Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 177.35 177.60 0.25 0.1% 177.83
High 177.77 177.75 -0.02 0.0% 178.44
Low 177.17 177.52 0.35 0.2% 177.01
Close 177.39 177.70 0.31 0.2% 177.07
Range 0.60 0.23 -0.37 -61.7% 1.43
ATR 0.64 0.62 -0.02 -3.1% 0.00
Volume 196,409 264,996 68,587 34.9% 1,371,697
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 178.35 178.25 177.83
R3 178.12 178.02 177.76
R2 177.89 177.89 177.74
R1 177.79 177.79 177.72 177.84
PP 177.66 177.66 177.66 177.68
S1 177.56 177.56 177.68 177.61
S2 177.43 177.43 177.66
S3 177.20 177.33 177.64
S4 176.97 177.10 177.57
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 181.80 180.86 177.86
R3 180.37 179.43 177.46
R2 178.94 178.94 177.33
R1 178.00 178.00 177.20 177.76
PP 177.51 177.51 177.51 177.38
S1 176.57 176.57 176.94 176.33
S2 176.08 176.08 176.81
S3 174.65 175.14 176.68
S4 173.22 173.71 176.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.44 177.01 1.43 0.8% 0.66 0.4% 48% False False 366,620
10 178.57 177.01 1.56 0.9% 0.64 0.4% 44% False False 434,699
20 178.77 176.63 2.14 1.2% 0.61 0.3% 50% False False 496,489
40 179.17 175.84 3.33 1.9% 0.59 0.3% 56% False False 255,213
60 179.17 175.84 3.33 1.9% 0.49 0.3% 56% False False 170,596
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 178.73
2.618 178.35
1.618 178.12
1.000 177.98
0.618 177.89
HIGH 177.75
0.618 177.66
0.500 177.64
0.382 177.61
LOW 177.52
0.618 177.38
1.000 177.29
1.618 177.15
2.618 176.92
4.250 176.54
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 177.68 177.67
PP 177.66 177.63
S1 177.64 177.60

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

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