Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 175.10 175.59 0.49 0.3% 175.70
High 175.46 175.65 0.19 0.1% 175.71
Low 174.96 175.41 0.45 0.3% 174.96
Close 175.33 175.50 0.17 0.1% 175.50
Range 0.50 0.24 -0.26 -52.0% 0.75
ATR 0.60 0.58 -0.02 -3.3% 0.00
Volume 507,662 360,715 -146,947 -28.9% 1,942,009
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 176.24 176.11 175.63
R3 176.00 175.87 175.57
R2 175.76 175.76 175.54
R1 175.63 175.63 175.52 175.58
PP 175.52 175.52 175.52 175.49
S1 175.39 175.39 175.48 175.34
S2 175.28 175.28 175.46
S3 175.04 175.15 175.43
S4 174.80 174.91 175.37
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 177.64 177.32 175.91
R3 176.89 176.57 175.71
R2 176.14 176.14 175.64
R1 175.82 175.82 175.57 175.61
PP 175.39 175.39 175.39 175.28
S1 175.07 175.07 175.43 174.86
S2 174.64 174.64 175.36
S3 173.89 174.32 175.29
S4 173.14 173.57 175.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.73 174.96 0.77 0.4% 0.40 0.2% 70% False False 490,859
10 175.73 174.45 1.28 0.7% 0.45 0.3% 82% False False 522,122
20 176.83 173.66 3.17 1.8% 0.65 0.4% 58% False False 626,158
40 176.83 173.66 3.17 1.8% 0.59 0.3% 58% False False 603,027
60 176.83 173.06 3.77 2.1% 0.59 0.3% 65% False False 592,052
80 176.83 172.24 4.59 2.6% 0.61 0.3% 71% False False 461,645
100 176.83 172.24 4.59 2.6% 0.56 0.3% 71% False False 369,383
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 0.14
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 176.67
2.618 176.28
1.618 176.04
1.000 175.89
0.618 175.80
HIGH 175.65
0.618 175.56
0.500 175.53
0.382 175.50
LOW 175.41
0.618 175.26
1.000 175.17
1.618 175.02
2.618 174.78
4.250 174.39
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 175.53 175.44
PP 175.52 175.37
S1 175.51 175.31

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

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