Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 174.02 174.05 0.03 0.0% 173.71
High 174.32 174.15 -0.17 -0.1% 174.41
Low 173.91 173.78 -0.13 -0.1% 173.06
Close 174.00 174.00 0.00 0.0% 173.96
Range 0.41 0.37 -0.04 -9.8% 1.35
ATR 0.72 0.69 -0.02 -3.4% 0.00
Volume 433,609 473,821 40,212 9.3% 2,360,675
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 175.09 174.91 174.20
R3 174.72 174.54 174.10
R2 174.35 174.35 174.07
R1 174.17 174.17 174.03 174.08
PP 173.98 173.98 173.98 173.93
S1 173.80 173.80 173.97 173.71
S2 173.61 173.61 173.93
S3 173.24 173.43 173.90
S4 172.87 173.06 173.80
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% 0.61 0.3% 70% False False 529,165
10 174.41 172.35 2.06 1.2% 0.70 0.4% 80% False False 568,046
20 174.51 172.24 2.27 1.3% 0.68 0.4% 78% False False 302,856
40 175.08 172.24 2.84 1.6% 0.59 0.3% 62% False False 152,883
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 175.72
2.618 175.12
1.618 174.75
1.000 174.52
0.618 174.38
HIGH 174.15
0.618 174.01
0.500 173.97
0.382 173.92
LOW 173.78
0.618 173.55
1.000 173.41
1.618 173.18
2.618 172.81
4.250 172.21
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 173.99 173.98
PP 173.98 173.95
S1 173.97 173.93

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.