Euro Bund Future March 2022


Trading Metrics calculated at close of trading on 12-Jan-2022
Day Change Summary
Previous Current
11-Jan-2022 12-Jan-2022 Change Change % Previous Week
Open 169.92 169.87 -0.05 0.0% 171.36
High 170.20 170.51 0.31 0.2% 171.53
Low 169.57 169.74 0.17 0.1% 169.88
Close 169.79 170.22 0.43 0.3% 170.00
Range 0.63 0.77 0.14 22.2% 1.65
ATR 0.70 0.70 0.01 0.7% 0.00
Volume 771,647 800,924 29,277 3.8% 3,228,496
Daily Pivots for day following 12-Jan-2022
Classic Woodie Camarilla DeMark
R4 172.47 172.11 170.64
R3 171.70 171.34 170.43
R2 170.93 170.93 170.36
R1 170.57 170.57 170.29 170.75
PP 170.16 170.16 170.16 170.25
S1 169.80 169.80 170.15 169.98
S2 169.39 169.39 170.08
S3 168.62 169.03 170.01
S4 167.85 168.26 169.80
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 175.42 174.36 170.91
R3 173.77 172.71 170.45
R2 172.12 172.12 170.30
R1 171.06 171.06 170.15 170.77
PP 170.47 170.47 170.47 170.32
S1 169.41 169.41 169.85 169.12
S2 168.82 168.82 169.70
S3 167.17 167.76 169.55
S4 165.52 166.11 169.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.61 169.57 1.04 0.6% 0.64 0.4% 63% False False 725,740
10 171.79 169.57 2.22 1.3% 0.57 0.3% 29% False False 579,500
20 174.94 169.57 5.37 3.2% 0.68 0.4% 12% False False 479,079
40 175.02 169.57 5.45 3.2% 0.76 0.4% 12% False False 393,018
60 175.02 169.34 5.68 3.3% 0.76 0.4% 15% False False 264,992
80 175.02 169.34 5.68 3.3% 0.71 0.4% 15% False False 199,556
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 173.78
2.618 172.53
1.618 171.76
1.000 171.28
0.618 170.99
HIGH 170.51
0.618 170.22
0.500 170.13
0.382 170.03
LOW 169.74
0.618 169.26
1.000 168.97
1.618 168.49
2.618 167.72
4.250 166.47
Fisher Pivots for day following 12-Jan-2022
Pivot 1 day 3 day
R1 170.19 170.16
PP 170.16 170.10
S1 170.13 170.04

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

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