Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
177.85 |
177.47 |
-0.38 |
-0.2% |
177.35 |
High |
177.85 |
177.69 |
-0.16 |
-0.1% |
177.84 |
Low |
177.02 |
177.17 |
0.15 |
0.1% |
177.17 |
Close |
177.37 |
177.25 |
-0.12 |
-0.1% |
177.64 |
Range |
0.83 |
0.52 |
-0.31 |
-37.3% |
0.67 |
ATR |
0.65 |
0.64 |
-0.01 |
-1.4% |
0.00 |
Volume |
842,515 |
793,730 |
-48,785 |
-5.8% |
802,314 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.93 |
178.61 |
177.54 |
|
R3 |
178.41 |
178.09 |
177.39 |
|
R2 |
177.89 |
177.89 |
177.35 |
|
R1 |
177.57 |
177.57 |
177.30 |
177.47 |
PP |
177.37 |
177.37 |
177.37 |
177.32 |
S1 |
177.05 |
177.05 |
177.20 |
176.95 |
S2 |
176.85 |
176.85 |
177.15 |
|
S3 |
176.33 |
176.53 |
177.11 |
|
S4 |
175.81 |
176.01 |
176.96 |
|
|
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 |
177.02 |
1.35 |
0.8% |
0.67 |
0.4% |
17% |
False |
False |
657,354 |
10 |
178.44 |
177.01 |
1.43 |
0.8% |
0.66 |
0.4% |
17% |
False |
False |
511,987 |
20 |
178.77 |
177.01 |
1.76 |
1.0% |
0.63 |
0.4% |
14% |
False |
False |
520,027 |
40 |
178.85 |
175.84 |
3.01 |
1.7% |
0.62 |
0.4% |
47% |
False |
False |
336,538 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.53 |
0.3% |
42% |
False |
False |
225,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179.90 |
2.618 |
179.05 |
1.618 |
178.53 |
1.000 |
178.21 |
0.618 |
178.01 |
HIGH |
177.69 |
0.618 |
177.49 |
0.500 |
177.43 |
0.382 |
177.37 |
LOW |
177.17 |
0.618 |
176.85 |
1.000 |
176.65 |
1.618 |
176.33 |
2.618 |
175.81 |
4.250 |
174.96 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
177.43 |
177.65 |
PP |
177.37 |
177.51 |
S1 |
177.31 |
177.38 |
|