Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 174.94 174.94 0.00 0.0% 176.09
High 175.29 175.27 -0.02 0.0% 176.46
Low 174.45 174.85 0.40 0.2% 173.66
Close 174.93 175.18 0.25 0.1% 174.94
Range 0.84 0.42 -0.42 -50.0% 2.80
ATR 0.71 0.69 -0.02 -2.9% 0.00
Volume 677,915 528,184 -149,731 -22.1% 4,019,932
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.36 176.19 175.41
R3 175.94 175.77 175.30
R2 175.52 175.52 175.26
R1 175.35 175.35 175.22 175.44
PP 175.10 175.10 175.10 175.14
S1 174.93 174.93 175.14 175.02
S2 174.68 174.68 175.10
S3 174.26 174.51 175.06
S4 173.84 174.09 174.95
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% 0.64 0.4% 93% False False 607,900
10 176.83 173.66 3.17 1.8% 0.86 0.5% 48% False False 722,262
20 176.83 173.66 3.17 1.8% 0.71 0.4% 48% False False 674,715
40 176.83 173.66 3.17 1.8% 0.60 0.3% 48% False False 614,492
60 176.83 172.24 4.59 2.6% 0.64 0.4% 64% False False 555,731
80 176.83 172.24 4.59 2.6% 0.61 0.3% 64% False False 417,933
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177.06
2.618 176.37
1.618 175.95
1.000 175.69
0.618 175.53
HIGH 175.27
0.618 175.11
0.500 175.06
0.382 175.01
LOW 174.85
0.618 174.59
1.000 174.43
1.618 174.17
2.618 173.75
4.250 173.07
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 175.14 175.08
PP 175.10 174.97
S1 175.06 174.87

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

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