Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 174.08 174.56 0.48 0.3% 174.02
High 174.85 174.74 -0.11 -0.1% 174.45
Low 173.95 174.25 0.30 0.2% 173.74
Close 174.65 174.37 -0.28 -0.2% 174.07
Range 0.90 0.49 -0.41 -45.6% 0.71
ATR 0.68 0.67 -0.01 -2.0% 0.00
Volume 608,306 590,252 -18,054 -3.0% 2,449,446
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 175.92 175.64 174.64
R3 175.43 175.15 174.50
R2 174.94 174.94 174.46
R1 174.66 174.66 174.41 174.56
PP 174.45 174.45 174.45 174.40
S1 174.17 174.17 174.33 174.07
S2 173.96 173.96 174.28
S3 173.47 173.68 174.24
S4 172.98 173.19 174.10
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% 0.61 0.3% 57% False False 548,114
10 174.85 173.06 1.79 1.0% 0.61 0.3% 73% False False 538,640
20 174.85 172.24 2.61 1.5% 0.71 0.4% 82% False False 438,209
40 175.08 172.24 2.84 1.6% 0.62 0.4% 75% False False 221,374
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 176.82
2.618 176.02
1.618 175.53
1.000 175.23
0.618 175.04
HIGH 174.74
0.618 174.55
0.500 174.50
0.382 174.44
LOW 174.25
0.618 173.95
1.000 173.76
1.618 173.46
2.618 172.97
4.250 172.17
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 174.50 174.39
PP 174.45 174.38
S1 174.41 174.38

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

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