Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 174.63 175.15 0.52 0.3% 175.63
High 175.18 175.22 0.04 0.0% 175.72
Low 174.56 174.81 0.25 0.1% 174.37
Close 174.94 174.82 -0.12 -0.1% 174.82
Range 0.62 0.41 -0.21 -33.9% 1.35
ATR 0.59 0.58 -0.01 -2.2% 0.00
Volume 1,330,414 768,396 -562,018 -42.2% 5,189,620
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 176.18 175.91 175.05
R3 175.77 175.50 174.93
R2 175.36 175.36 174.90
R1 175.09 175.09 174.86 175.02
PP 174.95 174.95 174.95 174.92
S1 174.68 174.68 174.78 174.61
S2 174.54 174.54 174.74
S3 174.13 174.27 174.71
S4 173.72 173.86 174.59
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 179.02 178.27 175.56
R3 177.67 176.92 175.19
R2 176.32 176.32 175.07
R1 175.57 175.57 174.94 175.27
PP 174.97 174.97 174.97 174.82
S1 174.22 174.22 174.70 173.92
S2 173.62 173.62 174.57
S3 172.27 172.87 174.45
S4 170.92 171.52 174.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.72 174.37 1.35 0.8% 0.57 0.3% 33% False False 1,037,924
10 175.73 174.37 1.36 0.8% 0.49 0.3% 33% False False 764,391
20 176.49 173.66 2.83 1.6% 0.62 0.4% 41% False False 725,468
40 176.83 173.66 3.17 1.8% 0.59 0.3% 37% False False 660,366
60 176.83 173.54 3.29 1.9% 0.57 0.3% 39% False False 623,038
80 176.83 172.24 4.59 2.6% 0.60 0.3% 56% False False 526,289
100 176.83 172.24 4.59 2.6% 0.57 0.3% 56% False False 421,277
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176.96
2.618 176.29
1.618 175.88
1.000 175.63
0.618 175.47
HIGH 175.22
0.618 175.06
0.500 175.02
0.382 174.97
LOW 174.81
0.618 174.56
1.000 174.40
1.618 174.15
2.618 173.74
4.250 173.07
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 175.02 174.81
PP 174.95 174.80
S1 174.89 174.80

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

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