Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 178.37 178.28 -0.09 -0.1% 177.45
High 178.57 178.31 -0.26 -0.1% 178.77
Low 178.17 177.27 -0.90 -0.5% 177.36
Close 178.27 177.55 -0.72 -0.4% 178.68
Range 0.40 1.04 0.64 160.0% 1.41
ATR 0.55 0.59 0.03 6.3% 0.00
Volume 440,881 692,199 251,318 57.0% 2,766,784
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 180.83 180.23 178.12
R3 179.79 179.19 177.84
R2 178.75 178.75 177.74
R1 178.15 178.15 177.65 177.93
PP 177.71 177.71 177.71 177.60
S1 177.11 177.11 177.45 176.89
S2 176.67 176.67 177.36
S3 175.63 176.07 177.26
S4 174.59 175.03 176.98
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
5 178.77 177.27 1.50 0.8% 0.65 0.4% 19% False True 568,769
10 178.77 176.83 1.94 1.1% 0.59 0.3% 37% False False 593,856
20 178.77 176.63 2.14 1.2% 0.52 0.3% 43% False False 367,667
40 179.17 175.84 3.33 1.9% 0.54 0.3% 51% False False 186,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 182.73
2.618 181.03
1.618 179.99
1.000 179.35
0.618 178.95
HIGH 178.31
0.618 177.91
0.500 177.79
0.382 177.67
LOW 177.27
0.618 176.63
1.000 176.23
1.618 175.59
2.618 174.55
4.250 172.85
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 177.79 177.92
PP 177.71 177.80
S1 177.63 177.67

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

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