Euro Bund Future March 2021
Trading Metrics calculated at close of trading on 01-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
172.11 |
174.02 |
1.91 |
1.1% |
173.95 |
High |
173.91 |
174.75 |
0.84 |
0.5% |
175.02 |
Low |
172.11 |
173.77 |
1.66 |
1.0% |
172.08 |
Close |
173.40 |
174.56 |
1.16 |
0.7% |
173.40 |
Range |
1.80 |
0.98 |
-0.82 |
-45.6% |
2.94 |
ATR |
0.93 |
0.96 |
0.03 |
3.2% |
0.00 |
Volume |
1,504,768 |
1,154,954 |
-349,814 |
-23.2% |
6,803,456 |
|
Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.30 |
176.91 |
175.10 |
|
R3 |
176.32 |
175.93 |
174.83 |
|
R2 |
175.34 |
175.34 |
174.74 |
|
R1 |
174.95 |
174.95 |
174.65 |
175.15 |
PP |
174.36 |
174.36 |
174.36 |
174.46 |
S1 |
173.97 |
173.97 |
174.47 |
174.17 |
S2 |
173.38 |
173.38 |
174.38 |
|
S3 |
172.40 |
172.99 |
174.29 |
|
S4 |
171.42 |
172.01 |
174.02 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182.32 |
180.80 |
175.02 |
|
R3 |
179.38 |
177.86 |
174.21 |
|
R2 |
176.44 |
176.44 |
173.94 |
|
R1 |
174.92 |
174.92 |
173.67 |
174.21 |
PP |
173.50 |
173.50 |
173.50 |
173.15 |
S1 |
171.98 |
171.98 |
173.13 |
171.27 |
S2 |
170.56 |
170.56 |
172.86 |
|
S3 |
167.62 |
169.04 |
172.59 |
|
S4 |
164.68 |
166.10 |
171.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174.75 |
172.08 |
2.67 |
1.5% |
1.34 |
0.8% |
93% |
True |
False |
1,337,431 |
10 |
175.45 |
172.08 |
3.37 |
1.9% |
1.15 |
0.7% |
74% |
False |
False |
1,212,867 |
20 |
177.42 |
172.08 |
5.34 |
3.1% |
0.84 |
0.5% |
46% |
False |
False |
987,449 |
40 |
178.37 |
172.08 |
6.29 |
3.6% |
0.73 |
0.4% |
39% |
False |
False |
856,726 |
60 |
178.77 |
172.08 |
6.69 |
3.8% |
0.69 |
0.4% |
37% |
False |
False |
736,647 |
80 |
179.17 |
172.08 |
7.09 |
4.1% |
0.66 |
0.4% |
35% |
False |
False |
555,970 |
100 |
179.17 |
172.08 |
7.09 |
4.1% |
0.58 |
0.3% |
35% |
False |
False |
445,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.92 |
2.618 |
177.32 |
1.618 |
176.34 |
1.000 |
175.73 |
0.618 |
175.36 |
HIGH |
174.75 |
0.618 |
174.38 |
0.500 |
174.26 |
0.382 |
174.14 |
LOW |
173.77 |
0.618 |
173.16 |
1.000 |
172.79 |
1.618 |
172.18 |
2.618 |
171.20 |
4.250 |
169.61 |
|
|
Fisher Pivots for day following 01-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
174.46 |
174.18 |
PP |
174.36 |
173.80 |
S1 |
174.26 |
173.42 |
|