Euro Bund Future December 2021

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	170.74	171.19	0.45	0.3%	172.19
High	171.18	172.46	1.28	0.7%	172.57
Low	170.31	171.14	0.83	0.5%	170.31
Close	170.54	172.34	1.80	1.1%	172.34
Range	0.87	1.32	0.45	51.7%	2.26
ATR	0.90	0.97	0.07	8.1%	0.00
Volume	794,330	879,643	85,313	10.7%	3,103,483

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	175.94	175.46	173.07
R3	174.62	174.14	172.70
R2	173.30	173.30	172.58
R1	172.82	172.82	172.46	173.06
PP	171.98	171.98	171.98	172.10
S1	171.50	171.50	172.22	171.74
S2	170.66	170.66	172.10
S3	169.34	170.18	171.98
S4	168.02	168.86	171.61

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	178.52	177.69	173.58
R3	176.26	175.43	172.96
R2	174.00	174.00	172.75
R1	173.17	173.17	172.55	173.59
PP	171.74	171.74	171.74	171.95
S1	170.91	170.91	172.13	171.33
S2	169.48	169.48	171.93
S3	167.22	168.65	171.72
S4	164.96	166.39	171.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172.57	170.31	2.26	1.3%	1.16	0.7%	90%	False	False	799,261
10	172.57	170.31	2.26	1.3%	0.89	0.5%	90%	False	False	710,069
20	172.57	167.69	4.88	2.8%	0.94	0.5%	95%	False	False	765,463
40	172.57	167.69	4.88	2.8%	0.87	0.5%	95%	False	False	790,735
60	172.76	167.69	5.07	2.9%	0.81	0.5%	92%	False	False	780,842
80	174.58	167.69	6.89	4.0%	0.73	0.4%	67%	False	False	597,698
100	174.58	167.69	6.89	4.0%	0.66	0.4%	67%	False	False	478,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	178.07
2.618	175.92
1.618	174.60
1.000	173.78
0.618	173.28
HIGH	172.46
0.618	171.96
0.500	171.80
0.382	171.64
LOW	171.14
0.618	170.32
1.000	169.82
1.618	169.00
2.618	167.68
4.250	165.53

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	172.16	172.02
PP	171.98	171.70
S1	171.80	171.39

Download as Excel Spreadsheet

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

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