Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 177.74 177.83 0.09 0.1% 178.37
High 177.85 178.44 0.59 0.3% 178.57
Low 177.28 177.61 0.33 0.2% 177.27
Close 177.66 177.86 0.20 0.1% 177.66
Range 0.57 0.83 0.26 45.6% 1.30
ATR 0.59 0.61 0.02 2.9% 0.00
Volume 416,574 520,416 103,842 24.9% 2,513,892
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 180.46 179.99 178.32
R3 179.63 179.16 178.09
R2 178.80 178.80 178.01
R1 178.33 178.33 177.94 178.57
PP 177.97 177.97 177.97 178.09
S1 177.50 177.50 177.78 177.74
S2 177.14 177.14 177.71
S3 176.31 176.67 177.63
S4 175.48 175.84 177.40
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 181.73 181.00 178.38
R3 180.43 179.70 178.02
R2 179.13 179.13 177.90
R1 178.40 178.40 177.78 178.12
PP 177.83 177.83 177.83 177.69
S1 177.10 177.10 177.54 176.82
S2 176.53 176.53 177.42
S3 175.23 175.80 177.30
S4 173.93 174.50 176.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.57 177.27 1.30 0.7% 0.70 0.4% 45% False False 518,019
10 178.77 177.27 1.50 0.8% 0.62 0.3% 39% False False 525,818
20 178.77 176.63 2.14 1.2% 0.57 0.3% 57% False False 438,614
40 179.17 175.84 3.33 1.9% 0.56 0.3% 61% False False 222,658
60 179.17 175.84 3.33 1.9% 0.46 0.3% 61% False False 148,719
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 181.97
2.618 180.61
1.618 179.78
1.000 179.27
0.618 178.95
HIGH 178.44
0.618 178.12
0.500 178.03
0.382 177.93
LOW 177.61
0.618 177.10
1.000 176.78
1.618 176.27
2.618 175.44
4.250 174.08
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 178.03 177.86
PP 177.97 177.86
S1 177.92 177.86

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

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