Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 174.94 175.28 0.34 0.2% 176.09
High 175.27 175.46 0.19 0.1% 176.46
Low 174.85 174.91 0.06 0.0% 173.66
Close 175.18 175.12 -0.06 0.0% 174.94
Range 0.42 0.55 0.13 31.0% 2.80
ATR 0.69 0.68 -0.01 -1.5% 0.00
Volume 528,184 526,036 -2,148 -0.4% 4,019,932
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.81 176.52 175.42
R3 176.26 175.97 175.27
R2 175.71 175.71 175.22
R1 175.42 175.42 175.17 175.29
PP 175.16 175.16 175.16 175.10
S1 174.87 174.87 175.07 174.74
S2 174.61 174.61 175.02
S3 174.06 174.32 174.97
S4 173.51 173.77 174.82
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
5 175.46 174.26 1.20 0.7% 0.58 0.3% 72% True False 582,332
10 176.65 173.66 2.99 1.7% 0.79 0.4% 49% False False 696,092
20 176.83 173.66 3.17 1.8% 0.71 0.4% 46% False False 668,555
40 176.83 173.66 3.17 1.8% 0.61 0.3% 46% False False 613,280
60 176.83 172.24 4.59 2.6% 0.63 0.4% 63% False False 563,673
80 176.83 172.24 4.59 2.6% 0.61 0.4% 63% False False 424,508
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177.80
2.618 176.90
1.618 176.35
1.000 176.01
0.618 175.80
HIGH 175.46
0.618 175.25
0.500 175.19
0.382 175.12
LOW 174.91
0.618 174.57
1.000 174.36
1.618 174.02
2.618 173.47
4.250 172.57
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 175.19 175.07
PP 175.16 175.01
S1 175.14 174.96

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

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