Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 175.59 175.63 0.04 0.0% 175.70
High 175.65 175.72 0.07 0.0% 175.71
Low 175.41 175.21 -0.20 -0.1% 174.96
Close 175.50 175.25 -0.25 -0.1% 175.50
Range 0.24 0.51 0.27 112.5% 0.75
ATR 0.58 0.58 -0.01 -0.9% 0.00
Volume 360,715 744,764 384,049 106.5% 1,942,009
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.92 176.60 175.53
R3 176.41 176.09 175.39
R2 175.90 175.90 175.34
R1 175.58 175.58 175.30 175.49
PP 175.39 175.39 175.39 175.35
S1 175.07 175.07 175.20 174.98
S2 174.88 174.88 175.16
S3 174.37 174.56 175.11
S4 173.86 174.05 174.97
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 177.64 177.32 175.91
R3 176.89 176.57 175.71
R2 176.14 176.14 175.64
R1 175.82 175.82 175.57 175.61
PP 175.39 175.39 175.39 175.28
S1 175.07 175.07 175.43 174.86
S2 174.64 174.64 175.36
S3 173.89 174.32 175.29
S4 173.14 173.57 175.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.72 174.96 0.76 0.4% 0.41 0.2% 38% True False 537,354
10 175.73 174.45 1.28 0.7% 0.47 0.3% 63% False False 545,327
20 176.83 173.66 3.17 1.8% 0.65 0.4% 50% False False 629,226
40 176.83 173.66 3.17 1.8% 0.60 0.3% 50% False False 608,470
60 176.83 173.06 3.77 2.2% 0.58 0.3% 58% False False 591,045
80 176.83 172.24 4.59 2.6% 0.61 0.3% 66% False False 470,950
100 176.83 172.24 4.59 2.6% 0.57 0.3% 66% False False 376,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 177.89
2.618 177.06
1.618 176.55
1.000 176.23
0.618 176.04
HIGH 175.72
0.618 175.53
0.500 175.47
0.382 175.40
LOW 175.21
0.618 174.89
1.000 174.70
1.618 174.38
2.618 173.87
4.250 173.04
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 175.47 175.34
PP 175.39 175.31
S1 175.32 175.28

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

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