Euro Bund Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
177.41 |
176.76 |
-0.65 |
-0.4% |
177.31 |
| High |
177.56 |
177.27 |
-0.29 |
-0.2% |
177.56 |
| Low |
176.74 |
176.63 |
-0.11 |
-0.1% |
176.63 |
| Close |
176.80 |
177.16 |
0.36 |
0.2% |
177.16 |
| Range |
0.82 |
0.64 |
-0.18 |
-22.0% |
0.93 |
| ATR |
0.63 |
0.63 |
0.00 |
0.2% |
0.00 |
| Volume |
860,743 |
644,005 |
-216,738 |
-25.2% |
2,733,123 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.94 |
178.69 |
177.51 |
|
| R3 |
178.30 |
178.05 |
177.34 |
|
| R2 |
177.66 |
177.66 |
177.28 |
|
| R1 |
177.41 |
177.41 |
177.22 |
177.54 |
| PP |
177.02 |
177.02 |
177.02 |
177.08 |
| S1 |
176.77 |
176.77 |
177.10 |
176.90 |
| S2 |
176.38 |
176.38 |
177.04 |
|
| S3 |
175.74 |
176.13 |
176.98 |
|
| S4 |
175.10 |
175.49 |
176.81 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.91 |
179.46 |
177.67 |
|
| R3 |
178.98 |
178.53 |
177.42 |
|
| R2 |
178.05 |
178.05 |
177.33 |
|
| R1 |
177.60 |
177.60 |
177.25 |
177.36 |
| PP |
177.12 |
177.12 |
177.12 |
177.00 |
| S1 |
176.67 |
176.67 |
177.07 |
176.43 |
| S2 |
176.19 |
176.19 |
176.99 |
|
| S3 |
175.26 |
175.74 |
176.90 |
|
| S4 |
174.33 |
174.81 |
176.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
177.94 |
176.63 |
1.31 |
0.7% |
0.50 |
0.3% |
40% |
False |
True |
656,186 |
| 10 |
177.96 |
176.34 |
1.62 |
0.9% |
0.56 |
0.3% |
51% |
False |
False |
721,824 |
| 20 |
178.44 |
176.34 |
2.10 |
1.2% |
0.61 |
0.3% |
39% |
False |
False |
616,905 |
| 40 |
178.77 |
176.34 |
2.43 |
1.4% |
0.58 |
0.3% |
34% |
False |
False |
515,012 |
| 60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.57 |
0.3% |
40% |
False |
False |
345,438 |
| 80 |
179.17 |
175.84 |
3.33 |
1.9% |
0.49 |
0.3% |
40% |
False |
False |
259,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179.99 |
|
2.618 |
178.95 |
|
1.618 |
178.31 |
|
1.000 |
177.91 |
|
0.618 |
177.67 |
|
HIGH |
177.27 |
|
0.618 |
177.03 |
|
0.500 |
176.95 |
|
0.382 |
176.87 |
|
LOW |
176.63 |
|
0.618 |
176.23 |
|
1.000 |
175.99 |
|
1.618 |
175.59 |
|
2.618 |
174.95 |
|
4.250 |
173.91 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
177.09 |
177.14 |
| PP |
177.02 |
177.12 |
| S1 |
176.95 |
177.10 |
|