Euro Bund Future December 2020

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	174.63	175.15	0.52	0.3%	175.63
High	175.18	175.22	0.04	0.0%	175.72
Low	174.56	174.81	0.25	0.1%	174.37
Close	174.94	174.82	-0.12	-0.1%	174.82
Range	0.62	0.41	-0.21	-33.9%	1.35
ATR	0.59	0.58	-0.01	-2.2%	0.00
Volume	1,330,414	768,396	-562,018	-42.2%	5,189,620

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	176.18	175.91	175.05
R3	175.77	175.50	174.93
R2	175.36	175.36	174.90
R1	175.09	175.09	174.86	175.02
PP	174.95	174.95	174.95	174.92
S1	174.68	174.68	174.78	174.61
S2	174.54	174.54	174.74
S3	174.13	174.27	174.71
S4	173.72	173.86	174.59

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	179.02	178.27	175.56
R3	177.67	176.92	175.19
R2	176.32	176.32	175.07
R1	175.57	175.57	174.94	175.27
PP	174.97	174.97	174.97	174.82
S1	174.22	174.22	174.70	173.92
S2	173.62	173.62	174.57
S3	172.27	172.87	174.45
S4	170.92	171.52	174.08

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%	0.57	0.3%	33%	False	False	1,037,924
10	175.73	174.37	1.36	0.8%	0.49	0.3%	33%	False	False	764,391
20	176.49	173.66	2.83	1.6%	0.62	0.4%	41%	False	False	725,468
40	176.83	173.66	3.17	1.8%	0.59	0.3%	37%	False	False	660,366
60	176.83	173.54	3.29	1.9%	0.57	0.3%	39%	False	False	623,038
80	176.83	172.24	4.59	2.6%	0.60	0.3%	56%	False	False	526,289
100	176.83	172.24	4.59	2.6%	0.57	0.3%	56%	False	False	421,277

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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	176.96
2.618	176.29
1.618	175.88
1.000	175.63
0.618	175.47
HIGH	175.22
0.618	175.06
0.500	175.02
0.382	174.97
LOW	174.81
0.618	174.56
1.000	174.40
1.618	174.15
2.618	173.74
4.250	173.07

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	175.02	174.81
PP	174.95	174.80
S1	174.89	174.80

Download as Excel Spreadsheet

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

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