Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
173.69 |
173.95 |
0.26 |
0.1% |
174.02 |
| High |
174.28 |
174.01 |
-0.27 |
-0.2% |
174.97 |
| Low |
173.63 |
173.71 |
0.08 |
0.0% |
173.63 |
| Close |
174.00 |
174.01 |
0.01 |
0.0% |
174.00 |
| Range |
0.65 |
0.30 |
-0.35 |
-53.8% |
1.34 |
| ATR |
0.94 |
0.89 |
-0.05 |
-4.9% |
0.00 |
| Volume |
209,173 |
15,498 |
-193,675 |
-92.6% |
5,154,969 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.81 |
174.71 |
174.18 |
|
| R3 |
174.51 |
174.41 |
174.09 |
|
| R2 |
174.21 |
174.21 |
174.07 |
|
| R1 |
174.11 |
174.11 |
174.04 |
174.16 |
| PP |
173.91 |
173.91 |
173.91 |
173.94 |
| S1 |
173.81 |
173.81 |
173.98 |
173.86 |
| S2 |
173.61 |
173.61 |
173.96 |
|
| S3 |
173.31 |
173.51 |
173.93 |
|
| S4 |
173.01 |
173.21 |
173.85 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.22 |
177.45 |
174.74 |
|
| R3 |
176.88 |
176.11 |
174.37 |
|
| R2 |
175.54 |
175.54 |
174.25 |
|
| R1 |
174.77 |
174.77 |
174.12 |
174.49 |
| PP |
174.20 |
174.20 |
174.20 |
174.06 |
| S1 |
173.43 |
173.43 |
173.88 |
173.15 |
| S2 |
172.86 |
172.86 |
173.75 |
|
| S3 |
171.52 |
172.09 |
173.63 |
|
| S4 |
170.18 |
170.75 |
173.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
174.97 |
173.63 |
1.34 |
0.8% |
0.75 |
0.4% |
28% |
False |
False |
803,102 |
| 10 |
174.97 |
172.08 |
2.89 |
1.7% |
1.05 |
0.6% |
67% |
False |
False |
1,070,267 |
| 20 |
176.64 |
172.08 |
4.56 |
2.6% |
0.89 |
0.5% |
42% |
False |
False |
983,010 |
| 40 |
178.12 |
172.08 |
6.04 |
3.5% |
0.74 |
0.4% |
32% |
False |
False |
874,945 |
| 60 |
178.77 |
172.08 |
6.69 |
3.8% |
0.70 |
0.4% |
29% |
False |
False |
756,639 |
| 80 |
178.85 |
172.08 |
6.77 |
3.9% |
0.68 |
0.4% |
29% |
False |
False |
605,741 |
| 100 |
179.17 |
172.08 |
7.09 |
4.1% |
0.61 |
0.4% |
27% |
False |
False |
485,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175.29 |
|
2.618 |
174.80 |
|
1.618 |
174.50 |
|
1.000 |
174.31 |
|
0.618 |
174.20 |
|
HIGH |
174.01 |
|
0.618 |
173.90 |
|
0.500 |
173.86 |
|
0.382 |
173.82 |
|
LOW |
173.71 |
|
0.618 |
173.52 |
|
1.000 |
173.41 |
|
1.618 |
173.22 |
|
2.618 |
172.92 |
|
4.250 |
172.44 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
173.96 |
174.07 |
| PP |
173.91 |
174.05 |
| S1 |
173.86 |
174.03 |
|