Euro Bund Future December 2021


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 169.55 169.10 -0.45 -0.3% 170.45
High 169.69 169.11 -0.58 -0.3% 170.55
Low 169.11 168.57 -0.54 -0.3% 169.11
Close 169.22 168.78 -0.44 -0.3% 169.22
Range 0.58 0.54 -0.04 -6.9% 1.44
ATR 0.67 0.67 0.00 -0.2% 0.00
Volume 832,425 547,675 -284,750 -34.2% 3,771,774
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 170.44 170.15 169.08
R3 169.90 169.61 168.93
R2 169.36 169.36 168.88
R1 169.07 169.07 168.83 168.95
PP 168.82 168.82 168.82 168.76
S1 168.53 168.53 168.73 168.41
S2 168.28 168.28 168.68
S3 167.74 167.99 168.63
S4 167.20 167.45 168.48
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 173.95 173.02 170.01
R3 172.51 171.58 169.62
R2 171.07 171.07 169.48
R1 170.14 170.14 169.35 169.89
PP 169.63 169.63 169.63 169.50
S1 168.70 168.70 169.09 168.45
S2 168.19 168.19 168.96
S3 166.75 167.26 168.82
S4 165.31 165.82 168.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.39 168.57 1.82 1.1% 0.65 0.4% 12% False True 742,976
10 170.55 168.57 1.98 1.2% 0.67 0.4% 11% False True 772,542
20 172.12 168.57 3.55 2.1% 0.69 0.4% 6% False True 753,004
40 174.33 168.57 5.76 3.4% 0.62 0.4% 4% False True 532,045
60 174.58 168.57 6.01 3.6% 0.57 0.3% 3% False True 355,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 171.41
2.618 170.52
1.618 169.98
1.000 169.65
0.618 169.44
HIGH 169.11
0.618 168.90
0.500 168.84
0.382 168.78
LOW 168.57
0.618 168.24
1.000 168.03
1.618 167.70
2.618 167.16
4.250 166.28
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 168.84 169.29
PP 168.82 169.12
S1 168.80 168.95

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

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