Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 174.27 174.58 0.31 0.2% 174.08
High 174.70 174.68 -0.02 0.0% 174.85
Low 174.16 174.31 0.15 0.1% 173.95
Close 174.67 174.62 -0.05 0.0% 174.67
Range 0.54 0.37 -0.17 -31.5% 0.90
ATR 0.63 0.62 -0.02 -3.0% 0.00
Volume 472,462 427,860 -44,602 -9.4% 2,802,717
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 175.65 175.50 174.82
R3 175.28 175.13 174.72
R2 174.91 174.91 174.69
R1 174.76 174.76 174.65 174.84
PP 174.54 174.54 174.54 174.57
S1 174.39 174.39 174.59 174.47
S2 174.17 174.17 174.55
S3 173.80 174.02 174.52
S4 173.43 173.65 174.42
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 177.19 176.83 175.17
R3 176.29 175.93 174.92
R2 175.39 175.39 174.84
R1 175.03 175.03 174.75 175.21
PP 174.49 174.49 174.49 174.58
S1 174.13 174.13 174.59 174.31
S2 173.59 173.59 174.51
S3 172.69 173.23 174.42
S4 171.79 172.33 174.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174.74 174.16 0.58 0.3% 0.47 0.3% 79% False False 524,454
10 174.85 173.74 1.11 0.6% 0.53 0.3% 79% False False 524,641
20 174.85 172.35 2.50 1.4% 0.62 0.4% 91% False False 528,152
40 175.08 172.24 2.84 1.6% 0.63 0.4% 84% False False 272,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 176.25
2.618 175.65
1.618 175.28
1.000 175.05
0.618 174.91
HIGH 174.68
0.618 174.54
0.500 174.50
0.382 174.45
LOW 174.31
0.618 174.08
1.000 173.94
1.618 173.71
2.618 173.34
4.250 172.74
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 174.58 174.56
PP 174.54 174.50
S1 174.50 174.44

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

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