Euro Bund Future March 2022

Trading Metrics calculated at close of trading on 28-Dec-2021

Day Change Summary
	Previous	Current
	27-Dec-2021	28-Dec-2021	Change	Change %	Previous Week
Open	172.48	172.36	-0.12	-0.1%	174.74
High	172.64	172.47	-0.17	-0.1%	174.94
Low	172.08	172.09	0.01	0.0%	172.28
Close	172.41	172.36	-0.05	0.0%	172.43
Range	0.56	0.38	-0.18	-32.1%	2.66
ATR	0.82	0.79	-0.03	-3.8%	0.00
Volume	180,057	189,528	9,471	5.3%	1,614,963

Daily Pivots for day following 28-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	173.45	173.28	172.57
R3	173.07	172.90	172.46
R2	172.69	172.69	172.43
R1	172.52	172.52	172.39	172.55
PP	172.31	172.31	172.31	172.32
S1	172.14	172.14	172.33	172.17
S2	171.93	171.93	172.29
S3	171.55	171.76	172.26
S4	171.17	171.38	172.15

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	181.20	179.47	173.89
R3	178.54	176.81	173.16
R2	175.88	175.88	172.92
R1	174.15	174.15	172.67	173.69
PP	173.22	173.22	173.22	172.98
S1	171.49	171.49	172.19	171.03
S2	170.56	170.56	171.94
S3	167.90	168.83	171.70
S4	165.24	166.17	170.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174.44	172.08	2.36	1.4%	0.76	0.4%	12%	False	False	316,277
10	174.94	172.08	2.86	1.7%	0.73	0.4%	10%	False	False	385,575
20	175.02	172.08	2.94	1.7%	0.78	0.5%	10%	False	False	466,320
40	175.02	170.19	4.83	2.8%	0.82	0.5%	45%	False	False	242,545
60	175.02	169.34	5.68	3.3%	0.76	0.4%	53%	False	False	163,802
80	175.02	169.34	5.68	3.3%	0.67	0.4%	53%	False	False	123,062

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	174.09
2.618	173.46
1.618	173.08
1.000	172.85
0.618	172.70
HIGH	172.47
0.618	172.32
0.500	172.28
0.382	172.24
LOW	172.09
0.618	171.86
1.000	171.71
1.618	171.48
2.618	171.10
4.250	170.48

Fisher Pivots for day following 28-Dec-2021
Pivot	1 day	3 day
R1	172.33	172.64
PP	172.31	172.54
S1	172.28	172.45

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols