Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	172.69	172.70	0.01	0.0%	174.34
High	172.94	173.34	0.40	0.2%	174.39
Low	172.38	172.35	-0.03	0.0%	172.24
Close	172.73	172.89	0.16	0.1%	172.84
Range	0.56	0.99	0.43	76.8%	2.15
ATR	0.64	0.66	0.03	4.0%	0.00
Volume	109,986	374,992	265,006	240.9%	238,654

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	175.83	175.35	173.43
R3	174.84	174.36	173.16
R2	173.85	173.85	173.07
R1	173.37	173.37	172.98	173.61
PP	172.86	172.86	172.86	172.98
S1	172.38	172.38	172.80	172.62
S2	171.87	171.87	172.71
S3	170.88	171.39	172.62
S4	169.89	170.40	172.35

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	179.61	178.37	174.02
R3	177.46	176.22	173.43
R2	175.31	175.31	173.23
R1	174.07	174.07	173.04	173.62
PP	173.16	173.16	173.16	172.93
S1	171.92	171.92	172.64	171.47
S2	171.01	171.01	172.45
S3	168.86	169.77	172.25
S4	166.71	167.62	171.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173.71	172.24	1.47	0.9%	0.81	0.5%	44%	False	False	133,719
10	174.51	172.24	2.27	1.3%	0.71	0.4%	29%	False	False	75,092
20	174.93	172.24	2.69	1.6%	0.68	0.4%	24%	False	False	40,192
40	175.08	172.24	2.84	1.6%	0.51	0.3%	23%	False	False	20,255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	177.55
2.618	175.93
1.618	174.94
1.000	174.33
0.618	173.95
HIGH	173.34
0.618	172.96
0.500	172.85
0.382	172.73
LOW	172.35
0.618	171.74
1.000	171.36
1.618	170.75
2.618	169.76
4.250	168.14

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	172.88	172.86
PP	172.86	172.82
S1	172.85	172.79

Download as Excel Spreadsheet

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

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