Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 177.85 177.47 -0.38 -0.2% 177.35
High 177.85 177.69 -0.16 -0.1% 177.84
Low 177.02 177.17 0.15 0.1% 177.17
Close 177.37 177.25 -0.12 -0.1% 177.64
Range 0.83 0.52 -0.31 -37.3% 0.67
ATR 0.65 0.64 -0.01 -1.4% 0.00
Volume 842,515 793,730 -48,785 -5.8% 802,314
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 178.93 178.61 177.54
R3 178.41 178.09 177.39
R2 177.89 177.89 177.35
R1 177.57 177.57 177.30 177.47
PP 177.37 177.37 177.37 177.32
S1 177.05 177.05 177.20 176.95
S2 176.85 176.85 177.15
S3 176.33 176.53 177.11
S4 175.81 176.01 176.96
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 179.56 179.27 178.01
R3 178.89 178.60 177.82
R2 178.22 178.22 177.76
R1 177.93 177.93 177.70 178.08
PP 177.55 177.55 177.55 177.62
S1 177.26 177.26 177.58 177.41
S2 176.88 176.88 177.52
S3 176.21 176.59 177.46
S4 175.54 175.92 177.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178.37 177.02 1.35 0.8% 0.67 0.4% 17% False False 657,354
10 178.44 177.01 1.43 0.8% 0.66 0.4% 17% False False 511,987
20 178.77 177.01 1.76 1.0% 0.63 0.4% 14% False False 520,027
40 178.85 175.84 3.01 1.7% 0.62 0.4% 47% False False 336,538
60 179.17 175.84 3.33 1.9% 0.53 0.3% 42% False False 225,371
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 179.90
2.618 179.05
1.618 178.53
1.000 178.21
0.618 178.01
HIGH 177.69
0.618 177.49
0.500 177.43
0.382 177.37
LOW 177.17
0.618 176.85
1.000 176.65
1.618 176.33
2.618 175.81
4.250 174.96
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 177.43 177.65
PP 177.37 177.51
S1 177.31 177.38

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

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