Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 30-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
177.60 |
177.73 |
0.13 |
0.1% |
177.83 |
High |
177.75 |
177.84 |
0.09 |
0.1% |
178.44 |
Low |
177.52 |
177.27 |
-0.25 |
-0.1% |
177.01 |
Close |
177.70 |
177.64 |
-0.06 |
0.0% |
177.07 |
Range |
0.23 |
0.57 |
0.34 |
147.8% |
1.43 |
ATR |
0.62 |
0.62 |
0.00 |
-0.6% |
0.00 |
Volume |
264,996 |
340,909 |
75,913 |
28.6% |
1,371,697 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.29 |
179.04 |
177.95 |
|
R3 |
178.72 |
178.47 |
177.80 |
|
R2 |
178.15 |
178.15 |
177.74 |
|
R1 |
177.90 |
177.90 |
177.69 |
177.74 |
PP |
177.58 |
177.58 |
177.58 |
177.51 |
S1 |
177.33 |
177.33 |
177.59 |
177.17 |
S2 |
177.01 |
177.01 |
177.54 |
|
S3 |
176.44 |
176.76 |
177.48 |
|
S4 |
175.87 |
176.19 |
177.33 |
|
|
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 |
178.18 |
177.01 |
1.17 |
0.7% |
0.61 |
0.3% |
54% |
False |
False |
330,719 |
10 |
178.57 |
177.01 |
1.56 |
0.9% |
0.65 |
0.4% |
40% |
False |
False |
424,369 |
20 |
178.77 |
176.63 |
2.14 |
1.2% |
0.62 |
0.3% |
47% |
False |
False |
506,600 |
40 |
179.17 |
175.84 |
3.33 |
1.9% |
0.60 |
0.3% |
54% |
False |
False |
263,634 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.49 |
0.3% |
54% |
False |
False |
176,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180.26 |
2.618 |
179.33 |
1.618 |
178.76 |
1.000 |
178.41 |
0.618 |
178.19 |
HIGH |
177.84 |
0.618 |
177.62 |
0.500 |
177.56 |
0.382 |
177.49 |
LOW |
177.27 |
0.618 |
176.92 |
1.000 |
176.70 |
1.618 |
176.35 |
2.618 |
175.78 |
4.250 |
174.85 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
177.61 |
177.60 |
PP |
177.58 |
177.55 |
S1 |
177.56 |
177.51 |
|