Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 174.07 174.08 0.01 0.0% 174.02
High 174.43 174.85 0.42 0.2% 174.45
Low 173.93 173.95 0.02 0.0% 173.74
Close 174.07 174.65 0.58 0.3% 174.07
Range 0.50 0.90 0.40 80.0% 0.71
ATR 0.66 0.68 0.02 2.5% 0.00
Volume 438,515 608,306 169,791 38.7% 2,449,446
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 177.18 176.82 175.15
R3 176.28 175.92 174.90
R2 175.38 175.38 174.82
R1 175.02 175.02 174.73 175.20
PP 174.48 174.48 174.48 174.58
S1 174.12 174.12 174.57 174.30
S2 173.58 173.58 174.49
S3 172.68 173.22 174.40
S4 171.78 172.32 174.16
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 176.22 175.85 174.46
R3 175.51 175.14 174.27
R2 174.80 174.80 174.20
R1 174.43 174.43 174.14 174.62
PP 174.09 174.09 174.09 174.18
S1 173.72 173.72 174.00 173.91
S2 173.38 173.38 173.94
S3 172.67 173.01 173.87
S4 171.96 172.30 173.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174.85 173.74 1.11 0.6% 0.59 0.3% 82% True False 524,828
10 174.85 173.06 1.79 1.0% 0.64 0.4% 89% True False 541,842
20 174.85 172.24 2.61 1.5% 0.71 0.4% 92% True False 408,971
40 175.08 172.24 2.84 1.6% 0.62 0.4% 85% False False 206,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 178.68
2.618 177.21
1.618 176.31
1.000 175.75
0.618 175.41
HIGH 174.85
0.618 174.51
0.500 174.40
0.382 174.29
LOW 173.95
0.618 173.39
1.000 173.05
1.618 172.49
2.618 171.59
4.250 170.13
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 174.57 174.53
PP 174.48 174.41
S1 174.40 174.30

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

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