Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 27-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
177.82 |
177.56 |
-0.26 |
-0.1% |
177.31 |
High |
177.96 |
178.12 |
0.16 |
0.1% |
177.56 |
Low |
177.45 |
177.39 |
-0.06 |
0.0% |
176.63 |
Close |
177.52 |
177.79 |
0.27 |
0.2% |
177.16 |
Range |
0.51 |
0.73 |
0.22 |
43.1% |
0.93 |
ATR |
0.63 |
0.63 |
0.01 |
1.2% |
0.00 |
Volume |
617,109 |
863,974 |
246,865 |
40.0% |
2,733,123 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.96 |
179.60 |
178.19 |
|
R3 |
179.23 |
178.87 |
177.99 |
|
R2 |
178.50 |
178.50 |
177.92 |
|
R1 |
178.14 |
178.14 |
177.86 |
178.32 |
PP |
177.77 |
177.77 |
177.77 |
177.86 |
S1 |
177.41 |
177.41 |
177.72 |
177.59 |
S2 |
177.04 |
177.04 |
177.66 |
|
S3 |
176.31 |
176.68 |
177.59 |
|
S4 |
175.58 |
175.95 |
177.39 |
|
|
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 |
178.12 |
176.63 |
1.49 |
0.8% |
0.69 |
0.4% |
78% |
True |
False |
732,460 |
10 |
178.12 |
176.63 |
1.49 |
0.8% |
0.60 |
0.3% |
78% |
True |
False |
717,804 |
20 |
178.37 |
176.34 |
2.03 |
1.1% |
0.59 |
0.3% |
71% |
False |
False |
656,198 |
40 |
178.77 |
176.34 |
2.43 |
1.4% |
0.60 |
0.3% |
60% |
False |
False |
567,099 |
60 |
179.17 |
175.84 |
3.33 |
1.9% |
0.58 |
0.3% |
59% |
False |
False |
381,263 |
80 |
179.17 |
175.84 |
3.33 |
1.9% |
0.51 |
0.3% |
59% |
False |
False |
286,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181.22 |
2.618 |
180.03 |
1.618 |
179.30 |
1.000 |
178.85 |
0.618 |
178.57 |
HIGH |
178.12 |
0.618 |
177.84 |
0.500 |
177.76 |
0.382 |
177.67 |
LOW |
177.39 |
0.618 |
176.94 |
1.000 |
176.66 |
1.618 |
176.21 |
2.618 |
175.48 |
4.250 |
174.29 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
177.78 |
177.73 |
PP |
177.77 |
177.68 |
S1 |
177.76 |
177.62 |
|