Euro Bund Future December 2021

Trading Metrics calculated at close of trading on 15-Nov-2021

Day Change Summary
	Previous	Current
	12-Nov-2021	15-Nov-2021	Change	Change %	Previous Week
Open	170.50	171.01	0.51	0.3%	171.10
High	171.07	171.40	0.33	0.2%	171.44
Low	170.32	170.42	0.10	0.1%	170.21
Close	170.85	170.75	-0.10	-0.1%	170.85
Range	0.75	0.98	0.23	30.7%	1.23
ATR	0.90	0.90	0.01	0.7%	0.00
Volume	679,030	628,905	-50,125	-7.4%	3,376,484

Daily Pivots for day following 15-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	173.80	173.25	171.29
R3	172.82	172.27	171.02
R2	171.84	171.84	170.93
R1	171.29	171.29	170.84	171.08
PP	170.86	170.86	170.86	170.75
S1	170.31	170.31	170.66	170.10
S2	169.88	169.88	170.57
S3	168.90	169.33	170.48
S4	167.92	168.35	170.21

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	174.52	173.92	171.53
R3	173.29	172.69	171.19
R2	172.06	172.06	171.08
R1	171.46	171.46	170.96	171.15
PP	170.83	170.83	170.83	170.68
S1	170.23	170.23	170.74	169.92
S2	169.60	169.60	170.62
S3	168.37	169.00	170.51
S4	167.14	167.77	170.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171.44	170.21	1.23	0.7%	0.88	0.5%	44%	False	False	689,707
10	171.44	168.31	3.13	1.8%	0.94	0.5%	78%	False	False	743,060
20	171.44	167.69	3.75	2.2%	0.94	0.6%	82%	False	False	798,241
40	171.96	167.69	4.27	2.5%	0.84	0.5%	72%	False	False	804,883
60	174.20	167.69	6.51	3.8%	0.77	0.4%	47%	False	False	699,739
80	174.58	167.69	6.89	4.0%	0.69	0.4%	44%	False	False	525,456
100	174.58	167.69	6.89	4.0%	0.60	0.4%	44%	False	False	420,465

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	175.57
2.618	173.97
1.618	172.99
1.000	172.38
0.618	172.01
HIGH	171.40
0.618	171.03
0.500	170.91
0.382	170.79
LOW	170.42
0.618	169.81
1.000	169.44
1.618	168.83
2.618	167.85
4.250	166.26

Fisher Pivots for day following 15-Nov-2021
Pivot	1 day	3 day
R1	170.91	170.81
PP	170.86	170.79
S1	170.80	170.77

Download as Excel Spreadsheet

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

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