Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
26-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 177.54 177.97 0.43 0.2% 178.06
High 177.96 178.01 0.05 0.0% 178.08
Low 177.52 177.77 0.25 0.1% 177.30
Close 177.87 177.86 -0.01 0.0% 177.86
Range 0.44 0.24 -0.20 -45.5% 0.78
ATR 0.52 0.50 -0.02 -3.9% 0.00
Volume 53,518 38,085 -15,433 -28.8% 165,674
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 178.60 178.47 177.99
R3 178.36 178.23 177.93
R2 178.12 178.12 177.90
R1 177.99 177.99 177.88 177.94
PP 177.88 177.88 177.88 177.85
S1 177.75 177.75 177.84 177.70
S2 177.64 177.64 177.82
S3 177.40 177.51 177.79
S4 177.16 177.27 177.73
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 180.09 179.75 178.29
R3 179.31 178.97 178.07
R2 178.53 178.53 178.00
R1 178.19 178.19 177.93 177.97
PP 177.75 177.75 177.75 177.64
S1 177.41 177.41 177.79 177.19
S2 176.97 176.97 177.72
S3 176.19 176.63 177.65
S4 175.41 175.85 177.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.08 177.30 0.78 0.4% 0.40 0.2% 72% False False 33,134
10 178.08 176.71 1.37 0.8% 0.45 0.3% 84% False False 21,833
20 179.17 175.84 3.33 1.9% 0.56 0.3% 61% False False 13,937
40 179.17 175.84 3.33 1.9% 0.42 0.2% 61% False False 7,649
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 0.09
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 179.03
2.618 178.64
1.618 178.40
1.000 178.25
0.618 178.16
HIGH 178.01
0.618 177.92
0.500 177.89
0.382 177.86
LOW 177.77
0.618 177.62
1.000 177.53
1.618 177.38
2.618 177.14
4.250 176.75
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 177.89 177.79
PP 177.88 177.72
S1 177.87 177.66

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

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