Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
176.35 |
176.28 |
-0.07 |
0.0% |
177.36 |
| High |
176.57 |
176.48 |
-0.09 |
-0.1% |
177.42 |
| Low |
176.10 |
175.63 |
-0.47 |
-0.3% |
175.63 |
| Close |
176.32 |
176.17 |
-0.15 |
-0.1% |
176.17 |
| Range |
0.47 |
0.85 |
0.38 |
80.9% |
1.79 |
| ATR |
0.60 |
0.62 |
0.02 |
3.0% |
0.00 |
| Volume |
848,300 |
980,519 |
132,219 |
15.6% |
4,104,295 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.64 |
178.26 |
176.64 |
|
| R3 |
177.79 |
177.41 |
176.40 |
|
| R2 |
176.94 |
176.94 |
176.33 |
|
| R1 |
176.56 |
176.56 |
176.25 |
176.33 |
| PP |
176.09 |
176.09 |
176.09 |
175.98 |
| S1 |
175.71 |
175.71 |
176.09 |
175.48 |
| S2 |
175.24 |
175.24 |
176.01 |
|
| S3 |
174.39 |
174.86 |
175.94 |
|
| S4 |
173.54 |
174.01 |
175.70 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181.78 |
180.76 |
177.15 |
|
| R3 |
179.99 |
178.97 |
176.66 |
|
| R2 |
178.20 |
178.20 |
176.50 |
|
| R1 |
177.18 |
177.18 |
176.33 |
176.80 |
| PP |
176.41 |
176.41 |
176.41 |
176.21 |
| S1 |
175.39 |
175.39 |
176.01 |
175.01 |
| S2 |
174.62 |
174.62 |
175.84 |
|
| S3 |
172.83 |
173.60 |
175.68 |
|
| S4 |
171.04 |
171.81 |
175.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
177.42 |
175.63 |
1.79 |
1.0% |
0.54 |
0.3% |
30% |
False |
True |
820,859 |
| 10 |
178.12 |
175.63 |
2.49 |
1.4% |
0.60 |
0.3% |
22% |
False |
True |
811,935 |
| 20 |
178.12 |
175.63 |
2.49 |
1.4% |
0.58 |
0.3% |
22% |
False |
True |
766,879 |
| 40 |
178.77 |
175.63 |
3.14 |
1.8% |
0.61 |
0.3% |
17% |
False |
True |
643,453 |
| 60 |
178.85 |
175.63 |
3.22 |
1.8% |
0.61 |
0.3% |
17% |
False |
True |
479,985 |
| 80 |
179.17 |
175.63 |
3.54 |
2.0% |
0.54 |
0.3% |
15% |
False |
True |
360,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180.09 |
|
2.618 |
178.71 |
|
1.618 |
177.86 |
|
1.000 |
177.33 |
|
0.618 |
177.01 |
|
HIGH |
176.48 |
|
0.618 |
176.16 |
|
0.500 |
176.06 |
|
0.382 |
175.95 |
|
LOW |
175.63 |
|
0.618 |
175.10 |
|
1.000 |
174.78 |
|
1.618 |
174.25 |
|
2.618 |
173.40 |
|
4.250 |
172.02 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
176.13 |
176.17 |
| PP |
176.09 |
176.17 |
| S1 |
176.06 |
176.17 |
|