Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 177.78 178.22 0.44 0.2% 177.35
High 178.37 178.27 -0.10 -0.1% 177.84
Low 177.52 177.71 0.19 0.1% 177.17
Close 178.12 177.90 -0.22 -0.1% 177.64
Range 0.85 0.56 -0.29 -34.1% 0.67
ATR 0.64 0.63 -0.01 -0.8% 0.00
Volume 695,838 613,781 -82,057 -11.8% 802,314
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 179.64 179.33 178.21
R3 179.08 178.77 178.05
R2 178.52 178.52 178.00
R1 178.21 178.21 177.95 178.09
PP 177.96 177.96 177.96 177.90
S1 177.65 177.65 177.85 177.53
S2 177.40 177.40 177.80
S3 176.84 177.09 177.75
S4 176.28 176.53 177.59
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 179.56 179.27 178.01
R3 178.89 178.60 177.82
R2 178.22 178.22 177.76
R1 177.93 177.93 177.70 178.08
PP 177.55 177.55 177.55 177.62
S1 177.26 177.26 177.58 177.41
S2 176.88 176.88 177.52
S3 176.21 176.59 177.46
S4 175.54 175.92 177.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.37 177.17 1.20 0.7% 0.56 0.3% 61% False False 422,386
10 178.44 177.01 1.43 0.8% 0.65 0.4% 62% False False 442,022
20 178.77 176.83 1.94 1.1% 0.62 0.3% 55% False False 517,939
40 179.01 175.84 3.17 1.8% 0.61 0.3% 65% False False 296,127
60 179.17 175.84 3.33 1.9% 0.51 0.3% 62% False False 198,102
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 180.65
2.618 179.74
1.618 179.18
1.000 178.83
0.618 178.62
HIGH 178.27
0.618 178.06
0.500 177.99
0.382 177.92
LOW 177.71
0.618 177.36
1.000 177.15
1.618 176.80
2.618 176.24
4.250 175.33
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 177.99 177.87
PP 177.96 177.85
S1 177.93 177.82

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

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