Euro Bund Future March 2022

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	170.04	170.29	0.25	0.1%	170.70
High	170.57	171.55	0.98	0.6%	171.10
Low	170.04	170.29	0.25	0.1%	169.54
Close	170.31	171.26	0.95	0.6%	169.89
Range	0.53	1.26	0.73	137.7%	1.56
ATR	0.60	0.65	0.05	7.9%	0.00
Volume	2,363	10,421	8,058	341.0%	20,584

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	174.81	174.30	171.95
R3	173.55	173.04	171.61
R2	172.29	172.29	171.49
R1	171.78	171.78	171.38	172.04
PP	171.03	171.03	171.03	171.16
S1	170.52	170.52	171.14	170.78
S2	169.77	169.77	171.03
S3	168.51	169.26	170.91
S4	167.25	168.00	170.57

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	174.86	173.93	170.75
R3	173.30	172.37	170.32
R2	171.74	171.74	170.18
R1	170.81	170.81	170.03	170.50
PP	170.18	170.18	170.18	170.02
S1	169.25	169.25	169.75	168.94
S2	168.62	168.62	169.60
S3	167.06	167.69	169.46
S4	165.50	166.13	169.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171.55	169.54	2.01	1.2%	0.75	0.4%	86%	True	False	4,035
10	171.55	169.54	2.01	1.2%	0.68	0.4%	86%	True	False	4,703
20	172.19	169.54	2.65	1.5%	0.59	0.3%	65%	False	False	3,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	176.91
2.618	174.85
1.618	173.59
1.000	172.81
0.618	172.33
HIGH	171.55
0.618	171.07
0.500	170.92
0.382	170.77
LOW	170.29
0.618	169.51
1.000	169.03
1.618	168.25
2.618	166.99
4.250	164.94

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	171.15	171.04
PP	171.03	170.83
S1	170.92	170.61

Download as Excel Spreadsheet

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

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