Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 175.45 175.70 0.25 0.1% 174.94
High 175.73 175.71 -0.02 0.0% 175.73
Low 175.25 175.26 0.01 0.0% 174.45
Close 175.53 175.41 -0.12 -0.1% 175.53
Range 0.48 0.45 -0.03 -6.3% 1.28
ATR 0.64 0.63 -0.01 -2.1% 0.00
Volume 512,288 552,775 40,487 7.9% 2,766,506
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.81 176.56 175.66
R3 176.36 176.11 175.53
R2 175.91 175.91 175.49
R1 175.66 175.66 175.45 175.56
PP 175.46 175.46 175.46 175.41
S1 175.21 175.21 175.37 175.11
S2 175.01 175.01 175.33
S3 174.56 174.76 175.29
S4 174.11 174.31 175.16
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 179.08 178.58 176.23
R3 177.80 177.30 175.88
R2 176.52 176.52 175.76
R1 176.02 176.02 175.65 176.27
PP 175.24 175.24 175.24 175.36
S1 174.74 174.74 175.41 174.99
S2 173.96 173.96 175.30
S3 172.68 173.46 175.18
S4 171.40 172.18 174.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.73 174.85 0.88 0.5% 0.44 0.3% 64% False False 528,273
10 175.73 173.66 2.07 1.2% 0.57 0.3% 85% False False 614,840
20 176.83 173.66 3.17 1.8% 0.68 0.4% 55% False False 660,959
40 176.83 173.66 3.17 1.8% 0.60 0.3% 55% False False 616,521
60 176.83 172.35 4.48 2.6% 0.61 0.3% 68% False False 587,065
80 176.83 172.24 4.59 2.6% 0.62 0.4% 69% False False 444,316
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177.62
2.618 176.89
1.618 176.44
1.000 176.16
0.618 175.99
HIGH 175.71
0.618 175.54
0.500 175.49
0.382 175.43
LOW 175.26
0.618 174.98
1.000 174.81
1.618 174.53
2.618 174.08
4.250 173.35
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 175.49 175.42
PP 175.46 175.41
S1 175.44 175.41

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

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