Euro Bund Future December 2021


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 169.08 168.26 -0.82 -0.5% 169.10
High 169.48 168.87 -0.61 -0.4% 169.92
Low 168.34 168.08 -0.26 -0.2% 168.21
Close 168.54 168.71 0.17 0.1% 169.56
Range 1.14 0.79 -0.35 -30.7% 1.71
ATR 0.77 0.77 0.00 0.2% 0.00
Volume 846,461 679,178 -167,283 -19.8% 4,404,961
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 170.92 170.61 169.14
R3 170.13 169.82 168.93
R2 169.34 169.34 168.85
R1 169.03 169.03 168.78 169.19
PP 168.55 168.55 168.55 168.63
S1 168.24 168.24 168.64 168.40
S2 167.76 167.76 168.57
S3 166.97 167.45 168.49
S4 166.18 166.66 168.28
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
5 169.92 168.08 1.84 1.1% 0.91 0.5% 34% False True 818,855
10 170.00 168.08 1.92 1.1% 0.79 0.5% 33% False True 838,298
20 171.72 168.08 3.64 2.2% 0.77 0.5% 17% False True 825,903
40 173.93 168.08 5.85 3.5% 0.71 0.4% 11% False True 688,212
60 174.58 168.08 6.50 3.9% 0.62 0.4% 10% False True 459,932
80 174.58 168.08 6.50 3.9% 0.54 0.3% 10% False True 345,091
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 True
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172.23
2.618 170.94
1.618 170.15
1.000 169.66
0.618 169.36
HIGH 168.87
0.618 168.57
0.500 168.48
0.382 168.38
LOW 168.08
0.618 167.59
1.000 167.29
1.618 166.80
2.618 166.01
4.250 164.72
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 168.63 168.78
PP 168.55 168.76
S1 168.48 168.73

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

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