Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 174.54 174.01 -0.53 -0.3% 176.25
High 174.63 174.50 -0.13 -0.1% 176.83
Low 173.92 173.66 -0.26 -0.1% 175.53
Close 174.02 174.30 0.28 0.2% 176.03
Range 0.71 0.84 0.13 18.3% 1.30
ATR 0.71 0.72 0.01 1.3% 0.00
Volume 995,727 653,875 -341,852 -34.3% 3,111,316
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.67 176.33 174.76
R3 175.83 175.49 174.53
R2 174.99 174.99 174.45
R1 174.65 174.65 174.38 174.82
PP 174.15 174.15 174.15 174.24
S1 173.81 173.81 174.22 173.98
S2 173.31 173.31 174.15
S3 172.47 172.97 174.07
S4 171.63 172.13 173.84
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 180.03 179.33 176.75
R3 178.73 178.03 176.39
R2 177.43 177.43 176.27
R1 176.73 176.73 176.15 176.43
PP 176.13 176.13 176.13 175.98
S1 175.43 175.43 175.91 175.13
S2 174.83 174.83 175.79
S3 173.53 174.13 175.67
S4 172.23 172.83 175.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176.65 173.66 2.99 1.7% 0.99 0.6% 21% False True 809,852
10 176.83 173.66 3.17 1.8% 0.83 0.5% 20% False True 733,400
20 176.83 173.66 3.17 1.8% 0.71 0.4% 20% False True 674,868
40 176.83 173.66 3.17 1.8% 0.61 0.3% 20% False True 611,960
60 176.83 172.24 4.59 2.6% 0.63 0.4% 45% False False 516,517
80 176.83 172.24 4.59 2.6% 0.60 0.3% 45% False False 388,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178.07
2.618 176.70
1.618 175.86
1.000 175.34
0.618 175.02
HIGH 174.50
0.618 174.18
0.500 174.08
0.382 173.98
LOW 173.66
0.618 173.14
1.000 172.82
1.618 172.30
2.618 171.46
4.250 170.09
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 174.23 175.06
PP 174.15 174.81
S1 174.08 174.55

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

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