Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 173.65 173.77 0.12 0.1% 174.21
High 174.00 174.31 0.31 0.2% 174.72
Low 173.60 173.70 0.10 0.1% 172.45
Close 173.72 174.10 0.38 0.2% 172.93
Range 0.40 0.61 0.21 52.5% 2.27
ATR 0.55 0.55 0.00 0.9% 0.00
Volume 4,224 16,557 12,333 292.0% 45,849
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 175.87 175.59 174.44
R3 175.26 174.98 174.27
R2 174.65 174.65 174.21
R1 174.37 174.37 174.16 174.51
PP 174.04 174.04 174.04 174.11
S1 173.76 173.76 174.04 173.90
S2 173.43 173.43 173.99
S3 172.82 173.15 173.93
S4 172.21 172.54 173.76
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
5 174.31 172.75 1.56 0.9% 0.41 0.2% 87% True False 5,785
10 174.75 172.45 2.30 1.3% 0.60 0.3% 72% False False 7,297
20 175.08 172.45 2.63 1.5% 0.55 0.3% 63% False False 3,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 176.90
2.618 175.91
1.618 175.30
1.000 174.92
0.618 174.69
HIGH 174.31
0.618 174.08
0.500 174.01
0.382 173.93
LOW 173.70
0.618 173.32
1.000 173.09
1.618 172.71
2.618 172.10
4.250 171.11
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 174.07 174.00
PP 174.04 173.89
S1 174.01 173.79

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

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