Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	174.27	174.58	0.31	0.2%	174.08
High	174.70	174.68	-0.02	0.0%	174.85
Low	174.16	174.31	0.15	0.1%	173.95
Close	174.67	174.62	-0.05	0.0%	174.67
Range	0.54	0.37	-0.17	-31.5%	0.90
ATR	0.63	0.62	-0.02	-3.0%	0.00
Volume	472,462	427,860	-44,602	-9.4%	2,802,717

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	175.65	175.50	174.82
R3	175.28	175.13	174.72
R2	174.91	174.91	174.69
R1	174.76	174.76	174.65	174.84
PP	174.54	174.54	174.54	174.57
S1	174.39	174.39	174.59	174.47
S2	174.17	174.17	174.55
S3	173.80	174.02	174.52
S4	173.43	173.65	174.42

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	177.19	176.83	175.17
R3	176.29	175.93	174.92
R2	175.39	175.39	174.84
R1	175.03	175.03	174.75	175.21
PP	174.49	174.49	174.49	174.58
S1	174.13	174.13	174.59	174.31
S2	173.59	173.59	174.51
S3	172.69	173.23	174.42
S4	171.79	172.33	174.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174.74	174.16	0.58	0.3%	0.47	0.3%	79%	False	False	524,454
10	174.85	173.74	1.11	0.6%	0.53	0.3%	79%	False	False	524,641
20	174.85	172.35	2.50	1.4%	0.62	0.4%	91%	False	False	528,152
40	175.08	172.24	2.84	1.6%	0.63	0.4%	84%	False	False	272,111

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	176.25
2.618	175.65
1.618	175.28
1.000	175.05
0.618	174.91
HIGH	174.68
0.618	174.54
0.500	174.50
0.382	174.45
LOW	174.31
0.618	174.08
1.000	173.94
1.618	173.71
2.618	173.34
4.250	172.74

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	174.58	174.56
PP	174.54	174.50
S1	174.50	174.44

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

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