Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 174.12 174.05 -0.07 0.0% 173.71
High 174.29 174.45 0.16 0.1% 174.41
Low 173.84 173.74 -0.10 -0.1% 173.06
Close 173.92 174.26 0.34 0.2% 173.96
Range 0.45 0.71 0.26 57.8% 1.35
ATR 0.67 0.68 0.00 0.4% 0.00
Volume 456,236 647,265 191,029 41.9% 2,360,675
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 176.28 175.98 174.65
R3 175.57 175.27 174.46
R2 174.86 174.86 174.39
R1 174.56 174.56 174.33 174.71
PP 174.15 174.15 174.15 174.23
S1 173.85 173.85 174.19 174.00
S2 173.44 173.44 174.13
S3 172.73 173.14 174.06
S4 172.02 172.43 173.87
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 177.86 177.26 174.70
R3 176.51 175.91 174.33
R2 175.16 175.16 174.21
R1 174.56 174.56 174.08 174.86
PP 173.81 173.81 173.81 173.96
S1 173.21 173.21 173.84 173.51
S2 172.46 172.46 173.71
S3 171.11 171.86 173.59
S4 169.76 170.51 173.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174.45 173.54 0.91 0.5% 0.49 0.3% 79% True False 494,702
10 174.45 173.06 1.39 0.8% 0.63 0.4% 86% True False 580,397
20 174.51 172.24 2.27 1.3% 0.69 0.4% 89% False False 357,784
40 175.08 172.24 2.84 1.6% 0.61 0.4% 71% False False 180,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 177.47
2.618 176.31
1.618 175.60
1.000 175.16
0.618 174.89
HIGH 174.45
0.618 174.18
0.500 174.10
0.382 174.01
LOW 173.74
0.618 173.30
1.000 173.03
1.618 172.59
2.618 171.88
4.250 170.72
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 174.21 174.21
PP 174.15 174.15
S1 174.10 174.10

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

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