Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 177.25 177.35 0.10 0.1% 178.66
High 177.42 177.60 0.18 0.1% 178.85
Low 177.17 176.71 -0.46 -0.3% 175.84
Close 177.23 177.22 -0.01 0.0% 177.23
Range 0.25 0.89 0.64 256.0% 3.01
ATR 0.57 0.59 0.02 4.0% 0.00
Volume 4,436 5,028 592 13.3% 26,622
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 179.85 179.42 177.71
R3 178.96 178.53 177.46
R2 178.07 178.07 177.38
R1 177.64 177.64 177.30 177.41
PP 177.18 177.18 177.18 177.06
S1 176.75 176.75 177.14 176.52
S2 176.29 176.29 177.06
S3 175.40 175.86 176.98
S4 174.51 174.97 176.73
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 186.34 184.79 178.89
R3 183.33 181.78 178.06
R2 180.32 180.32 177.78
R1 178.77 178.77 177.51 178.04
PP 177.31 177.31 177.31 176.94
S1 175.76 175.76 176.95 175.03
S2 174.30 174.30 176.68
S3 171.29 172.75 176.40
S4 168.28 169.74 175.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177.60 175.84 1.76 1.0% 0.65 0.4% 78% True False 3,937
10 179.17 175.84 3.33 1.9% 0.74 0.4% 41% False False 6,135
20 179.17 175.84 3.33 1.9% 0.55 0.3% 41% False False 4,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 181.38
2.618 179.93
1.618 179.04
1.000 178.49
0.618 178.15
HIGH 177.60
0.618 177.26
0.500 177.16
0.382 177.05
LOW 176.71
0.618 176.16
1.000 175.82
1.618 175.27
2.618 174.38
4.250 172.93
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 177.20 177.17
PP 177.18 177.11
S1 177.16 177.06

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

View Archives - Comment on this page... - Back to Index of Symbols