Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
177.74 |
177.83 |
0.09 |
0.1% |
178.37 |
High |
177.85 |
178.44 |
0.59 |
0.3% |
178.57 |
Low |
177.28 |
177.61 |
0.33 |
0.2% |
177.27 |
Close |
177.66 |
177.86 |
0.20 |
0.1% |
177.66 |
Range |
0.57 |
0.83 |
0.26 |
45.6% |
1.30 |
ATR |
0.59 |
0.61 |
0.02 |
2.9% |
0.00 |
Volume |
416,574 |
520,416 |
103,842 |
24.9% |
2,513,892 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180.46 |
179.99 |
178.32 |
|
R3 |
179.63 |
179.16 |
178.09 |
|
R2 |
178.80 |
178.80 |
178.01 |
|
R1 |
178.33 |
178.33 |
177.94 |
178.57 |
PP |
177.97 |
177.97 |
177.97 |
178.09 |
S1 |
177.50 |
177.50 |
177.78 |
177.74 |
S2 |
177.14 |
177.14 |
177.71 |
|
S3 |
176.31 |
176.67 |
177.63 |
|
S4 |
175.48 |
175.84 |
177.40 |
|
|
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% |
0.70 |
0.4% |
45% |
False |
False |
518,019 |
10 |
178.77 |
177.27 |
1.50 |
0.8% |
0.62 |
0.3% |
39% |
False |
False |
525,818 |
20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.57 |
0.3% |
57% |
False |
False |
438,614 |
40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.56 |
0.3% |
61% |
False |
False |
222,658 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.46 |
0.3% |
61% |
False |
False |
148,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181.97 |
2.618 |
180.61 |
1.618 |
179.78 |
1.000 |
179.27 |
0.618 |
178.95 |
HIGH |
178.44 |
0.618 |
178.12 |
0.500 |
178.03 |
0.382 |
177.93 |
LOW |
177.61 |
0.618 |
177.10 |
1.000 |
176.78 |
1.618 |
176.27 |
2.618 |
175.44 |
4.250 |
174.08 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
178.03 |
177.86 |
PP |
177.97 |
177.86 |
S1 |
177.92 |
177.86 |
|