Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 174.81 174.50 -0.31 -0.2% 174.08
High 174.95 174.71 -0.24 -0.1% 174.85
Low 174.34 174.17 -0.17 -0.1% 173.95
Close 174.52 174.66 0.14 0.1% 174.67
Range 0.61 0.54 -0.07 -11.5% 0.90
ATR 0.60 0.59 0.00 -0.7% 0.00
Volume 714,272 714,272 0 0.0% 2,802,717
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 176.13 175.94 174.96
R3 175.59 175.40 174.81
R2 175.05 175.05 174.76
R1 174.86 174.86 174.71 174.96
PP 174.51 174.51 174.51 174.56
S1 174.32 174.32 174.61 174.42
S2 173.97 173.97 174.56
S3 173.43 173.78 174.51
S4 172.89 173.24 174.36
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
5 174.95 174.16 0.79 0.5% 0.48 0.3% 63% False False 565,865
10 174.95 173.93 1.02 0.6% 0.52 0.3% 72% False False 559,809
20 174.95 173.06 1.89 1.1% 0.58 0.3% 85% False False 570,103
40 174.95 172.24 2.71 1.6% 0.63 0.4% 89% False False 320,263
60 175.08 172.24 2.84 1.6% 0.54 0.3% 85% False False 213,621
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 True
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177.01
2.618 176.12
1.618 175.58
1.000 175.25
0.618 175.04
HIGH 174.71
0.618 174.50
0.500 174.44
0.382 174.38
LOW 174.17
0.618 173.84
1.000 173.63
1.618 173.30
2.618 172.76
4.250 171.88
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 174.59 174.63
PP 174.51 174.59
S1 174.44 174.56

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

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