Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 173.69 172.89 -0.80 -0.5% 174.21
High 173.70 172.97 -0.73 -0.4% 174.72
Low 172.45 172.75 0.30 0.2% 172.45
Close 172.72 172.93 0.21 0.1% 172.93
Range 1.25 0.22 -1.03 -82.4% 2.27
ATR 0.60 0.58 -0.03 -4.2% 0.00
Volume 26,308 1,953 -24,355 -92.6% 45,849
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 173.54 173.46 173.05
R3 173.32 173.24 172.99
R2 173.10 173.10 172.97
R1 173.02 173.02 172.95 173.06
PP 172.88 172.88 172.88 172.91
S1 172.80 172.80 172.91 172.84
S2 172.66 172.66 172.89
S3 172.44 172.58 172.87
S4 172.22 172.36 172.81
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 180.18 178.82 174.18
R3 177.91 176.55 173.55
R2 175.64 175.64 173.35
R1 174.28 174.28 173.14 173.83
PP 173.37 173.37 173.37 173.14
S1 172.01 172.01 172.72 171.56
S2 171.10 171.10 172.51
S3 168.83 169.74 172.31
S4 166.56 167.47 171.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174.72 172.45 2.27 1.3% 0.73 0.4% 21% False False 9,169
10 175.08 172.45 2.63 1.5% 0.63 0.4% 18% False False 4,927
20 175.08 172.45 2.63 1.5% 0.50 0.3% 18% False False 2,637
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 173.91
2.618 173.55
1.618 173.33
1.000 173.19
0.618 173.11
HIGH 172.97
0.618 172.89
0.500 172.86
0.382 172.83
LOW 172.75
0.618 172.61
1.000 172.53
1.618 172.39
2.618 172.17
4.250 171.82
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 172.91 173.16
PP 172.88 173.08
S1 172.86 173.01

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

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