Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	173.61	173.66	0.05	0.0%	173.71
High	173.91	174.04	0.13	0.1%	174.41
Low	173.06	173.54	0.48	0.3%	173.06
Close	173.11	173.96	0.85	0.5%	173.96
Range	0.85	0.50	-0.35	-41.2%	1.35
ATR	0.72	0.74	0.01	2.0%	0.00
Volume	667,105	462,581	-204,524	-30.7%	2,360,675

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	175.35	175.15	174.24
R3	174.85	174.65	174.10
R2	174.35	174.35	174.05
R1	174.15	174.15	174.01	174.25
PP	173.85	173.85	173.85	173.90
S1	173.65	173.65	173.91	173.75
S2	173.35	173.35	173.87
S3	172.85	173.15	173.82
S4	172.35	172.65	173.69

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	177.86	177.26	174.70
R3	176.51	175.91	174.33
R2	175.16	175.16	174.21
R1	174.56	174.56	174.08	174.86
PP	173.81	173.81	173.81	173.96
S1	173.21	173.21	173.84	173.51
S2	172.46	172.46	173.71
S3	171.11	171.86	173.59
S4	169.76	170.51	173.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174.41	173.06	1.35	0.8%	0.74	0.4%	67%	False	False	597,562
10	174.41	172.24	2.17	1.2%	0.75	0.4%	79%	False	False	493,574
20	174.51	172.24	2.27	1.3%	0.67	0.4%	76%	False	False	257,856
40	175.08	172.24	2.84	1.6%	0.59	0.3%	61%	False	False	130,198

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.18
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	176.17
2.618	175.35
1.618	174.85
1.000	174.54
0.618	174.35
HIGH	174.04
0.618	173.85
0.500	173.79
0.382	173.73
LOW	173.54
0.618	173.23
1.000	173.04
1.618	172.73
2.618	172.23
4.250	171.42

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	173.90	173.89
PP	173.85	173.81
S1	173.79	173.74

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

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