Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
177.33 |
177.28 |
-0.05 |
0.0% |
177.78 |
High |
177.53 |
177.55 |
0.02 |
0.0% |
178.37 |
Low |
177.16 |
176.84 |
-0.32 |
-0.2% |
177.02 |
Close |
177.30 |
176.93 |
-0.37 |
-0.2% |
177.30 |
Range |
0.37 |
0.71 |
0.34 |
91.9% |
1.35 |
ATR |
0.62 |
0.63 |
0.01 |
1.0% |
0.00 |
Volume |
542,914 |
739,980 |
197,066 |
36.3% |
3,488,778 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.24 |
178.79 |
177.32 |
|
R3 |
178.53 |
178.08 |
177.13 |
|
R2 |
177.82 |
177.82 |
177.06 |
|
R1 |
177.37 |
177.37 |
177.00 |
177.24 |
PP |
177.11 |
177.11 |
177.11 |
177.04 |
S1 |
176.66 |
176.66 |
176.86 |
176.53 |
S2 |
176.40 |
176.40 |
176.80 |
|
S3 |
175.69 |
175.95 |
176.73 |
|
S4 |
174.98 |
175.24 |
176.54 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181.61 |
180.81 |
178.04 |
|
R3 |
180.26 |
179.46 |
177.67 |
|
R2 |
178.91 |
178.91 |
177.55 |
|
R1 |
178.11 |
178.11 |
177.42 |
177.84 |
PP |
177.56 |
177.56 |
177.56 |
177.43 |
S1 |
176.76 |
176.76 |
177.18 |
176.49 |
S2 |
176.21 |
176.21 |
177.05 |
|
S3 |
174.86 |
175.41 |
176.93 |
|
S4 |
173.51 |
174.06 |
176.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
178.27 |
176.84 |
1.43 |
0.8% |
0.60 |
0.3% |
6% |
False |
True |
706,584 |
10 |
178.37 |
176.84 |
1.53 |
0.9% |
0.64 |
0.4% |
6% |
False |
True |
553,835 |
20 |
178.77 |
176.84 |
1.93 |
1.1% |
0.63 |
0.4% |
5% |
False |
True |
530,131 |
40 |
178.77 |
175.84 |
2.93 |
1.7% |
0.58 |
0.3% |
37% |
False |
False |
368,190 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.55 |
0.3% |
33% |
False |
False |
246,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180.57 |
2.618 |
179.41 |
1.618 |
178.70 |
1.000 |
178.26 |
0.618 |
177.99 |
HIGH |
177.55 |
0.618 |
177.28 |
0.500 |
177.20 |
0.382 |
177.11 |
LOW |
176.84 |
0.618 |
176.40 |
1.000 |
176.13 |
1.618 |
175.69 |
2.618 |
174.98 |
4.250 |
173.82 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
177.20 |
177.27 |
PP |
177.11 |
177.15 |
S1 |
177.02 |
177.04 |
|