Euro Bund Future March 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 177.28 176.83 -0.45 -0.3% 177.78
High 177.55 176.87 -0.68 -0.4% 178.37
Low 176.84 176.34 -0.50 -0.3% 177.02
Close 176.93 176.44 -0.49 -0.3% 177.30
Range 0.71 0.53 -0.18 -25.4% 1.35
ATR 0.63 0.62 0.00 -0.4% 0.00
Volume 739,980 914,856 174,876 23.6% 3,488,778
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 178.14 177.82 176.73
R3 177.61 177.29 176.59
R2 177.08 177.08 176.54
R1 176.76 176.76 176.49 176.66
PP 176.55 176.55 176.55 176.50
S1 176.23 176.23 176.39 176.13
S2 176.02 176.02 176.34
S3 175.49 175.70 176.29
S4 174.96 175.17 176.15
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 181.61 180.81 178.04
R3 180.26 179.46 177.67
R2 178.91 178.91 177.55
R1 178.11 178.11 177.42 177.84
PP 177.56 177.56 177.56 177.43
S1 176.76 176.76 177.18 176.49
S2 176.21 176.21 177.05
S3 174.86 175.41 176.93
S4 173.51 174.06 176.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177.85 176.34 1.51 0.9% 0.59 0.3% 7% False True 766,799
10 178.37 176.34 2.03 1.2% 0.58 0.3% 5% False True 594,592
20 178.77 176.34 2.43 1.4% 0.63 0.4% 4% False True 554,903
40 178.77 176.34 2.43 1.4% 0.57 0.3% 4% False True 390,983
60 179.17 175.84 3.33 1.9% 0.55 0.3% 18% False False 261,998
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 179.12
2.618 178.26
1.618 177.73
1.000 177.40
0.618 177.20
HIGH 176.87
0.618 176.67
0.500 176.61
0.382 176.54
LOW 176.34
0.618 176.01
1.000 175.81
1.618 175.48
2.618 174.95
4.250 174.09
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 176.61 176.95
PP 176.55 176.78
S1 176.50 176.61

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

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