Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 178.22 177.85 -0.37 -0.2% 177.35
High 178.27 177.85 -0.42 -0.2% 177.84
Low 177.71 177.02 -0.69 -0.4% 177.17
Close 177.90 177.37 -0.53 -0.3% 177.64
Range 0.56 0.83 0.27 48.2% 0.67
ATR 0.63 0.65 0.02 2.8% 0.00
Volume 613,781 842,515 228,734 37.3% 802,314
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 179.90 179.47 177.83
R3 179.07 178.64 177.60
R2 178.24 178.24 177.52
R1 177.81 177.81 177.45 177.61
PP 177.41 177.41 177.41 177.32
S1 176.98 176.98 177.29 176.78
S2 176.58 176.58 177.22
S3 175.75 176.15 177.14
S4 174.92 175.32 176.91
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
5 178.37 177.02 1.35 0.8% 0.61 0.3% 26% False True 551,607
10 178.44 177.01 1.43 0.8% 0.67 0.4% 25% False False 474,271
20 178.77 177.01 1.76 1.0% 0.63 0.4% 20% False False 512,243
40 178.87 175.84 3.03 1.7% 0.62 0.4% 50% False False 317,133
60 179.17 175.84 3.33 1.9% 0.53 0.3% 46% False False 212,144
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 181.38
2.618 180.02
1.618 179.19
1.000 178.68
0.618 178.36
HIGH 177.85
0.618 177.53
0.500 177.44
0.382 177.34
LOW 177.02
0.618 176.51
1.000 176.19
1.618 175.68
2.618 174.85
4.250 173.49
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 177.44 177.70
PP 177.41 177.59
S1 177.39 177.48

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

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