Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 175.07 175.37 0.30 0.2% 174.67
High 175.50 176.28 0.78 0.4% 174.90
Low 175.04 175.35 0.31 0.2% 173.93
Close 175.35 175.90 0.55 0.3% 174.68
Range 0.46 0.93 0.47 102.2% 0.97
ATR 0.53 0.56 0.03 5.4% 0.00
Volume 546,064 836,969 290,905 53.3% 2,862,571
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 178.63 178.20 176.41
R3 177.70 177.27 176.16
R2 176.77 176.77 176.07
R1 176.34 176.34 175.99 176.56
PP 175.84 175.84 175.84 175.95
S1 175.41 175.41 175.81 175.63
S2 174.91 174.91 175.73
S3 173.98 174.48 175.64
S4 173.05 173.55 175.39
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
5 176.28 174.49 1.79 1.0% 0.48 0.3% 79% True False 535,317
10 176.28 173.93 2.35 1.3% 0.52 0.3% 84% True False 557,264
20 176.28 173.93 2.35 1.3% 0.52 0.3% 84% True False 558,537
40 176.28 172.24 4.04 2.3% 0.61 0.3% 91% True False 458,160
60 176.28 172.24 4.04 2.3% 0.58 0.3% 91% True False 306,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 180.23
2.618 178.71
1.618 177.78
1.000 177.21
0.618 176.85
HIGH 176.28
0.618 175.92
0.500 175.82
0.382 175.71
LOW 175.35
0.618 174.78
1.000 174.42
1.618 173.85
2.618 172.92
4.250 171.40
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 175.87 175.77
PP 175.84 175.65
S1 175.82 175.52

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

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