Euro Bund Future December 2020


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 175.03 175.37 0.34 0.2% 175.63
High 175.51 175.61 0.10 0.1% 175.72
Low 175.03 175.35 0.32 0.2% 174.37
Close 175.41 175.43 0.02 0.0% 174.82
Range 0.48 0.26 -0.22 -45.8% 1.35
ATR 0.59 0.56 -0.02 -4.0% 0.00
Volume 128,886 16,392 -112,494 -87.3% 5,189,620
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 176.24 176.10 175.57
R3 175.98 175.84 175.50
R2 175.72 175.72 175.48
R1 175.58 175.58 175.45 175.65
PP 175.46 175.46 175.46 175.50
S1 175.32 175.32 175.41 175.39
S2 175.20 175.20 175.38
S3 174.94 175.06 175.36
S4 174.68 174.80 175.29
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
5 175.61 174.37 1.24 0.7% 0.42 0.2% 85% True False 680,702
10 175.72 174.37 1.35 0.8% 0.47 0.3% 79% False False 672,413
20 175.73 173.66 2.07 1.2% 0.52 0.3% 86% False False 643,627
40 176.83 173.66 3.17 1.8% 0.60 0.3% 56% False False 643,979
60 176.83 173.66 3.17 1.8% 0.57 0.3% 56% False False 610,523
80 176.83 172.24 4.59 2.6% 0.60 0.3% 69% False False 527,752
100 176.83 172.24 4.59 2.6% 0.58 0.3% 69% False False 422,729
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 0.08
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 176.72
2.618 176.29
1.618 176.03
1.000 175.87
0.618 175.77
HIGH 175.61
0.618 175.51
0.500 175.48
0.382 175.45
LOW 175.35
0.618 175.19
1.000 175.09
1.618 174.93
2.618 174.67
4.250 174.25
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 175.48 175.36
PP 175.46 175.28
S1 175.45 175.21

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

View Archives - Comment on this page... - Back to Index of Symbols