |
1.4% |
0.59 |
0.3% |
61% |
False |
False |
531,661 |
| 60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.58 |
0.3% |
60% |
False |
False |
356,675 |
| 80 |
179.17 |
175.84 |
3.33 |
1.9% |
0.50 |
0.3% |
60% |
False |
False |
267,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181.11 |
|
2.618 |
179.87 |
|
1.618 |
179.11 |
|
1.000 |
178.64 |
|
0.618 |
178.35 |
|
HIGH |
177.88 |
|
0.618 |
177.59 |
|
0.500 |
177.50 |
|
0.382 |
177.41 |
|
LOW |
177.12 |
|
0.618 |
176.65 |
|
1.000 |
176.36 |
|
1.618 |
175.89 |
|
2.618 |
175.13 |
|
4.250 |
173.89 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
177.72 |
177.64 |
| PP |
177.61 |
177.45 |
| S1 |
177.50 |
177.26 |
|