Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 29-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
177.35 |
177.60 |
0.25 |
0.1% |
177.83 |
High |
177.77 |
177.75 |
-0.02 |
0.0% |
178.44 |
Low |
177.17 |
177.52 |
0.35 |
0.2% |
177.01 |
Close |
177.39 |
177.70 |
0.31 |
0.2% |
177.07 |
Range |
0.60 |
0.23 |
-0.37 |
-61.7% |
1.43 |
ATR |
0.64 |
0.62 |
-0.02 |
-3.1% |
0.00 |
Volume |
196,409 |
264,996 |
68,587 |
34.9% |
1,371,697 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.35 |
178.25 |
177.83 |
|
R3 |
178.12 |
178.02 |
177.76 |
|
R2 |
177.89 |
177.89 |
177.74 |
|
R1 |
177.79 |
177.79 |
177.72 |
177.84 |
PP |
177.66 |
177.66 |
177.66 |
177.68 |
S1 |
177.56 |
177.56 |
177.68 |
177.61 |
S2 |
177.43 |
177.43 |
177.66 |
|
S3 |
177.20 |
177.33 |
177.64 |
|
S4 |
176.97 |
177.10 |
177.57 |
|
|
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% |
0.66 |
0.4% |
48% |
False |
False |
366,620 |
10 |
178.57 |
177.01 |
1.56 |
0.9% |
0.64 |
0.4% |
44% |
False |
False |
434,699 |
20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.61 |
0.3% |
50% |
False |
False |
496,489 |
40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.59 |
0.3% |
56% |
False |
False |
255,213 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.49 |
0.3% |
56% |
False |
False |
170,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.73 |
2.618 |
178.35 |
1.618 |
178.12 |
1.000 |
177.98 |
0.618 |
177.89 |
HIGH |
177.75 |
0.618 |
177.66 |
0.500 |
177.64 |
0.382 |
177.61 |
LOW |
177.52 |
0.618 |
177.38 |
1.000 |
177.29 |
1.618 |
177.15 |
2.618 |
176.92 |
4.250 |
176.54 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
177.68 |
177.67 |
PP |
177.66 |
177.63 |
S1 |
177.64 |
177.60 |
|