Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	174.58	173.86	-0.72	-0.4%	174.38
High	174.64	173.86	-0.78	-0.4%	175.08
Low	173.75	173.14	-0.61	-0.4%	174.12
Close	173.80	173.39	-0.41	-0.2%	174.31
Range	0.89	0.72	-0.17	-19.1%	0.96
ATR	0.54	0.55	0.01	2.4%	0.00
Volume	4,200	13,118	8,918	212.3%	3,424

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	175.62	175.23	173.79
R3	174.90	174.51	173.59
R2	174.18	174.18	173.52
R1	173.79	173.79	173.46	173.63
PP	173.46	173.46	173.46	173.38
S1	173.07	173.07	173.32	172.91
S2	172.74	172.74	173.26
S3	172.02	172.35	173.19
S4	171.30	171.63	172.99

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	173.14	1.79	1.0%	0.69	0.4%	14%	False	True	3,616
10	175.08	173.14	1.94	1.1%	0.57	0.3%	13%	False	True	2,336
20	175.08	173.00	2.08	1.2%	0.44	0.3%	19%	False	False	1,229

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	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	176.92
2.618	175.74
1.618	175.02
1.000	174.58
0.618	174.30
HIGH	173.86
0.618	173.58
0.500	173.50
0.382	173.42
LOW	173.14
0.618	172.70
1.000	172.42
1.618	171.98
2.618	171.26
4.250	170.08

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	173.50	173.93
PP	173.46	173.75
S1	173.43	173.57

Download as Excel Spreadsheet

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

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