Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 172.89 172.96 0.07 0.0% 174.21
High 172.97 173.38 0.41 0.2% 174.72
Low 172.75 172.93 0.18 0.1% 172.45
Close 172.93 173.38 0.45 0.3% 172.93
Range 0.22 0.45 0.23 104.5% 2.27
ATR 0.58 0.57 -0.01 -1.6% 0.00
Volume 1,953 5,466 3,513 179.9% 45,849
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 174.58 174.43 173.63
R3 174.13 173.98 173.50
R2 173.68 173.68 173.46
R1 173.53 173.53 173.42 173.61
PP 173.23 173.23 173.23 173.27
S1 173.08 173.08 173.34 173.16
S2 172.78 172.78 173.30
S3 172.33 172.63 173.26
S4 171.88 172.18 173.13
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
5 174.64 172.45 2.19 1.3% 0.71 0.4% 42% False False 10,209
10 175.08 172.45 2.63 1.5% 0.65 0.4% 35% False False 5,395
20 175.08 172.45 2.63 1.5% 0.50 0.3% 35% False False 2,910
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 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 175.29
2.618 174.56
1.618 174.11
1.000 173.83
0.618 173.66
HIGH 173.38
0.618 173.21
0.500 173.16
0.382 173.10
LOW 172.93
0.618 172.65
1.000 172.48
1.618 172.20
2.618 171.75
4.250 171.02
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 173.31 173.28
PP 173.23 173.18
S1 173.16 173.08

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

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