Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 176.15 176.78 0.63 0.4% 178.62
High 176.68 177.22 0.54 0.3% 179.17
Low 175.84 176.51 0.67 0.4% 178.23
Close 176.54 177.01 0.47 0.3% 178.41
Range 0.84 0.71 -0.13 -15.5% 0.94
ATR 0.57 0.58 0.01 1.7% 0.00
Volume 3,167 2,236 -931 -29.4% 33,796
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 179.04 178.74 177.40
R3 178.33 178.03 177.21
R2 177.62 177.62 177.14
R1 177.32 177.32 177.08 177.47
PP 176.91 176.91 176.91 176.99
S1 176.61 176.61 176.94 176.76
S2 176.20 176.20 176.88
S3 175.49 175.90 176.81
S4 174.78 175.19 176.62
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 181.42 180.86 178.93
R3 180.48 179.92 178.67
R2 179.54 179.54 178.58
R1 178.98 178.98 178.50 178.79
PP 178.60 178.60 178.60 178.51
S1 178.04 178.04 178.32 177.85
S2 177.66 177.66 178.24
S3 176.72 177.10 178.15
S4 175.78 176.16 177.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.87 175.84 3.03 1.7% 1.01 0.6% 39% False False 7,946
10 179.17 175.84 3.33 1.9% 0.67 0.4% 35% False False 5,820
20 179.17 175.84 3.33 1.9% 0.51 0.3% 35% False False 4,029
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180.24
2.618 179.08
1.618 178.37
1.000 177.93
0.618 177.66
HIGH 177.22
0.618 176.95
0.500 176.87
0.382 176.78
LOW 176.51
0.618 176.07
1.000 175.80
1.618 175.36
2.618 174.65
4.250 173.49
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 176.96 176.85
PP 176.91 176.69
S1 176.87 176.53

These figures are updated between 7pm and 10pm EST after a trading day.

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