Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
177.31 |
177.33 |
0.02 |
0.0% |
177.28 |
High |
177.45 |
177.50 |
0.05 |
0.0% |
177.96 |
Low |
177.10 |
177.25 |
0.15 |
0.1% |
176.34 |
Close |
177.40 |
177.45 |
0.05 |
0.0% |
177.66 |
Range |
0.35 |
0.25 |
-0.10 |
-28.6% |
1.62 |
ATR |
0.64 |
0.61 |
-0.03 |
-4.3% |
0.00 |
Volume |
720,922 |
507,453 |
-213,469 |
-29.6% |
3,942,207 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.15 |
178.05 |
177.59 |
|
R3 |
177.90 |
177.80 |
177.52 |
|
R2 |
177.65 |
177.65 |
177.50 |
|
R1 |
177.55 |
177.55 |
177.47 |
177.60 |
PP |
177.40 |
177.40 |
177.40 |
177.43 |
S1 |
177.30 |
177.30 |
177.43 |
177.35 |
S2 |
177.15 |
177.15 |
177.40 |
|
S3 |
176.90 |
177.05 |
177.38 |
|
S4 |
176.65 |
176.80 |
177.31 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182.18 |
181.54 |
178.55 |
|
R3 |
180.56 |
179.92 |
178.11 |
|
R2 |
178.94 |
178.94 |
177.96 |
|
R1 |
178.30 |
178.30 |
177.81 |
178.62 |
PP |
177.32 |
177.32 |
177.32 |
177.48 |
S1 |
176.68 |
176.68 |
177.51 |
177.00 |
S2 |
175.70 |
175.70 |
177.36 |
|
S3 |
174.08 |
175.06 |
177.21 |
|
S4 |
172.46 |
173.44 |
176.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
177.96 |
176.72 |
1.24 |
0.7% |
0.51 |
0.3% |
59% |
False |
False |
703,149 |
10 |
177.96 |
176.34 |
1.62 |
0.9% |
0.55 |
0.3% |
69% |
False |
False |
734,974 |
20 |
178.44 |
176.34 |
2.10 |
1.2% |
0.60 |
0.3% |
53% |
False |
False |
588,498 |
40 |
178.77 |
176.34 |
2.43 |
1.4% |
0.56 |
0.3% |
46% |
False |
False |
478,083 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.56 |
0.3% |
48% |
False |
False |
320,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.56 |
2.618 |
178.15 |
1.618 |
177.90 |
1.000 |
177.75 |
0.618 |
177.65 |
HIGH |
177.50 |
0.618 |
177.40 |
0.500 |
177.38 |
0.382 |
177.35 |
LOW |
177.25 |
0.618 |
177.10 |
1.000 |
177.00 |
1.618 |
176.85 |
2.618 |
176.60 |
4.250 |
176.19 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
177.43 |
177.52 |
PP |
177.40 |
177.50 |
S1 |
177.38 |
177.47 |
|