Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	173.21	173.93	0.72	0.4%	174.34
High	173.97	174.34	0.37	0.2%	174.39
Low	173.17	173.65	0.48	0.3%	172.24
Close	173.83	174.23	0.40	0.2%	172.84
Range	0.80	0.69	-0.11	-13.8%	2.15
ATR	0.69	0.69	0.00	0.0%	0.00
Volume	604,997	805,235	200,238	33.1%	238,654

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	176.14	175.88	174.61
R3	175.45	175.19	174.42
R2	174.76	174.76	174.36
R1	174.50	174.50	174.29	174.63
PP	174.07	174.07	174.07	174.14
S1	173.81	173.81	174.17	173.94
S2	173.38	173.38	174.10
S3	172.69	173.12	174.04
S4	172.00	172.43	173.85

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	174.34	172.24	2.10	1.2%	0.75	0.4%	95%	True	False	389,587
10	174.51	172.24	2.27	1.3%	0.76	0.4%	88%	False	False	214,038
20	174.75	172.24	2.51	1.4%	0.68	0.4%	79%	False	False	110,667
40	175.08	172.24	2.84	1.6%	0.54	0.3%	70%	False	False	55,510

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	0.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	177.27
2.618	176.15
1.618	175.46
1.000	175.03
0.618	174.77
HIGH	174.34
0.618	174.08
0.500	174.00
0.382	173.91
LOW	173.65
0.618	173.22
1.000	172.96
1.618	172.53
2.618	171.84
4.250	170.72

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	174.15	173.94
PP	174.07	173.64
S1	174.00	173.35

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

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