Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
178.07 |
177.35 |
-0.72 |
-0.4% |
177.83 |
High |
178.18 |
177.77 |
-0.41 |
-0.2% |
178.44 |
Low |
177.01 |
177.17 |
0.16 |
0.1% |
177.01 |
Close |
177.07 |
177.39 |
0.32 |
0.2% |
177.07 |
Range |
1.17 |
0.60 |
-0.57 |
-48.7% |
1.43 |
ATR |
0.64 |
0.64 |
0.00 |
0.7% |
0.00 |
Volume |
507,278 |
196,409 |
-310,869 |
-61.3% |
1,371,697 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.24 |
178.92 |
177.72 |
|
R3 |
178.64 |
178.32 |
177.56 |
|
R2 |
178.04 |
178.04 |
177.50 |
|
R1 |
177.72 |
177.72 |
177.45 |
177.88 |
PP |
177.44 |
177.44 |
177.44 |
177.53 |
S1 |
177.12 |
177.12 |
177.34 |
177.28 |
S2 |
176.84 |
176.84 |
177.28 |
|
S3 |
176.24 |
176.52 |
177.23 |
|
S4 |
175.64 |
175.92 |
177.06 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181.80 |
180.86 |
177.86 |
|
R3 |
180.37 |
179.43 |
177.46 |
|
R2 |
178.94 |
178.94 |
177.33 |
|
R1 |
178.00 |
178.00 |
177.20 |
177.76 |
PP |
177.51 |
177.51 |
177.51 |
177.38 |
S1 |
176.57 |
176.57 |
176.94 |
176.33 |
S2 |
176.08 |
176.08 |
176.81 |
|
S3 |
174.65 |
175.14 |
176.68 |
|
S4 |
173.22 |
173.71 |
176.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
178.44 |
177.01 |
1.43 |
0.8% |
0.73 |
0.4% |
27% |
False |
False |
396,936 |
10 |
178.77 |
177.01 |
1.76 |
1.0% |
0.67 |
0.4% |
22% |
False |
False |
464,436 |
20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.62 |
0.3% |
36% |
False |
False |
485,144 |
40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.59 |
0.3% |
47% |
False |
False |
248,644 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.49 |
0.3% |
47% |
False |
False |
166,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180.32 |
2.618 |
179.34 |
1.618 |
178.74 |
1.000 |
178.37 |
0.618 |
178.14 |
HIGH |
177.77 |
0.618 |
177.54 |
0.500 |
177.47 |
0.382 |
177.40 |
LOW |
177.17 |
0.618 |
176.80 |
1.000 |
176.57 |
1.618 |
176.20 |
2.618 |
175.60 |
4.250 |
174.62 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
177.47 |
177.60 |
PP |
177.44 |
177.53 |
S1 |
177.42 |
177.46 |
|