Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 177.48 177.80 0.32 0.2% 177.35
High 177.73 178.06 0.33 0.2% 178.06
Low 177.48 177.66 0.18 0.1% 176.71
Close 177.68 177.90 0.22 0.1% 177.90
Range 0.25 0.40 0.15 60.0% 1.35
ATR 0.56 0.55 -0.01 -2.0% 0.00
Volume 18,898 8,685 -10,213 -54.0% 52,656
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 179.07 178.89 178.12
R3 178.67 178.49 178.01
R2 178.27 178.27 177.97
R1 178.09 178.09 177.94 178.18
PP 177.87 177.87 177.87 177.92
S1 177.69 177.69 177.86 177.78
S2 177.47 177.47 177.83
S3 177.07 177.29 177.79
S4 176.67 176.89 177.68
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 181.61 181.10 178.64
R3 180.26 179.75 178.27
R2 178.91 178.91 178.15
R1 178.40 178.40 178.02 178.66
PP 177.56 177.56 177.56 177.68
S1 177.05 177.05 177.78 177.31
S2 176.21 176.21 177.65
S3 174.86 175.70 177.53
S4 173.51 174.35 177.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.06 176.71 1.35 0.8% 0.50 0.3% 88% True False 10,531
10 178.85 175.84 3.01 1.7% 0.72 0.4% 68% False False 7,927
20 179.17 175.84 3.33 1.9% 0.56 0.3% 62% False False 6,292
40 179.17 175.84 3.33 1.9% 0.40 0.2% 62% False False 3,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 179.76
2.618 179.11
1.618 178.71
1.000 178.46
0.618 178.31
HIGH 178.06
0.618 177.91
0.500 177.86
0.382 177.81
LOW 177.66
0.618 177.41
1.000 177.26
1.618 177.01
2.618 176.61
4.250 175.96
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 177.89 177.82
PP 177.87 177.73
S1 177.86 177.65

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

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