Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 174.74 174.88 0.14 0.1% 174.67
High 174.87 175.13 0.26 0.1% 174.90
Low 174.60 174.76 0.16 0.1% 173.93
Close 174.81 175.06 0.25 0.1% 174.68
Range 0.27 0.37 0.10 37.0% 0.97
ATR 0.55 0.53 -0.01 -2.3% 0.00
Volume 307,189 492,809 185,620 60.4% 2,862,571
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 176.09 175.95 175.26
R3 175.72 175.58 175.16
R2 175.35 175.35 175.13
R1 175.21 175.21 175.09 175.28
PP 174.98 174.98 174.98 175.02
S1 174.84 174.84 175.03 174.91
S2 174.61 174.61 174.99
S3 174.24 174.47 174.96
S4 173.87 174.10 174.86
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 177.41 177.02 175.21
R3 176.44 176.05 174.95
R2 175.47 175.47 174.86
R1 175.08 175.08 174.77 175.28
PP 174.50 174.50 174.50 174.60
S1 174.11 174.11 174.59 174.31
S2 173.53 173.53 174.50
S3 172.56 173.14 174.41
S4 171.59 172.17 174.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.13 173.93 1.20 0.7% 0.45 0.3% 94% True False 493,294
10 175.13 173.93 1.20 0.7% 0.50 0.3% 94% True False 561,815
20 175.13 173.74 1.39 0.8% 0.51 0.3% 95% True False 544,560
40 175.13 172.24 2.89 1.7% 0.59 0.3% 98% True False 423,708
60 175.13 172.24 2.89 1.7% 0.56 0.3% 98% True False 283,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176.70
2.618 176.10
1.618 175.73
1.000 175.50
0.618 175.36
HIGH 175.13
0.618 174.99
0.500 174.95
0.382 174.90
LOW 174.76
0.618 174.53
1.000 174.39
1.618 174.16
2.618 173.79
4.250 173.19
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 175.02 174.98
PP 174.98 174.89
S1 174.95 174.81

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

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