Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	173.15	173.04	-0.11	-0.1%	172.96
High	173.17	173.71	0.54	0.3%	174.51
Low	172.64	172.45	-0.19	-0.1%	172.93
Close	172.82	172.60	-0.22	-0.1%	174.25
Range	0.53	1.26	0.73	137.7%	1.58
ATR	0.59	0.64	0.05	8.2%	0.00
Volume	38,799	92,095	53,296	137.4%	33,492

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	176.70	175.91	173.29
R3	175.44	174.65	172.95
R2	174.18	174.18	172.83
R1	173.39	173.39	172.72	173.16
PP	172.92	172.92	172.92	172.80
S1	172.13	172.13	172.48	171.90
S2	171.66	171.66	172.37
S3	170.40	170.87	172.25
S4	169.14	169.61	171.91

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	178.64	178.02	175.12
R3	177.06	176.44	174.68
R2	175.48	175.48	174.54
R1	174.86	174.86	174.39	175.17
PP	173.90	173.90	173.90	174.05
S1	173.28	173.28	174.11	173.59
S2	172.32	172.32	173.96
S3	170.74	171.70	173.82
S4	169.16	170.12	173.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174.51	172.45	2.06	1.2%	0.77	0.4%	7%	False	True	38,488
10	174.51	172.45	2.06	1.2%	0.59	0.3%	7%	False	True	22,137
20	175.08	172.45	2.63	1.5%	0.63	0.4%	6%	False	True	13,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	179.07
2.618	177.01
1.618	175.75
1.000	174.97
0.618	174.49
HIGH	173.71
0.618	173.23
0.500	173.08
0.382	172.93
LOW	172.45
0.618	171.67
1.000	171.19
1.618	170.41
2.618	169.15
4.250	167.10

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	173.08	173.22
PP	172.92	173.01
S1	172.76	172.81

Download as Excel Spreadsheet

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

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