Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
177.83 |
177.70 |
-0.13 |
-0.1% |
178.37 |
High |
178.44 |
178.09 |
-0.35 |
-0.2% |
178.57 |
Low |
177.61 |
177.63 |
0.02 |
0.0% |
177.27 |
Close |
177.86 |
177.93 |
0.07 |
0.0% |
177.66 |
Range |
0.83 |
0.46 |
-0.37 |
-44.6% |
1.30 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.7% |
0.00 |
Volume |
520,416 |
344,003 |
-176,413 |
-33.9% |
2,513,892 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.26 |
179.06 |
178.18 |
|
R3 |
178.80 |
178.60 |
178.06 |
|
R2 |
178.34 |
178.34 |
178.01 |
|
R1 |
178.14 |
178.14 |
177.97 |
178.24 |
PP |
177.88 |
177.88 |
177.88 |
177.94 |
S1 |
177.68 |
177.68 |
177.89 |
177.78 |
S2 |
177.42 |
177.42 |
177.85 |
|
S3 |
176.96 |
177.22 |
177.80 |
|
S4 |
176.50 |
176.76 |
177.68 |
|
|
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 |
178.44 |
177.27 |
1.17 |
0.7% |
0.71 |
0.4% |
56% |
False |
False |
498,643 |
10 |
178.77 |
177.27 |
1.50 |
0.8% |
0.61 |
0.3% |
44% |
False |
False |
506,427 |
20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.57 |
0.3% |
61% |
False |
False |
454,582 |
40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.56 |
0.3% |
63% |
False |
False |
231,192 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.46 |
0.3% |
63% |
False |
False |
154,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180.05 |
2.618 |
179.29 |
1.618 |
178.83 |
1.000 |
178.55 |
0.618 |
178.37 |
HIGH |
178.09 |
0.618 |
177.91 |
0.500 |
177.86 |
0.382 |
177.81 |
LOW |
177.63 |
0.618 |
177.35 |
1.000 |
177.17 |
1.618 |
176.89 |
2.618 |
176.43 |
4.250 |
175.68 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
177.91 |
177.91 |
PP |
177.88 |
177.88 |
S1 |
177.86 |
177.86 |
|