Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 178.37 178.37 0.00 0.0% 177.45
High 178.56 178.57 0.01 0.0% 178.77
Low 178.13 178.17 0.04 0.0% 177.36
Close 178.42 178.27 -0.15 -0.1% 178.68
Range 0.43 0.40 -0.03 -7.0% 1.41
ATR 0.57 0.55 -0.01 -2.1% 0.00
Volume 444,213 440,881 -3,332 -0.8% 2,766,784
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 179.54 179.30 178.49
R3 179.14 178.90 178.38
R2 178.74 178.74 178.34
R1 178.50 178.50 178.31 178.42
PP 178.34 178.34 178.34 178.30
S1 178.10 178.10 178.23 178.02
S2 177.94 177.94 178.20
S3 177.54 177.70 178.16
S4 177.14 177.30 178.05
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 182.50 182.00 179.46
R3 181.09 180.59 179.07
R2 179.68 179.68 178.94
R1 179.18 179.18 178.81 179.43
PP 178.27 178.27 178.27 178.40
S1 177.77 177.77 178.55 178.02
S2 176.86 176.86 178.42
S3 175.45 176.36 178.29
S4 174.04 174.95 177.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.77 177.77 1.00 0.6% 0.52 0.3% 50% False False 514,211
10 178.77 176.63 2.14 1.2% 0.52 0.3% 77% False False 587,312
20 178.77 176.63 2.14 1.2% 0.50 0.3% 77% False False 333,326
40 179.17 175.84 3.33 1.9% 0.53 0.3% 73% False False 169,267
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 180.27
2.618 179.62
1.618 179.22
1.000 178.97
0.618 178.82
HIGH 178.57
0.618 178.42
0.500 178.37
0.382 178.32
LOW 178.17
0.618 177.92
1.000 177.77
1.618 177.52
2.618 177.12
4.250 176.47
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 178.37 178.45
PP 178.34 178.39
S1 178.30 178.33

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

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