Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 175.20 175.45 0.25 0.1% 174.94
High 175.41 175.73 0.32 0.2% 175.73
Low 175.10 175.25 0.15 0.1% 174.45
Close 175.33 175.53 0.20 0.1% 175.53
Range 0.31 0.48 0.17 54.8% 1.28
ATR 0.65 0.64 -0.01 -1.9% 0.00
Volume 522,083 512,288 -9,795 -1.9% 2,766,506
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.94 176.72 175.79
R3 176.46 176.24 175.66
R2 175.98 175.98 175.62
R1 175.76 175.76 175.57 175.87
PP 175.50 175.50 175.50 175.56
S1 175.28 175.28 175.49 175.39
S2 175.02 175.02 175.44
S3 174.54 174.80 175.40
S4 174.06 174.32 175.27
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 179.08 178.58 176.23
R3 177.80 177.30 175.88
R2 176.52 176.52 175.76
R1 176.02 176.02 175.65 176.27
PP 175.24 175.24 175.24 175.36
S1 174.74 174.74 175.41 174.99
S2 173.96 173.96 175.30
S3 172.68 173.46 175.18
S4 171.40 172.18 174.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.73 174.45 1.28 0.7% 0.52 0.3% 84% True False 553,301
10 176.46 173.66 2.80 1.6% 0.75 0.4% 67% False False 678,643
20 176.83 173.66 3.17 1.8% 0.69 0.4% 59% False False 662,033
40 176.83 173.66 3.17 1.8% 0.60 0.3% 59% False False 613,398
60 176.83 172.24 4.59 2.6% 0.61 0.3% 72% False False 578,731
80 176.83 172.24 4.59 2.6% 0.62 0.4% 72% False False 437,431
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177.77
2.618 176.99
1.618 176.51
1.000 176.21
0.618 176.03
HIGH 175.73
0.618 175.55
0.500 175.49
0.382 175.43
LOW 175.25
0.618 174.95
1.000 174.77
1.618 174.47
2.618 173.99
4.250 173.21
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 175.52 175.46
PP 175.50 175.39
S1 175.49 175.32

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

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