Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 174.88 175.07 0.19 0.1% 174.67
High 175.13 175.50 0.37 0.2% 174.90
Low 174.76 175.04 0.28 0.2% 173.93
Close 175.06 175.35 0.29 0.2% 174.68
Range 0.37 0.46 0.09 24.3% 0.97
ATR 0.53 0.53 -0.01 -1.0% 0.00
Volume 492,809 546,064 53,255 10.8% 2,862,571
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 176.68 176.47 175.60
R3 176.22 176.01 175.48
R2 175.76 175.76 175.43
R1 175.55 175.55 175.39 175.66
PP 175.30 175.30 175.30 175.35
S1 175.09 175.09 175.31 175.20
S2 174.84 174.84 175.27
S3 174.38 174.63 175.22
S4 173.92 174.17 175.10
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 177.41 177.02 175.21
R3 176.44 176.05 174.95
R2 175.47 175.47 174.86
R1 175.08 175.08 174.77 175.28
PP 174.50 174.50 174.50 174.60
S1 174.11 174.11 174.59 174.31
S2 173.53 173.53 174.50
S3 172.56 173.14 174.41
S4 171.59 172.17 174.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.50 174.04 1.46 0.8% 0.40 0.2% 90% True False 459,115
10 175.50 173.93 1.57 0.9% 0.48 0.3% 90% True False 544,994
20 175.50 173.74 1.76 1.0% 0.51 0.3% 91% True False 549,052
40 175.50 172.24 3.26 1.9% 0.59 0.3% 95% True False 437,342
60 175.50 172.24 3.26 1.9% 0.57 0.3% 95% True False 292,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 177.46
2.618 176.70
1.618 176.24
1.000 175.96
0.618 175.78
HIGH 175.50
0.618 175.32
0.500 175.27
0.382 175.22
LOW 175.04
0.618 174.76
1.000 174.58
1.618 174.30
2.618 173.84
4.250 173.09
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 175.32 175.25
PP 175.30 175.15
S1 175.27 175.05

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

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