Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 176.10 175.67 -0.43 -0.2% 174.74
High 176.24 175.86 -0.38 -0.2% 176.29
Low 175.66 175.34 -0.32 -0.2% 174.60
Close 175.81 175.71 -0.10 -0.1% 176.07
Range 0.58 0.52 -0.06 -10.3% 1.69
ATR 0.55 0.54 0.00 -0.3% 0.00
Volume 585,677 649,237 63,560 10.9% 2,662,627
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 177.20 176.97 176.00
R3 176.68 176.45 175.85
R2 176.16 176.16 175.81
R1 175.93 175.93 175.76 176.05
PP 175.64 175.64 175.64 175.69
S1 175.41 175.41 175.66 175.53
S2 175.12 175.12 175.61
S3 174.60 174.89 175.57
S4 174.08 174.37 175.42
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
5 176.29 175.34 0.95 0.5% 0.59 0.3% 39% False True 607,585
10 176.29 174.04 2.25 1.3% 0.50 0.3% 74% False False 533,350
20 176.29 173.93 2.36 1.3% 0.51 0.3% 75% False False 558,004
40 176.29 172.24 4.05 2.3% 0.59 0.3% 86% False False 511,231
60 176.29 172.24 4.05 2.3% 0.58 0.3% 86% False False 343,159
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178.07
2.618 177.22
1.618 176.70
1.000 176.38
0.618 176.18
HIGH 175.86
0.618 175.66
0.500 175.60
0.382 175.54
LOW 175.34
0.618 175.02
1.000 174.82
1.618 174.50
2.618 173.98
4.250 173.13
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 175.67 175.79
PP 175.64 175.76
S1 175.60 175.74

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

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