Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
177.78 |
178.22 |
0.44 |
0.2% |
177.35 |
High |
178.37 |
178.27 |
-0.10 |
-0.1% |
177.84 |
Low |
177.52 |
177.71 |
0.19 |
0.1% |
177.17 |
Close |
178.12 |
177.90 |
-0.22 |
-0.1% |
177.64 |
Range |
0.85 |
0.56 |
-0.29 |
-34.1% |
0.67 |
ATR |
0.64 |
0.63 |
-0.01 |
-0.8% |
0.00 |
Volume |
695,838 |
613,781 |
-82,057 |
-11.8% |
802,314 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.64 |
179.33 |
178.21 |
|
R3 |
179.08 |
178.77 |
178.05 |
|
R2 |
178.52 |
178.52 |
178.00 |
|
R1 |
178.21 |
178.21 |
177.95 |
178.09 |
PP |
177.96 |
177.96 |
177.96 |
177.90 |
S1 |
177.65 |
177.65 |
177.85 |
177.53 |
S2 |
177.40 |
177.40 |
177.80 |
|
S3 |
176.84 |
177.09 |
177.75 |
|
S4 |
176.28 |
176.53 |
177.59 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.56 |
179.27 |
178.01 |
|
R3 |
178.89 |
178.60 |
177.82 |
|
R2 |
178.22 |
178.22 |
177.76 |
|
R1 |
177.93 |
177.93 |
177.70 |
178.08 |
PP |
177.55 |
177.55 |
177.55 |
177.62 |
S1 |
177.26 |
177.26 |
177.58 |
177.41 |
S2 |
176.88 |
176.88 |
177.52 |
|
S3 |
176.21 |
176.59 |
177.46 |
|
S4 |
175.54 |
175.92 |
177.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
178.37 |
177.17 |
1.20 |
0.7% |
0.56 |
0.3% |
61% |
False |
False |
422,386 |
10 |
178.44 |
177.01 |
1.43 |
0.8% |
0.65 |
0.4% |
62% |
False |
False |
442,022 |
20 |
178.77 |
176.83 |
1.94 |
1.1% |
0.62 |
0.3% |
55% |
False |
False |
517,939 |
40 |
179.01 |
175.84 |
3.17 |
1.8% |
0.61 |
0.3% |
65% |
False |
False |
296,127 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.51 |
0.3% |
62% |
False |
False |
198,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180.65 |
2.618 |
179.74 |
1.618 |
179.18 |
1.000 |
178.83 |
0.618 |
178.62 |
HIGH |
178.27 |
0.618 |
178.06 |
0.500 |
177.99 |
0.382 |
177.92 |
LOW |
177.71 |
0.618 |
177.36 |
1.000 |
177.15 |
1.618 |
176.80 |
2.618 |
176.24 |
4.250 |
175.33 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
177.99 |
177.87 |
PP |
177.96 |
177.85 |
S1 |
177.93 |
177.82 |
|