Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 173.04 172.50 -0.54 -0.3% 174.34
High 173.71 172.97 -0.74 -0.4% 174.39
Low 172.45 172.24 -0.21 -0.1% 172.24
Close 172.60 172.84 0.24 0.1% 172.84
Range 1.26 0.73 -0.53 -42.1% 2.15
ATR 0.64 0.64 0.01 1.1% 0.00
Volume 92,095 52,726 -39,369 -42.7% 238,654
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 174.87 174.59 173.24
R3 174.14 173.86 173.04
R2 173.41 173.41 172.97
R1 173.13 173.13 172.91 173.27
PP 172.68 172.68 172.68 172.76
S1 172.40 172.40 172.77 172.54
S2 171.95 171.95 172.71
S3 171.22 171.67 172.64
S4 170.49 170.94 172.44
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 179.61 178.37 174.02
R3 177.46 176.22 173.43
R2 175.31 175.31 173.23
R1 174.07 174.07 173.04 173.62
PP 173.16 173.16 173.16 172.93
S1 171.92 171.92 172.64 171.47
S2 171.01 171.01 172.45
S3 168.86 169.77 172.25
S4 166.71 167.62 171.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174.39 172.24 2.15 1.2% 0.81 0.5% 28% False True 47,730
10 174.51 172.24 2.27 1.3% 0.64 0.4% 26% False True 27,214
20 175.08 172.24 2.84 1.6% 0.64 0.4% 21% False True 16,070
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176.07
2.618 174.88
1.618 174.15
1.000 173.70
0.618 173.42
HIGH 172.97
0.618 172.69
0.500 172.61
0.382 172.52
LOW 172.24
0.618 171.79
1.000 171.51
1.618 171.06
2.618 170.33
4.250 169.14
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 172.76 172.98
PP 172.68 172.93
S1 172.61 172.89

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

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