Euro Bund Future December 2021


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 169.84 169.22 -0.62 -0.4% 169.10
High 169.84 169.30 -0.54 -0.3% 169.92
Low 169.17 168.64 -0.53 -0.3% 168.21
Close 169.56 169.11 -0.45 -0.3% 169.56
Range 0.67 0.66 -0.01 -1.5% 1.71
ATR 0.73 0.74 0.01 1.9% 0.00
Volume 671,005 913,620 242,615 36.2% 4,404,961
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 171.00 170.71 169.47
R3 170.34 170.05 169.29
R2 169.68 169.68 169.23
R1 169.39 169.39 169.17 169.21
PP 169.02 169.02 169.02 168.92
S1 168.73 168.73 169.05 168.55
S2 168.36 168.36 168.99
S3 167.70 168.07 168.93
S4 167.04 167.41 168.75
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 174.36 173.67 170.50
R3 172.65 171.96 170.03
R2 170.94 170.94 169.87
R1 170.25 170.25 169.72 170.60
PP 169.23 169.23 169.23 169.40
S1 168.54 168.54 169.40 168.89
S2 167.52 167.52 169.25
S3 165.81 166.83 169.09
S4 164.10 165.12 168.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169.92 168.21 1.71 1.0% 0.84 0.5% 53% False False 954,181
10 170.39 168.21 2.18 1.3% 0.75 0.4% 41% False False 848,578
20 171.96 168.21 3.75 2.2% 0.73 0.4% 24% False False 811,524
40 174.20 168.21 5.99 3.5% 0.68 0.4% 15% False False 650,488
60 174.58 168.21 6.37 3.8% 0.60 0.4% 14% False False 434,528
80 174.58 168.21 6.37 3.8% 0.52 0.3% 14% False False 326,021
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 172.11
2.618 171.03
1.618 170.37
1.000 169.96
0.618 169.71
HIGH 169.30
0.618 169.05
0.500 168.97
0.382 168.89
LOW 168.64
0.618 168.23
1.000 167.98
1.618 167.57
2.618 166.91
4.250 165.84
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 169.06 169.28
PP 169.02 169.22
S1 168.97 169.17

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

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