Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 175.70 175.37 -0.33 -0.2% 174.94
High 175.71 175.47 -0.24 -0.1% 175.73
Low 175.26 175.12 -0.14 -0.1% 174.45
Close 175.41 175.26 -0.15 -0.1% 175.53
Range 0.45 0.35 -0.10 -22.2% 1.28
ATR 0.63 0.61 -0.02 -3.2% 0.00
Volume 552,775 520,857 -31,918 -5.8% 2,766,506
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.33 176.15 175.45
R3 175.98 175.80 175.36
R2 175.63 175.63 175.32
R1 175.45 175.45 175.29 175.37
PP 175.28 175.28 175.28 175.24
S1 175.10 175.10 175.23 175.02
S2 174.93 174.93 175.20
S3 174.58 174.75 175.16
S4 174.23 174.40 175.07
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
5 175.73 174.91 0.82 0.5% 0.43 0.2% 43% False False 526,807
10 175.73 173.66 2.07 1.2% 0.53 0.3% 77% False False 567,353
20 176.83 173.66 3.17 1.8% 0.66 0.4% 50% False False 657,343
40 176.83 173.66 3.17 1.8% 0.60 0.3% 50% False False 617,031
60 176.83 172.35 4.48 2.6% 0.61 0.3% 65% False False 593,913
80 176.83 172.24 4.59 2.6% 0.62 0.4% 66% False False 450,817
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 False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 176.96
2.618 176.39
1.618 176.04
1.000 175.82
0.618 175.69
HIGH 175.47
0.618 175.34
0.500 175.30
0.382 175.25
LOW 175.12
0.618 174.90
1.000 174.77
1.618 174.55
2.618 174.20
4.250 173.63
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 175.30 175.43
PP 175.28 175.37
S1 175.27 175.32

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

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