Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
176.07 |
176.27 |
0.20 |
0.1% |
177.36 |
| High |
176.38 |
176.64 |
0.26 |
0.1% |
177.42 |
| Low |
175.94 |
176.24 |
0.30 |
0.2% |
175.63 |
| Close |
176.10 |
176.43 |
0.33 |
0.2% |
176.17 |
| Range |
0.44 |
0.40 |
-0.04 |
-9.1% |
1.79 |
| ATR |
0.59 |
0.59 |
0.00 |
-0.7% |
0.00 |
| Volume |
688,532 |
658,756 |
-29,776 |
-4.3% |
4,104,295 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.64 |
177.43 |
176.65 |
|
| R3 |
177.24 |
177.03 |
176.54 |
|
| R2 |
176.84 |
176.84 |
176.50 |
|
| R1 |
176.63 |
176.63 |
176.47 |
176.74 |
| PP |
176.44 |
176.44 |
176.44 |
176.49 |
| S1 |
176.23 |
176.23 |
176.39 |
176.34 |
| S2 |
176.04 |
176.04 |
176.36 |
|
| S3 |
175.64 |
175.83 |
176.32 |
|
| S4 |
175.24 |
175.43 |
176.21 |
|
|
| 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 |
176.64 |
175.61 |
1.03 |
0.6% |
0.55 |
0.3% |
80% |
True |
False |
747,568 |
| 10 |
177.66 |
175.61 |
2.05 |
1.2% |
0.54 |
0.3% |
40% |
False |
False |
801,763 |
| 20 |
178.12 |
175.61 |
2.51 |
1.4% |
0.55 |
0.3% |
33% |
False |
False |
745,387 |
| 40 |
178.77 |
175.61 |
3.16 |
1.8% |
0.60 |
0.3% |
26% |
False |
False |
657,276 |
| 60 |
178.77 |
175.61 |
3.16 |
1.8% |
0.57 |
0.3% |
26% |
False |
False |
525,570 |
| 80 |
179.17 |
175.61 |
3.56 |
2.0% |
0.55 |
0.3% |
23% |
False |
False |
395,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178.34 |
|
2.618 |
177.69 |
|
1.618 |
177.29 |
|
1.000 |
177.04 |
|
0.618 |
176.89 |
|
HIGH |
176.64 |
|
0.618 |
176.49 |
|
0.500 |
176.44 |
|
0.382 |
176.39 |
|
LOW |
176.24 |
|
0.618 |
175.99 |
|
1.000 |
175.84 |
|
1.618 |
175.59 |
|
2.618 |
175.19 |
|
4.250 |
174.54 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
176.44 |
176.38 |
| PP |
176.44 |
176.33 |
| S1 |
176.43 |
176.28 |
|