Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 174.67 174.18 -0.49 -0.3% 174.58
High 174.90 174.65 -0.25 -0.1% 174.97
Low 174.19 174.15 -0.04 0.0% 174.17
Close 174.42 174.27 -0.15 -0.1% 174.66
Range 0.71 0.50 -0.21 -29.6% 0.80
ATR 0.59 0.58 -0.01 -1.0% 0.00
Volume 530,283 665,813 135,530 25.6% 2,883,911
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 175.86 175.56 174.55
R3 175.36 175.06 174.41
R2 174.86 174.86 174.36
R1 174.56 174.56 174.32 174.71
PP 174.36 174.36 174.36 174.43
S1 174.06 174.06 174.22 174.21
S2 173.86 173.86 174.18
S3 173.36 173.56 174.13
S4 172.86 173.06 174.00
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 177.00 176.63 175.10
R3 176.20 175.83 174.88
R2 175.40 175.40 174.81
R1 175.03 175.03 174.73 175.22
PP 174.60 174.60 174.60 174.69
S1 174.23 174.23 174.59 174.42
S2 173.80 173.80 174.51
S3 173.00 173.43 174.44
S4 172.20 172.63 174.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174.97 174.15 0.82 0.5% 0.55 0.3% 15% False True 630,336
10 174.97 174.15 0.82 0.5% 0.49 0.3% 15% False True 568,416
20 174.97 173.06 1.91 1.1% 0.55 0.3% 63% False False 553,528
40 174.97 172.24 2.73 1.6% 0.63 0.4% 74% False False 363,322
60 175.08 172.24 2.84 1.6% 0.54 0.3% 71% False False 242,338
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176.78
2.618 175.96
1.618 175.46
1.000 175.15
0.618 174.96
HIGH 174.65
0.618 174.46
0.500 174.40
0.382 174.34
LOW 174.15
0.618 173.84
1.000 173.65
1.618 173.34
2.618 172.84
4.250 172.03
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 174.40 174.56
PP 174.36 174.46
S1 174.31 174.37

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

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