Euro Bund Future December 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 170.33 170.25 -0.08 0.0% 171.01
High 170.68 170.31 -0.37 -0.2% 171.96
Low 169.73 169.48 -0.25 -0.1% 170.14
Close 170.17 169.86 -0.31 -0.2% 170.30
Range 0.95 0.83 -0.12 -12.6% 1.82
ATR 0.66 0.67 0.01 1.9% 0.00
Volume 786,122 943,925 157,803 20.1% 3,650,887
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 172.37 171.95 170.32
R3 171.54 171.12 170.09
R2 170.71 170.71 170.01
R1 170.29 170.29 169.94 170.09
PP 169.88 169.88 169.88 169.78
S1 169.46 169.46 169.78 169.26
S2 169.05 169.05 169.71
S3 168.22 168.63 169.63
S4 167.39 167.80 169.40
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
5 171.93 169.48 2.45 1.4% 0.78 0.5% 16% False True 805,023
10 172.07 169.48 2.59 1.5% 0.71 0.4% 15% False True 747,074
20 173.54 169.48 4.06 2.4% 0.69 0.4% 9% False True 713,116
40 174.58 169.48 5.10 3.0% 0.59 0.3% 7% False True 362,846
60 174.58 169.48 5.10 3.0% 0.52 0.3% 7% False True 242,144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.84
2.618 172.48
1.618 171.65
1.000 171.14
0.618 170.82
HIGH 170.31
0.618 169.99
0.500 169.90
0.382 169.80
LOW 169.48
0.618 168.97
1.000 168.65
1.618 168.14
2.618 167.31
4.250 165.95
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 169.90 170.08
PP 169.88 170.01
S1 169.87 169.93

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

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