Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 176.01 176.10 0.09 0.1% 174.74
High 176.17 176.24 0.07 0.0% 176.29
Low 175.77 175.66 -0.11 -0.1% 174.60
Close 176.11 175.81 -0.30 -0.2% 176.07
Range 0.40 0.58 0.18 45.0% 1.69
ATR 0.54 0.55 0.00 0.5% 0.00
Volume 486,447 585,677 99,230 20.4% 2,662,627
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 177.64 177.31 176.13
R3 177.06 176.73 175.97
R2 176.48 176.48 175.92
R1 176.15 176.15 175.86 176.03
PP 175.90 175.90 175.90 175.84
S1 175.57 175.57 175.76 175.45
S2 175.32 175.32 175.70
S3 174.74 174.99 175.65
S4 174.16 174.41 175.49
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
5 176.29 175.04 1.25 0.7% 0.58 0.3% 62% False False 586,950
10 176.29 173.93 2.36 1.3% 0.51 0.3% 80% False False 540,122
20 176.29 173.93 2.36 1.3% 0.50 0.3% 80% False False 554,269
40 176.29 172.24 4.05 2.3% 0.60 0.3% 88% False False 496,239
60 176.29 172.24 4.05 2.3% 0.58 0.3% 88% False False 332,339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 178.71
2.618 177.76
1.618 177.18
1.000 176.82
0.618 176.60
HIGH 176.24
0.618 176.02
0.500 175.95
0.382 175.88
LOW 175.66
0.618 175.30
1.000 175.08
1.618 174.72
2.618 174.14
4.250 173.20
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 175.95 175.98
PP 175.90 175.92
S1 175.86 175.87

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

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