Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 174.38 174.43 0.05 0.0% 174.02
High 174.64 174.72 0.08 0.0% 174.45
Low 174.19 174.22 0.03 0.0% 173.74
Close 174.21 174.44 0.23 0.1% 174.07
Range 0.45 0.50 0.05 11.1% 0.71
ATR 0.65 0.64 -0.01 -1.5% 0.00
Volume 574,539 557,158 -17,381 -3.0% 2,449,446
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 175.96 175.70 174.72
R3 175.46 175.20 174.58
R2 174.96 174.96 174.53
R1 174.70 174.70 174.49 174.83
PP 174.46 174.46 174.46 174.53
S1 174.20 174.20 174.39 174.33
S2 173.96 173.96 174.35
S3 173.46 173.70 174.30
S4 172.96 173.20 174.17
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
5 174.85 173.93 0.92 0.5% 0.57 0.3% 55% False False 553,754
10 174.85 173.54 1.31 0.8% 0.53 0.3% 69% False False 524,228
20 174.85 172.24 2.61 1.5% 0.68 0.4% 84% False False 490,377
40 175.08 172.24 2.84 1.6% 0.63 0.4% 77% False False 249,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 176.85
2.618 176.03
1.618 175.53
1.000 175.22
0.618 175.03
HIGH 174.72
0.618 174.53
0.500 174.47
0.382 174.41
LOW 174.22
0.618 173.91
1.000 173.72
1.618 173.41
2.618 172.91
4.250 172.10
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 174.47 174.47
PP 174.46 174.46
S1 174.45 174.45

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

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