Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 174.91 174.94 0.03 0.0% 176.09
High 175.17 175.29 0.12 0.1% 176.46
Low 174.78 174.45 -0.33 -0.2% 173.66
Close 174.94 174.93 -0.01 0.0% 174.94
Range 0.39 0.84 0.45 115.4% 2.80
ATR 0.70 0.71 0.01 1.4% 0.00
Volume 512,706 677,915 165,209 32.2% 4,019,932
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 177.41 177.01 175.39
R3 176.57 176.17 175.16
R2 175.73 175.73 175.08
R1 175.33 175.33 175.01 175.11
PP 174.89 174.89 174.89 174.78
S1 174.49 174.49 174.85 174.27
S2 174.05 174.05 174.78
S3 173.21 173.65 174.70
S4 172.37 172.81 174.47
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 183.42 181.98 176.48
R3 180.62 179.18 175.71
R2 177.82 177.82 175.45
R1 176.38 176.38 175.20 175.70
PP 175.02 175.02 175.02 174.68
S1 173.58 173.58 174.68 172.90
S2 172.22 172.22 174.43
S3 169.42 170.78 174.17
S4 166.62 167.98 173.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.29 173.66 1.63 0.9% 0.70 0.4% 78% True False 701,408
10 176.83 173.66 3.17 1.8% 0.87 0.5% 40% False False 727,916
20 176.83 173.66 3.17 1.8% 0.71 0.4% 40% False False 677,590
40 176.83 173.66 3.17 1.8% 0.61 0.3% 40% False False 616,044
60 176.83 172.24 4.59 2.6% 0.64 0.4% 59% False False 547,020
80 176.83 172.24 4.59 2.6% 0.61 0.4% 59% False False 411,334
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 178.86
2.618 177.49
1.618 176.65
1.000 176.13
0.618 175.81
HIGH 175.29
0.618 174.97
0.500 174.87
0.382 174.77
LOW 174.45
0.618 173.93
1.000 173.61
1.618 173.09
2.618 172.25
4.250 170.88
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 174.91 174.88
PP 174.89 174.83
S1 174.87 174.78

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

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