Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 177.45 177.89 0.44 0.2% 177.97
High 177.95 178.35 0.40 0.2% 178.10
Low 177.36 177.82 0.46 0.3% 176.63
Close 177.85 178.28 0.43 0.2% 177.18
Range 0.59 0.53 -0.06 -10.2% 1.47
ATR 0.55 0.55 0.00 -0.3% 0.00
Volume 542,910 537,909 -5,001 -0.9% 2,816,020
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 179.74 179.54 178.57
R3 179.21 179.01 178.43
R2 178.68 178.68 178.38
R1 178.48 178.48 178.33 178.58
PP 178.15 178.15 178.15 178.20
S1 177.95 177.95 178.23 178.05
S2 177.62 177.62 178.18
S3 177.09 177.42 178.13
S4 176.56 176.89 177.99
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 181.71 180.92 177.99
R3 180.24 179.45 177.58
R2 178.77 178.77 177.45
R1 177.98 177.98 177.31 177.64
PP 177.30 177.30 177.30 177.14
S1 176.51 176.51 177.05 176.17
S2 175.83 175.83 176.91
S3 174.36 175.04 176.78
S4 172.89 173.57 176.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.35 176.63 1.72 1.0% 0.51 0.3% 96% True False 660,413
10 178.35 176.63 1.72 1.0% 0.54 0.3% 96% True False 402,737
20 178.35 175.84 2.51 1.4% 0.52 0.3% 97% True False 206,250
40 179.17 175.84 3.33 1.9% 0.50 0.3% 73% False False 105,062
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180.60
2.618 179.74
1.618 179.21
1.000 178.88
0.618 178.68
HIGH 178.35
0.618 178.15
0.500 178.09
0.382 178.02
LOW 177.82
0.618 177.49
1.000 177.29
1.618 176.96
2.618 176.43
4.250 175.57
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 178.22 178.10
PP 178.15 177.93
S1 178.09 177.75

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

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