Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	173.65	173.77	0.12	0.1%	174.21
High	174.00	174.31	0.31	0.2%	174.72
Low	173.60	173.70	0.10	0.1%	172.45
Close	173.72	174.10	0.38	0.2%	172.93
Range	0.40	0.61	0.21	52.5%	2.27
ATR	0.55	0.55	0.00	0.9%	0.00
Volume	4,224	16,557	12,333	292.0%	45,849

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	175.87	175.59	174.44
R3	175.26	174.98	174.27
R2	174.65	174.65	174.21
R1	174.37	174.37	174.16	174.51
PP	174.04	174.04	174.04	174.11
S1	173.76	173.76	174.04	173.90
S2	173.43	173.43	173.99
S3	172.82	173.15	173.93
S4	172.21	172.54	173.76

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	180.18	178.82	174.18
R3	177.91	176.55	173.55
R2	175.64	175.64	173.35
R1	174.28	174.28	173.14	173.83
PP	173.37	173.37	173.37	173.14
S1	172.01	172.01	172.72	171.56
S2	171.10	171.10	172.51
S3	168.83	169.74	172.31
S4	166.56	167.47	171.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174.31	172.75	1.56	0.9%	0.41	0.2%	87%	True	False	5,785
10	174.75	172.45	2.30	1.3%	0.60	0.3%	72%	False	False	7,297
20	175.08	172.45	2.63	1.5%	0.55	0.3%	63%	False	False	3,957

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	0.05
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	176.90
2.618	175.91
1.618	175.30
1.000	174.92
0.618	174.69
HIGH	174.31
0.618	174.08
0.500	174.01
0.382	173.93
LOW	173.70
0.618	173.32
1.000	173.09
1.618	172.71
2.618	172.10
4.250	171.11

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	174.07	174.00
PP	174.04	173.89
S1	174.01	173.79

Download as Excel Spreadsheet

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

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