Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 177.54 178.00 0.46 0.3% 176.88
High 177.82 178.69 0.87 0.5% 177.14
Low 177.54 177.97 0.43 0.2% 176.29
Close 177.70 178.30 0.60 0.3% 177.00
Range 0.28 0.72 0.44 157.1% 0.85
ATR 0.28 0.33 0.05 18.6% 0.00
Volume 58 2,249 2,191 3,777.6% 271
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 180.48 180.11 178.70
R3 179.76 179.39 178.50
R2 179.04 179.04 178.43
R1 178.67 178.67 178.37 178.86
PP 178.32 178.32 178.32 178.41
S1 177.95 177.95 178.23 178.14
S2 177.60 177.60 178.17
S3 176.88 177.23 178.10
S4 176.16 176.51 177.90
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 179.36 179.03 177.47
R3 178.51 178.18 177.23
R2 177.66 177.66 177.16
R1 177.33 177.33 177.08 177.50
PP 176.81 176.81 176.81 176.89
S1 176.48 176.48 176.92 176.65
S2 175.96 175.96 176.84
S3 175.11 175.63 176.77
S4 174.26 174.78 176.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.69 176.97 1.72 1.0% 0.28 0.2% 77% True False 497
10 178.69 176.29 2.40 1.3% 0.21 0.1% 84% True False 265
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 0.01
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 181.75
2.618 180.57
1.618 179.85
1.000 179.41
0.618 179.13
HIGH 178.69
0.618 178.41
0.500 178.33
0.382 178.25
LOW 177.97
0.618 177.53
1.000 177.25
1.618 176.81
2.618 176.09
4.250 174.91
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 178.33 178.20
PP 178.32 178.09
S1 178.31 177.99

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

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