Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 175.37 175.10 -0.27 -0.2% 174.94
High 175.47 175.46 -0.01 0.0% 175.73
Low 175.12 174.96 -0.16 -0.1% 174.45
Close 175.26 175.33 0.07 0.0% 175.53
Range 0.35 0.50 0.15 42.9% 1.28
ATR 0.61 0.60 -0.01 -1.3% 0.00
Volume 520,857 507,662 -13,195 -2.5% 2,766,506
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.75 176.54 175.61
R3 176.25 176.04 175.47
R2 175.75 175.75 175.42
R1 175.54 175.54 175.38 175.65
PP 175.25 175.25 175.25 175.30
S1 175.04 175.04 175.28 175.15
S2 174.75 174.75 175.24
S3 174.25 174.54 175.19
S4 173.75 174.04 175.06
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 179.08 178.58 176.23
R3 177.80 177.30 175.88
R2 176.52 176.52 175.76
R1 176.02 176.02 175.65 176.27
PP 175.24 175.24 175.24 175.36
S1 174.74 174.74 175.41 174.99
S2 173.96 173.96 175.30
S3 172.68 173.46 175.18
S4 171.40 172.18 174.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.73 174.96 0.77 0.4% 0.42 0.2% 48% False True 523,133
10 175.73 174.26 1.47 0.8% 0.50 0.3% 73% False False 552,732
20 176.83 173.66 3.17 1.8% 0.66 0.4% 53% False False 643,066
40 176.83 173.66 3.17 1.8% 0.60 0.3% 53% False False 611,866
60 176.83 173.06 3.77 2.2% 0.60 0.3% 60% False False 596,124
80 176.83 172.24 4.59 2.6% 0.62 0.4% 67% False False 457,141
100 176.83 172.24 4.59 2.6% 0.56 0.3% 67% False False 365,776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 177.59
2.618 176.77
1.618 176.27
1.000 175.96
0.618 175.77
HIGH 175.46
0.618 175.27
0.500 175.21
0.382 175.15
LOW 174.96
0.618 174.65
1.000 174.46
1.618 174.15
2.618 173.65
4.250 172.84
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 175.29 175.34
PP 175.25 175.33
S1 175.21 175.33

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

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