Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
30-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 177.73 177.78 0.05 0.0% 177.35
High 177.84 178.37 0.53 0.3% 177.84
Low 177.27 177.52 0.25 0.1% 177.17
Close 177.64 178.12 0.48 0.3% 177.64
Range 0.57 0.85 0.28 49.1% 0.67
ATR 0.62 0.64 0.02 2.7% 0.00
Volume 340,909 695,838 354,929 104.1% 802,314
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 180.55 180.19 178.59
R3 179.70 179.34 178.35
R2 178.85 178.85 178.28
R1 178.49 178.49 178.20 178.67
PP 178.00 178.00 178.00 178.10
S1 177.64 177.64 178.04 177.82
S2 177.15 177.15 177.96
S3 176.30 176.79 177.89
S4 175.45 175.94 177.65
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 179.56 179.27 178.01
R3 178.89 178.60 177.82
R2 178.22 178.22 177.76
R1 177.93 177.93 177.70 178.08
PP 177.55 177.55 177.55 177.62
S1 177.26 177.26 177.58 177.41
S2 176.88 176.88 177.52
S3 176.21 176.59 177.46
S4 175.54 175.92 177.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.37 177.01 1.36 0.8% 0.68 0.4% 82% True False 401,086
10 178.44 177.01 1.43 0.8% 0.70 0.4% 78% False False 449,864
20 178.77 176.63 2.14 1.2% 0.61 0.3% 70% False False 518,588
40 179.17 175.84 3.33 1.9% 0.61 0.3% 68% False False 280,854
60 179.17 175.84 3.33 1.9% 0.51 0.3% 68% False False 187,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 181.98
2.618 180.60
1.618 179.75
1.000 179.22
0.618 178.90
HIGH 178.37
0.618 178.05
0.500 177.95
0.382 177.84
LOW 177.52
0.618 176.99
1.000 176.67
1.618 176.14
2.618 175.29
4.250 173.91
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 178.06 178.02
PP 178.00 177.92
S1 177.95 177.82

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

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