Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	173.86	173.69	-0.17	-0.1%	174.38
High	173.86	173.70	-0.16	-0.1%	175.08
Low	173.14	172.45	-0.69	-0.4%	174.12
Close	173.39	172.72	-0.67	-0.4%	174.31
Range	0.72	1.25	0.53	73.6%	0.96
ATR	0.55	0.60	0.05	9.0%	0.00
Volume	13,118	26,308	13,190	100.5%	3,424

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	176.71	175.96	173.41
R3	175.46	174.71	173.06
R2	174.21	174.21	172.95
R1	173.46	173.46	172.83	173.21
PP	172.96	172.96	172.96	172.83
S1	172.21	172.21	172.61	171.96
S2	171.71	171.71	172.49
S3	170.46	170.96	172.38
S4	169.21	169.71	172.03

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	174.75	172.45	2.30	1.3%	0.78	0.5%	12%	False	True	8,809
10	175.08	172.45	2.63	1.5%	0.66	0.4%	10%	False	True	4,924
20	175.08	172.45	2.63	1.5%	0.50	0.3%	10%	False	True	2,540

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	0.03
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	179.01
2.618	176.97
1.618	175.72
1.000	174.95
0.618	174.47
HIGH	173.70
0.618	173.22
0.500	173.08
0.382	172.93
LOW	172.45
0.618	171.68
1.000	171.20
1.618	170.43
2.618	169.18
4.250	167.14

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	173.08	173.55
PP	172.96	173.27
S1	172.84	173.00

Download as Excel Spreadsheet

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

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