Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 176.29 175.71 -0.58 -0.3% 175.50
High 176.37 176.83 0.46 0.3% 176.44
Low 175.82 175.53 -0.29 -0.2% 175.10
Close 176.02 176.40 0.38 0.2% 176.15
Range 0.55 1.30 0.75 136.4% 1.34
ATR 0.55 0.60 0.05 9.8% 0.00
Volume 584,729 787,734 203,005 34.7% 3,342,925
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 180.15 179.58 177.12
R3 178.85 178.28 176.76
R2 177.55 177.55 176.64
R1 176.98 176.98 176.52 177.27
PP 176.25 176.25 176.25 176.40
S1 175.68 175.68 176.28 175.97
S2 174.95 174.95 176.16
S3 173.65 174.38 176.04
S4 172.35 173.08 175.69
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
5 176.83 175.53 1.30 0.7% 0.66 0.4% 67% True True 656,948
10 176.83 175.00 1.83 1.0% 0.63 0.4% 77% True False 641,018
20 176.83 174.04 2.79 1.6% 0.56 0.3% 85% True False 587,184
40 176.83 173.06 3.77 2.1% 0.55 0.3% 89% True False 573,062
60 176.83 172.24 4.59 2.6% 0.60 0.3% 91% True False 449,822
80 176.83 172.24 4.59 2.6% 0.56 0.3% 91% True False 337,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 86 trading days
Fibonacci Retracements and Extensions
4.250 182.36
2.618 180.23
1.618 178.93
1.000 178.13
0.618 177.63
HIGH 176.83
0.618 176.33
0.500 176.18
0.382 176.03
LOW 175.53
0.618 174.73
1.000 174.23
1.618 173.43
2.618 172.13
4.250 170.01
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 176.33 176.33
PP 176.25 176.25
S1 176.18 176.18

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

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