Euro Bund Future December 2021


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 169.25 169.17 -0.08 0.0% 168.44
High 169.70 170.33 0.63 0.4% 169.83
Low 168.98 169.03 0.05 0.0% 167.71
Close 169.34 170.21 0.87 0.5% 168.12
Range 0.72 1.30 0.58 80.6% 2.12
ATR 0.88 0.91 0.03 3.4% 0.00
Volume 803,351 895,452 92,101 11.5% 4,786,105
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 173.76 173.28 170.93
R3 172.46 171.98 170.57
R2 171.16 171.16 170.45
R1 170.68 170.68 170.33 170.92
PP 169.86 169.86 169.86 169.98
S1 169.38 169.38 170.09 169.62
S2 168.56 168.56 169.97
S3 167.26 168.08 169.85
S4 165.96 166.78 169.50
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 174.91 173.64 169.29
R3 172.79 171.52 168.70
R2 170.67 170.67 168.51
R1 169.40 169.40 168.31 168.98
PP 168.55 168.55 168.55 168.34
S1 167.28 167.28 167.93 166.86
S2 166.43 166.43 167.73
S3 164.31 165.16 167.54
S4 162.19 163.04 166.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.33 167.69 2.64 1.6% 1.04 0.6% 95% True False 932,044
10 170.33 167.69 2.64 1.6% 0.98 0.6% 95% True False 886,003
20 170.33 167.69 2.64 1.6% 0.90 0.5% 95% True False 862,976
40 172.46 167.69 4.77 2.8% 0.79 0.5% 53% False False 797,012
60 174.33 167.69 6.64 3.9% 0.71 0.4% 38% False False 619,385
80 174.58 167.69 6.89 4.0% 0.64 0.4% 37% False False 464,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 175.86
2.618 173.73
1.618 172.43
1.000 171.63
0.618 171.13
HIGH 170.33
0.618 169.83
0.500 169.68
0.382 169.53
LOW 169.03
0.618 168.23
1.000 167.73
1.618 166.93
2.618 165.63
4.250 163.51
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 170.03 169.91
PP 169.86 169.62
S1 169.68 169.32

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

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