Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 177.97 177.97 0.00 0.0% 178.06
High 178.01 178.10 0.09 0.1% 178.08
Low 177.77 177.57 -0.20 -0.1% 177.30
Close 177.86 177.60 -0.26 -0.1% 177.86
Range 0.24 0.53 0.29 120.8% 0.78
ATR 0.50 0.50 0.00 0.4% 0.00
Volume 38,085 138,697 100,612 264.2% 165,674
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 179.35 179.00 177.89
R3 178.82 178.47 177.75
R2 178.29 178.29 177.70
R1 177.94 177.94 177.65 177.85
PP 177.76 177.76 177.76 177.71
S1 177.41 177.41 177.55 177.32
S2 177.23 177.23 177.50
S3 176.70 176.88 177.45
S4 176.17 176.35 177.31
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
5 178.10 177.30 0.80 0.5% 0.42 0.2% 38% True False 58,774
10 178.10 177.15 0.95 0.5% 0.42 0.2% 47% True False 35,199
20 179.17 175.84 3.33 1.9% 0.58 0.3% 53% False False 20,667
40 179.17 175.84 3.33 1.9% 0.43 0.2% 53% False False 11,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 180.35
2.618 179.49
1.618 178.96
1.000 178.63
0.618 178.43
HIGH 178.10
0.618 177.90
0.500 177.84
0.382 177.77
LOW 177.57
0.618 177.24
1.000 177.04
1.618 176.71
2.618 176.18
4.250 175.32
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 177.84 177.81
PP 177.76 177.74
S1 177.68 177.67

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

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