Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 175.32 174.56 -0.76 -0.4% 175.70
High 175.45 174.69 -0.76 -0.4% 175.71
Low 174.47 174.37 -0.10 -0.1% 174.96
Close 174.56 174.48 -0.08 0.0% 175.50
Range 0.98 0.32 -0.66 -67.3% 0.75
ATR 0.60 0.58 -0.02 -3.4% 0.00
Volume 1,186,624 1,159,422 -27,202 -2.3% 1,942,009
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 175.47 175.30 174.66
R3 175.15 174.98 174.57
R2 174.83 174.83 174.54
R1 174.66 174.66 174.51 174.59
PP 174.51 174.51 174.51 174.48
S1 174.34 174.34 174.45 174.27
S2 174.19 174.19 174.42
S3 173.87 174.02 174.39
S4 173.55 173.70 174.30
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
5 175.72 174.37 1.35 0.8% 0.51 0.3% 8% False True 791,837
10 175.73 174.37 1.36 0.8% 0.47 0.3% 8% False True 659,322
20 176.83 173.66 3.17 1.8% 0.66 0.4% 26% False False 690,792
40 176.83 173.66 3.17 1.8% 0.60 0.3% 26% False False 637,219
60 176.83 173.06 3.77 2.2% 0.58 0.3% 38% False False 609,322
80 176.83 172.24 4.59 2.6% 0.61 0.4% 49% False False 500,271
100 176.83 172.24 4.59 2.6% 0.57 0.3% 49% False False 400,290
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 176.05
2.618 175.53
1.618 175.21
1.000 175.01
0.618 174.89
HIGH 174.69
0.618 174.57
0.500 174.53
0.382 174.49
LOW 174.37
0.618 174.17
1.000 174.05
1.618 173.85
2.618 173.53
4.250 173.01
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 174.53 175.05
PP 174.51 174.86
S1 174.50 174.67

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

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