Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 177.70 178.07 0.37 0.2% 178.37
High 178.09 178.18 0.09 0.1% 178.57
Low 177.63 177.01 -0.62 -0.3% 177.27
Close 177.93 177.07 -0.86 -0.5% 177.66
Range 0.46 1.17 0.71 154.3% 1.30
ATR 0.60 0.64 0.04 6.8% 0.00
Volume 344,003 507,278 163,275 47.5% 2,513,892
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 180.93 180.17 177.71
R3 179.76 179.00 177.39
R2 178.59 178.59 177.28
R1 177.83 177.83 177.18 177.63
PP 177.42 177.42 177.42 177.32
S1 176.66 176.66 176.96 176.46
S2 176.25 176.25 176.86
S3 175.08 175.49 176.75
S4 173.91 174.32 176.43
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
5 178.44 177.01 1.43 0.8% 0.73 0.4% 4% False True 461,659
10 178.77 177.01 1.76 1.0% 0.69 0.4% 3% False True 515,214
20 178.77 176.63 2.14 1.2% 0.61 0.3% 21% False False 477,999
40 179.17 175.84 3.33 1.9% 0.58 0.3% 37% False False 243,795
60 179.17 175.84 3.33 1.9% 0.48 0.3% 37% False False 162,906
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 False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 183.15
2.618 181.24
1.618 180.07
1.000 179.35
0.618 178.90
HIGH 178.18
0.618 177.73
0.500 177.60
0.382 177.46
LOW 177.01
0.618 176.29
1.000 175.84
1.618 175.12
2.618 173.95
4.250 172.04
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 177.60 177.73
PP 177.42 177.51
S1 177.25 177.29

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

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