Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 18-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
177.60 |
177.74 |
0.14 |
0.1% |
178.37 |
High |
177.98 |
177.85 |
-0.13 |
-0.1% |
178.57 |
Low |
177.34 |
177.28 |
-0.06 |
0.0% |
177.27 |
Close |
177.69 |
177.66 |
-0.03 |
0.0% |
177.66 |
Range |
0.64 |
0.57 |
-0.07 |
-10.9% |
1.30 |
ATR |
0.59 |
0.59 |
0.00 |
-0.3% |
0.00 |
Volume |
520,025 |
416,574 |
-103,451 |
-19.9% |
2,513,892 |
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.31 |
179.05 |
177.97 |
|
R3 |
178.74 |
178.48 |
177.82 |
|
R2 |
178.17 |
178.17 |
177.76 |
|
R1 |
177.91 |
177.91 |
177.71 |
177.76 |
PP |
177.60 |
177.60 |
177.60 |
177.52 |
S1 |
177.34 |
177.34 |
177.61 |
177.19 |
S2 |
177.03 |
177.03 |
177.56 |
|
S3 |
176.46 |
176.77 |
177.50 |
|
S4 |
175.89 |
176.20 |
177.35 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181.73 |
181.00 |
178.38 |
|
R3 |
180.43 |
179.70 |
178.02 |
|
R2 |
179.13 |
179.13 |
177.90 |
|
R1 |
178.40 |
178.40 |
177.78 |
178.12 |
PP |
177.83 |
177.83 |
177.83 |
177.69 |
S1 |
177.10 |
177.10 |
177.54 |
176.82 |
S2 |
176.53 |
176.53 |
177.42 |
|
S3 |
175.23 |
175.80 |
177.30 |
|
S4 |
173.93 |
174.50 |
176.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
178.57 |
177.27 |
1.30 |
0.7% |
0.62 |
0.3% |
30% |
False |
False |
502,778 |
10 |
178.77 |
177.27 |
1.50 |
0.8% |
0.60 |
0.3% |
26% |
False |
False |
528,067 |
20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.55 |
0.3% |
48% |
False |
False |
413,118 |
40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.55 |
0.3% |
55% |
False |
False |
209,705 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.45 |
0.3% |
55% |
False |
False |
140,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180.27 |
2.618 |
179.34 |
1.618 |
178.77 |
1.000 |
178.42 |
0.618 |
178.20 |
HIGH |
177.85 |
0.618 |
177.63 |
0.500 |
177.57 |
0.382 |
177.50 |
LOW |
177.28 |
0.618 |
176.93 |
1.000 |
176.71 |
1.618 |
176.36 |
2.618 |
175.79 |
4.250 |
174.86 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
177.63 |
177.79 |
PP |
177.60 |
177.75 |
S1 |
177.57 |
177.70 |
|