Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 177.65 176.85 -0.80 -0.5% 178.06
High 177.80 176.97 -0.83 -0.5% 178.08
Low 176.75 176.63 -0.12 -0.1% 177.30
Close 176.84 176.74 -0.10 -0.1% 177.86
Range 1.05 0.34 -0.71 -67.6% 0.78
ATR 0.54 0.53 -0.01 -2.7% 0.00
Volume 456,077 626,757 170,680 37.4% 165,674
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 177.80 177.61 176.93
R3 177.46 177.27 176.83
R2 177.12 177.12 176.80
R1 176.93 176.93 176.77 176.86
PP 176.78 176.78 176.78 176.74
S1 176.59 176.59 176.71 176.52
S2 176.44 176.44 176.68
S3 176.10 176.25 176.65
S4 175.76 175.91 176.55
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
5 178.10 176.63 1.47 0.8% 0.52 0.3% 7% False True 262,626
10 178.10 176.63 1.47 0.8% 0.46 0.3% 7% False True 141,478
20 179.01 175.84 3.17 1.8% 0.61 0.3% 28% False False 74,314
40 179.17 175.84 3.33 1.9% 0.46 0.3% 27% False False 38,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 178.42
2.618 177.86
1.618 177.52
1.000 177.31
0.618 177.18
HIGH 176.97
0.618 176.84
0.500 176.80
0.382 176.76
LOW 176.63
0.618 176.42
1.000 176.29
1.618 176.08
2.618 175.74
4.250 175.19
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 176.80 177.37
PP 176.78 177.16
S1 176.76 176.95

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

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