Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 174.63 174.81 0.18 0.1% 174.08
High 174.90 174.95 0.05 0.0% 174.85
Low 174.58 174.34 -0.24 -0.1% 173.95
Close 174.87 174.52 -0.35 -0.2% 174.67
Range 0.32 0.61 0.29 90.6% 0.90
ATR 0.59 0.60 0.00 0.2% 0.00
Volume 500,463 714,272 213,809 42.7% 2,802,717
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 176.43 176.09 174.86
R3 175.82 175.48 174.69
R2 175.21 175.21 174.63
R1 174.87 174.87 174.58 174.74
PP 174.60 174.60 174.60 174.54
S1 174.26 174.26 174.46 174.13
S2 173.99 173.99 174.41
S3 173.38 173.65 174.35
S4 172.77 173.04 174.18
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
5 174.95 174.16 0.79 0.5% 0.47 0.3% 46% True False 534,443
10 174.95 173.74 1.21 0.7% 0.54 0.3% 64% True False 553,109
20 174.95 173.06 1.89 1.1% 0.59 0.3% 77% True False 564,640
40 174.95 172.24 2.71 1.6% 0.64 0.4% 84% True False 302,416
60 175.08 172.24 2.84 1.6% 0.54 0.3% 80% False False 201,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 177.54
2.618 176.55
1.618 175.94
1.000 175.56
0.618 175.33
HIGH 174.95
0.618 174.72
0.500 174.65
0.382 174.57
LOW 174.34
0.618 173.96
1.000 173.73
1.618 173.35
2.618 172.74
4.250 171.75
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 174.65 174.63
PP 174.60 174.59
S1 174.56 174.56

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

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