Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 176.25 176.29 0.04 0.0% 175.50
High 176.36 176.37 0.01 0.0% 176.44
Low 175.90 175.82 -0.08 0.0% 175.10
Close 176.24 176.02 -0.22 -0.1% 176.15
Range 0.46 0.55 0.09 19.6% 1.34
ATR 0.55 0.55 0.00 0.0% 0.00
Volume 529,997 584,729 54,732 10.3% 3,342,925
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 177.72 177.42 176.32
R3 177.17 176.87 176.17
R2 176.62 176.62 176.12
R1 176.32 176.32 176.07 176.20
PP 176.07 176.07 176.07 176.01
S1 175.77 175.77 175.97 175.65
S2 175.52 175.52 175.92
S3 174.97 175.22 175.87
S4 174.42 174.67 175.72
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 179.92 179.37 176.89
R3 178.58 178.03 176.52
R2 177.24 177.24 176.40
R1 176.69 176.69 176.27 176.97
PP 175.90 175.90 175.90 176.03
S1 175.35 175.35 176.03 175.63
S2 174.56 174.56 175.90
S3 173.22 174.01 175.78
S4 171.88 172.67 175.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176.44 175.82 0.62 0.4% 0.50 0.3% 32% False True 658,042
10 176.44 175.00 1.44 0.8% 0.55 0.3% 71% False False 627,169
20 176.44 173.93 2.51 1.4% 0.53 0.3% 83% False False 583,645
40 176.44 173.06 3.38 1.9% 0.54 0.3% 88% False False 568,587
60 176.44 172.24 4.20 2.4% 0.59 0.3% 90% False False 436,763
80 176.44 172.24 4.20 2.4% 0.54 0.3% 90% False False 327,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 178.71
2.618 177.81
1.618 177.26
1.000 176.92
0.618 176.71
HIGH 176.37
0.618 176.16
0.500 176.10
0.382 176.03
LOW 175.82
0.618 175.48
1.000 175.27
1.618 174.93
2.618 174.38
4.250 173.48
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 176.10 176.10
PP 176.07 176.07
S1 176.05 176.05

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

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