Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	174.21	174.58	0.37	0.2%	174.38
High	174.72	174.64	-0.08	0.0%	175.08
Low	174.13	173.75	-0.38	-0.2%	174.12
Close	174.64	173.80	-0.84	-0.5%	174.31
Range	0.59	0.89	0.30	50.8%	0.96
ATR	0.51	0.54	0.03	5.2%	0.00
Volume	270	4,200	3,930	1,455.6%	3,424

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	176.73	176.16	174.29
R3	175.84	175.27	174.04
R2	174.95	174.95	173.96
R1	174.38	174.38	173.88	174.22
PP	174.06	174.06	174.06	173.99
S1	173.49	173.49	173.72	173.33
S2	173.17	173.17	173.64
S3	172.28	172.60	173.56
S4	171.39	171.71	173.31

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	177.38	176.81	174.84
R3	176.42	175.85	174.57
R2	175.46	175.46	174.49
R1	174.89	174.89	174.40	174.70
PP	174.50	174.50	174.50	174.41
S1	173.93	173.93	174.22	173.74
S2	173.54	173.54	174.13
S3	172.58	172.97	174.05
S4	171.62	172.01	173.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174.93	173.75	1.18	0.7%	0.68	0.4%	4%	False	True	1,070
10	175.08	173.75	1.33	0.8%	0.52	0.3%	4%	False	True	1,039
20	175.08	173.00	2.08	1.2%	0.42	0.2%	38%	False	False	574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	178.42
2.618	176.97
1.618	176.08
1.000	175.53
0.618	175.19
HIGH	174.64
0.618	174.30
0.500	174.20
0.382	174.09
LOW	173.75
0.618	173.20
1.000	172.86
1.618	172.31
2.618	171.42
4.250	169.97

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	174.20	174.25
PP	174.06	174.10
S1	173.93	173.95

Download as Excel Spreadsheet

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

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