Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	173.71	174.34	0.63	0.4%	172.69
High	174.39	174.41	0.02	0.0%	174.34
Low	173.61	173.51	-0.10	-0.1%	172.35
Close	174.25	173.68	-0.57	-0.3%	173.93
Range	0.78	0.90	0.12	15.4%	1.99
ATR	0.70	0.71	0.01	2.0%	0.00
Volume	622,278	608,711	-13,567	-2.2%	2,522,347

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	176.57	176.02	174.18
R3	175.67	175.12	173.93
R2	174.77	174.77	173.85
R1	174.22	174.22	173.76	174.05
PP	173.87	173.87	173.87	173.78
S1	173.32	173.32	173.60	173.15
S2	172.97	172.97	173.52
S3	172.07	172.42	173.43
S4	171.17	171.52	173.19

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	179.51	178.71	175.02
R3	177.52	176.72	174.48
R2	175.53	175.53	174.29
R1	174.73	174.73	174.11	175.13
PP	173.54	173.54	173.54	173.74
S1	172.74	172.74	173.75	173.14
S2	171.55	171.55	173.57
S3	169.56	170.75	173.38
S4	167.57	168.76	172.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174.41	173.17	1.24	0.7%	0.77	0.4%	41%	True	False	653,671
10	174.41	172.24	2.17	1.2%	0.79	0.5%	66%	True	False	393,695
20	174.51	172.24	2.27	1.3%	0.70	0.4%	63%	False	False	203,343
40	175.08	172.24	2.84	1.6%	0.56	0.3%	51%	False	False	101,958

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	178.24
2.618	176.77
1.618	175.87
1.000	175.31
0.618	174.97
HIGH	174.41
0.618	174.07
0.500	173.96
0.382	173.85
LOW	173.51
0.618	172.95
1.000	172.61
1.618	172.05
2.618	171.15
4.250	169.69

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	173.96	173.96
PP	173.87	173.87
S1	173.77	173.77

Download as Excel Spreadsheet

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

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