Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 173.93 174.13 0.20 0.1% 172.69
High 174.34 174.19 -0.15 -0.1% 174.34
Low 173.65 173.51 -0.14 -0.1% 172.35
Close 174.23 173.93 -0.30 -0.2% 173.93
Range 0.69 0.68 -0.01 -1.4% 1.99
ATR 0.69 0.69 0.00 0.3% 0.00
Volume 805,235 627,137 -178,098 -22.1% 2,522,347
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 175.92 175.60 174.30
R3 175.24 174.92 174.12
R2 174.56 174.56 174.05
R1 174.24 174.24 173.99 174.06
PP 173.88 173.88 173.88 173.79
S1 173.56 173.56 173.87 173.38
S2 173.20 173.20 173.81
S3 172.52 172.88 173.74
S4 171.84 172.20 173.56
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 179.51 178.71 175.02
R3 177.52 176.72 174.48
R2 175.53 175.53 174.29
R1 174.73 174.73 174.11 175.13
PP 173.54 173.54 173.54 173.74
S1 172.74 172.74 173.75 173.14
S2 171.55 171.55 173.57
S3 169.56 170.75 173.38
S4 167.57 168.76 172.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174.34 172.35 1.99 1.1% 0.74 0.4% 79% False False 504,469
10 174.39 172.24 2.15 1.2% 0.78 0.4% 79% False False 276,100
20 174.72 172.24 2.48 1.4% 0.69 0.4% 68% False False 142,017
40 175.08 172.24 2.84 1.6% 0.54 0.3% 60% False False 71,187
Crabel Price Patterns
NR True
NR4 True
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 177.08
2.618 175.97
1.618 175.29
1.000 174.87
0.618 174.61
HIGH 174.19
0.618 173.93
0.500 173.85
0.382 173.77
LOW 173.51
0.618 173.09
1.000 172.83
1.618 172.41
2.618 171.73
4.250 170.62
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 173.90 173.87
PP 173.88 173.81
S1 173.85 173.76

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

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