Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 175.37 175.82 0.45 0.3% 174.74
High 176.28 176.29 0.01 0.0% 176.29
Low 175.35 175.77 0.42 0.2% 174.60
Close 175.90 176.07 0.17 0.1% 176.07
Range 0.93 0.52 -0.41 -44.1% 1.69
ATR 0.56 0.56 0.00 -0.5% 0.00
Volume 836,969 479,596 -357,373 -42.7% 2,662,627
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 177.60 177.36 176.36
R3 177.08 176.84 176.21
R2 176.56 176.56 176.17
R1 176.32 176.32 176.12 176.44
PP 176.04 176.04 176.04 176.11
S1 175.80 175.80 176.02 175.92
S2 175.52 175.52 175.97
S3 175.00 175.28 175.93
S4 174.48 174.76 175.78
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 180.72 180.09 177.00
R3 179.03 178.40 176.53
R2 177.34 177.34 176.38
R1 176.71 176.71 176.22 177.03
PP 175.65 175.65 175.65 175.81
S1 175.02 175.02 175.92 175.34
S2 173.96 173.96 175.76
S3 172.27 173.33 175.61
S4 170.58 171.64 175.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176.29 174.60 1.69 1.0% 0.51 0.3% 87% True False 532,525
10 176.29 173.93 2.36 1.3% 0.54 0.3% 91% True False 552,519
20 176.29 173.93 2.36 1.3% 0.52 0.3% 91% True False 560,591
40 176.29 172.24 4.05 2.3% 0.61 0.3% 95% True False 469,736
60 176.29 172.24 4.05 2.3% 0.59 0.3% 95% True False 314,476
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178.50
2.618 177.65
1.618 177.13
1.000 176.81
0.618 176.61
HIGH 176.29
0.618 176.09
0.500 176.03
0.382 175.97
LOW 175.77
0.618 175.45
1.000 175.25
1.618 174.93
2.618 174.41
4.250 173.56
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 176.06 175.94
PP 176.04 175.80
S1 176.03 175.67

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

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