Euro Bund Future December 2021


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 171.20 171.01 -0.19 -0.1% 171.71
High 171.32 171.84 0.52 0.3% 172.12
Low 170.81 170.99 0.18 0.1% 170.81
Close 171.00 171.55 0.55 0.3% 171.00
Range 0.51 0.85 0.34 66.7% 1.31
ATR 0.58 0.60 0.02 3.3% 0.00
Volume 675,355 702,845 27,490 4.1% 3,316,463
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 174.01 173.63 172.02
R3 173.16 172.78 171.78
R2 172.31 172.31 171.71
R1 171.93 171.93 171.63 172.12
PP 171.46 171.46 171.46 171.56
S1 171.08 171.08 171.47 171.27
S2 170.61 170.61 171.39
S3 169.76 170.23 171.32
S4 168.91 169.38 171.08
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 175.24 174.43 171.72
R3 173.93 173.12 171.36
R2 172.62 172.62 171.24
R1 171.81 171.81 171.12 171.56
PP 171.31 171.31 171.31 171.19
S1 170.50 170.50 170.88 170.25
S2 170.00 170.00 170.76
S3 168.69 169.19 170.64
S4 167.38 167.88 170.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172.12 170.81 1.31 0.8% 0.66 0.4% 56% False False 720,098
10 172.48 170.81 1.67 1.0% 0.65 0.4% 44% False False 685,759
20 174.20 170.81 3.39 2.0% 0.63 0.4% 22% False False 489,451
40 174.58 170.81 3.77 2.2% 0.53 0.3% 20% False False 246,029
60 174.58 169.22 5.36 3.1% 0.45 0.3% 43% False False 164,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 175.45
2.618 174.07
1.618 173.22
1.000 172.69
0.618 172.37
HIGH 171.84
0.618 171.52
0.500 171.42
0.382 171.31
LOW 170.99
0.618 170.46
1.000 170.14
1.618 169.61
2.618 168.76
4.250 167.38
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 171.51 171.48
PP 171.46 171.40
S1 171.42 171.33

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

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