Euro Bund Future December 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 170.59 170.33 -0.26 -0.2% 171.01
High 170.62 170.68 0.06 0.0% 171.96
Low 170.14 169.73 -0.41 -0.2% 170.14
Close 170.30 170.17 -0.13 -0.1% 170.30
Range 0.48 0.95 0.47 97.9% 1.82
ATR 0.64 0.66 0.02 3.5% 0.00
Volume 804,439 786,122 -18,317 -2.3% 3,650,887
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 173.04 172.56 170.69
R3 172.09 171.61 170.43
R2 171.14 171.14 170.34
R1 170.66 170.66 170.26 170.43
PP 170.19 170.19 170.19 170.08
S1 169.71 169.71 170.08 169.48
S2 169.24 169.24 170.00
S3 168.29 168.76 169.91
S4 167.34 167.81 169.65
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 176.26 175.10 171.30
R3 174.44 173.28 170.80
R2 172.62 172.62 170.63
R1 171.46 171.46 170.47 171.13
PP 170.80 170.80 170.80 170.64
S1 169.64 169.64 170.13 169.31
S2 168.98 168.98 169.97
S3 167.16 167.82 169.80
S4 165.34 166.00 169.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171.96 169.73 2.23 1.3% 0.75 0.4% 20% False True 746,832
10 172.12 169.73 2.39 1.4% 0.71 0.4% 18% False True 733,465
20 173.54 169.73 3.81 2.2% 0.68 0.4% 12% False True 667,977
40 174.58 169.73 4.85 2.9% 0.58 0.3% 9% False True 339,263
60 174.58 169.73 4.85 2.9% 0.50 0.3% 9% False True 226,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 174.72
2.618 173.17
1.618 172.22
1.000 171.63
0.618 171.27
HIGH 170.68
0.618 170.32
0.500 170.21
0.382 170.09
LOW 169.73
0.618 169.14
1.000 168.78
1.618 168.19
2.618 167.24
4.250 165.69
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 170.21 170.73
PP 170.19 170.54
S1 170.18 170.36

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

View Archives - Comment on this page... - Back to Index of Symbols