Euro Bund Future December 2021

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	172.19	171.68	-0.51	-0.3%	171.01
High	172.57	171.70	-0.87	-0.5%	172.42
Low	171.53	170.56	-0.97	-0.6%	170.36
Close	171.77	170.81	-0.96	-0.6%	172.32
Range	1.04	1.14	0.10	9.6%	2.06
ATR	0.88	0.90	0.02	2.7%	0.00
Volume	644,228	785,282	141,054	21.9%	3,318,179

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	174.44	173.77	171.44
R3	173.30	172.63	171.12
R2	172.16	172.16	171.02
R1	171.49	171.49	170.91	171.26
PP	171.02	171.02	171.02	170.91
S1	170.35	170.35	170.71	170.12
S2	169.88	169.88	170.60
S3	168.74	169.21	170.50
S4	167.60	168.07	170.18

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	177.88	177.16	173.45
R3	175.82	175.10	172.89
R2	173.76	173.76	172.70
R1	173.04	173.04	172.51	173.40
PP	171.70	171.70	171.70	171.88
S1	170.98	170.98	172.13	171.34
S2	169.64	169.64	171.94
S3	167.58	168.92	171.75
S4	165.52	166.86	171.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172.57	170.55	2.02	1.2%	0.90	0.5%	13%	False	False	699,963
10	172.57	170.21	2.36	1.4%	0.85	0.5%	25%	False	False	685,606
20	172.57	167.69	4.88	2.9%	0.96	0.6%	64%	False	False	793,084
40	172.57	167.69	4.88	2.9%	0.85	0.5%	64%	False	False	790,900
60	173.54	167.69	5.85	3.4%	0.80	0.5%	53%	False	False	764,972
80	174.58	167.69	6.89	4.0%	0.72	0.4%	45%	False	False	576,873
100	174.58	167.69	6.89	4.0%	0.65	0.4%	45%	False	False	461,646

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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	176.55
2.618	174.68
1.618	173.54
1.000	172.84
0.618	172.40
HIGH	171.70
0.618	171.26
0.500	171.13
0.382	171.00
LOW	170.56
0.618	169.86
1.000	169.42
1.618	168.72
2.618	167.58
4.250	165.72

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	171.13	171.57
PP	171.02	171.31
S1	170.92	171.06

Download as Excel Spreadsheet

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

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