Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 175.45 176.08 0.63 0.4% 176.01
High 176.06 176.43 0.37 0.2% 176.24
Low 175.27 175.95 0.68 0.4% 175.00
Close 175.94 176.07 0.13 0.1% 175.26
Range 0.79 0.48 -0.31 -39.2% 1.24
ATR 0.57 0.56 -0.01 -1.0% 0.00
Volume 593,179 793,207 200,028 33.7% 2,886,164
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 177.59 177.31 176.33
R3 177.11 176.83 176.20
R2 176.63 176.63 176.16
R1 176.35 176.35 176.11 176.25
PP 176.15 176.15 176.15 176.10
S1 175.87 175.87 176.03 175.77
S2 175.67 175.67 175.98
S3 175.19 175.39 175.94
S4 174.71 174.91 175.81
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 179.22 178.48 175.94
R3 177.98 177.24 175.60
R2 176.74 176.74 175.49
R1 176.00 176.00 175.37 175.75
PP 175.50 175.50 175.50 175.38
S1 174.76 174.76 175.15 174.51
S2 174.26 174.26 175.03
S3 173.02 173.52 174.92
S4 171.78 172.28 174.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176.43 175.00 1.43 0.8% 0.60 0.3% 75% True False 625,089
10 176.43 175.00 1.43 0.8% 0.59 0.3% 75% True False 616,337
20 176.43 173.93 2.50 1.4% 0.54 0.3% 86% True False 580,666
40 176.43 173.06 3.37 1.9% 0.56 0.3% 89% True False 572,653
60 176.43 172.24 4.19 2.4% 0.60 0.3% 91% True False 395,166
80 176.43 172.24 4.19 2.4% 0.54 0.3% 91% True False 296,454
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.15
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 178.47
2.618 177.69
1.618 177.21
1.000 176.91
0.618 176.73
HIGH 176.43
0.618 176.25
0.500 176.19
0.382 176.13
LOW 175.95
0.618 175.65
1.000 175.47
1.618 175.17
2.618 174.69
4.250 173.91
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 176.19 175.97
PP 176.15 175.87
S1 176.11 175.77

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

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