Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
176.27 |
176.39 |
0.12 |
0.1% |
175.96 |
| High |
176.64 |
176.53 |
-0.11 |
-0.1% |
176.64 |
| Low |
176.24 |
175.77 |
-0.47 |
-0.3% |
175.61 |
| Close |
176.43 |
175.97 |
-0.46 |
-0.3% |
175.97 |
| Range |
0.40 |
0.76 |
0.36 |
90.0% |
1.03 |
| ATR |
0.59 |
0.60 |
0.01 |
2.1% |
0.00 |
| Volume |
658,756 |
758,703 |
99,947 |
15.2% |
3,516,028 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.37 |
177.93 |
176.39 |
|
| R3 |
177.61 |
177.17 |
176.18 |
|
| R2 |
176.85 |
176.85 |
176.11 |
|
| R1 |
176.41 |
176.41 |
176.04 |
176.25 |
| PP |
176.09 |
176.09 |
176.09 |
176.01 |
| S1 |
175.65 |
175.65 |
175.90 |
175.49 |
| S2 |
175.33 |
175.33 |
175.83 |
|
| S3 |
174.57 |
174.89 |
175.76 |
|
| S4 |
173.81 |
174.13 |
175.55 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.16 |
178.60 |
176.54 |
|
| R3 |
178.13 |
177.57 |
176.25 |
|
| R2 |
177.10 |
177.10 |
176.16 |
|
| R1 |
176.54 |
176.54 |
176.06 |
176.82 |
| PP |
176.07 |
176.07 |
176.07 |
176.22 |
| S1 |
175.51 |
175.51 |
175.88 |
175.79 |
| S2 |
175.04 |
175.04 |
175.78 |
|
| S3 |
174.01 |
174.48 |
175.69 |
|
| S4 |
172.98 |
173.45 |
175.40 |
|
|
| 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% |
0.53 |
0.3% |
35% |
False |
False |
703,205 |
| 10 |
177.42 |
175.61 |
1.81 |
1.0% |
0.54 |
0.3% |
20% |
False |
False |
762,032 |
| 20 |
178.12 |
175.61 |
2.51 |
1.4% |
0.56 |
0.3% |
14% |
False |
False |
745,815 |
| 40 |
178.57 |
175.61 |
2.96 |
1.7% |
0.60 |
0.3% |
12% |
False |
False |
662,184 |
| 60 |
178.77 |
175.61 |
3.16 |
1.8% |
0.57 |
0.3% |
11% |
False |
False |
538,142 |
| 80 |
179.17 |
175.61 |
3.56 |
2.0% |
0.56 |
0.3% |
10% |
False |
False |
404,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179.76 |
|
2.618 |
178.52 |
|
1.618 |
177.76 |
|
1.000 |
177.29 |
|
0.618 |
177.00 |
|
HIGH |
176.53 |
|
0.618 |
176.24 |
|
0.500 |
176.15 |
|
0.382 |
176.06 |
|
LOW |
175.77 |
|
0.618 |
175.30 |
|
1.000 |
175.01 |
|
1.618 |
174.54 |
|
2.618 |
173.78 |
|
4.250 |
172.54 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
176.15 |
176.21 |
| PP |
176.09 |
176.13 |
| S1 |
176.03 |
176.05 |
|