Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 172.69 172.70 0.01 0.0% 174.34
High 172.94 173.34 0.40 0.2% 174.39
Low 172.38 172.35 -0.03 0.0% 172.24
Close 172.73 172.89 0.16 0.1% 172.84
Range 0.56 0.99 0.43 76.8% 2.15
ATR 0.64 0.66 0.03 4.0% 0.00
Volume 109,986 374,992 265,006 240.9% 238,654
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 175.83 175.35 173.43
R3 174.84 174.36 173.16
R2 173.85 173.85 173.07
R1 173.37 173.37 172.98 173.61
PP 172.86 172.86 172.86 172.98
S1 172.38 172.38 172.80 172.62
S2 171.87 171.87 172.71
S3 170.88 171.39 172.62
S4 169.89 170.40 172.35
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
5 173.71 172.24 1.47 0.9% 0.81 0.5% 44% False False 133,719
10 174.51 172.24 2.27 1.3% 0.71 0.4% 29% False False 75,092
20 174.93 172.24 2.69 1.6% 0.68 0.4% 24% False False 40,192
40 175.08 172.24 2.84 1.6% 0.51 0.3% 23% False False 20,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 177.55
2.618 175.93
1.618 174.94
1.000 174.33
0.618 173.95
HIGH 173.34
0.618 172.96
0.500 172.85
0.382 172.73
LOW 172.35
0.618 171.74
1.000 171.36
1.618 170.75
2.618 169.76
4.250 168.14
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 172.88 172.86
PP 172.86 172.82
S1 172.85 172.79

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

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