Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
176.60 |
176.35 |
-0.25 |
-0.1% |
177.13 |
High |
176.70 |
176.57 |
-0.13 |
-0.1% |
178.12 |
Low |
176.35 |
176.10 |
-0.25 |
-0.1% |
176.89 |
Close |
176.47 |
176.32 |
-0.15 |
-0.1% |
177.25 |
Range |
0.35 |
0.47 |
0.12 |
34.3% |
1.23 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.6% |
0.00 |
Volume |
761,774 |
848,300 |
86,526 |
11.4% |
4,015,057 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.74 |
177.50 |
176.58 |
|
R3 |
177.27 |
177.03 |
176.45 |
|
R2 |
176.80 |
176.80 |
176.41 |
|
R1 |
176.56 |
176.56 |
176.36 |
176.45 |
PP |
176.33 |
176.33 |
176.33 |
176.27 |
S1 |
176.09 |
176.09 |
176.28 |
175.98 |
S2 |
175.86 |
175.86 |
176.23 |
|
S3 |
175.39 |
175.62 |
176.19 |
|
S4 |
174.92 |
175.15 |
176.06 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181.11 |
180.41 |
177.93 |
|
R3 |
179.88 |
179.18 |
177.59 |
|
R2 |
178.65 |
178.65 |
177.48 |
|
R1 |
177.95 |
177.95 |
177.36 |
178.30 |
PP |
177.42 |
177.42 |
177.42 |
177.60 |
S1 |
176.72 |
176.72 |
177.14 |
177.07 |
S2 |
176.19 |
176.19 |
177.02 |
|
S3 |
174.96 |
175.49 |
176.91 |
|
S4 |
173.73 |
174.26 |
176.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
177.66 |
176.10 |
1.56 |
0.9% |
0.53 |
0.3% |
14% |
False |
True |
855,958 |
10 |
178.12 |
176.10 |
2.02 |
1.1% |
0.58 |
0.3% |
11% |
False |
True |
778,283 |
20 |
178.12 |
176.10 |
2.02 |
1.1% |
0.56 |
0.3% |
11% |
False |
True |
757,540 |
40 |
178.77 |
176.10 |
2.67 |
1.5% |
0.59 |
0.3% |
8% |
False |
True |
634,892 |
60 |
178.87 |
175.84 |
3.03 |
1.7% |
0.60 |
0.3% |
16% |
False |
False |
463,935 |
80 |
179.17 |
175.84 |
3.33 |
1.9% |
0.54 |
0.3% |
14% |
False |
False |
348,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.57 |
2.618 |
177.80 |
1.618 |
177.33 |
1.000 |
177.04 |
0.618 |
176.86 |
HIGH |
176.57 |
0.618 |
176.39 |
0.500 |
176.34 |
0.382 |
176.28 |
LOW |
176.10 |
0.618 |
175.81 |
1.000 |
175.63 |
1.618 |
175.34 |
2.618 |
174.87 |
4.250 |
174.10 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
176.34 |
176.67 |
PP |
176.33 |
176.55 |
S1 |
176.33 |
176.44 |
|