Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
176.25 |
176.29 |
0.04 |
0.0% |
175.50 |
High |
176.36 |
176.37 |
0.01 |
0.0% |
176.44 |
Low |
175.90 |
175.82 |
-0.08 |
0.0% |
175.10 |
Close |
176.24 |
176.02 |
-0.22 |
-0.1% |
176.15 |
Range |
0.46 |
0.55 |
0.09 |
19.6% |
1.34 |
ATR |
0.55 |
0.55 |
0.00 |
0.0% |
0.00 |
Volume |
529,997 |
584,729 |
54,732 |
10.3% |
3,342,925 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.72 |
177.42 |
176.32 |
|
R3 |
177.17 |
176.87 |
176.17 |
|
R2 |
176.62 |
176.62 |
176.12 |
|
R1 |
176.32 |
176.32 |
176.07 |
176.20 |
PP |
176.07 |
176.07 |
176.07 |
176.01 |
S1 |
175.77 |
175.77 |
175.97 |
175.65 |
S2 |
175.52 |
175.52 |
175.92 |
|
S3 |
174.97 |
175.22 |
175.87 |
|
S4 |
174.42 |
174.67 |
175.72 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.92 |
179.37 |
176.89 |
|
R3 |
178.58 |
178.03 |
176.52 |
|
R2 |
177.24 |
177.24 |
176.40 |
|
R1 |
176.69 |
176.69 |
176.27 |
176.97 |
PP |
175.90 |
175.90 |
175.90 |
176.03 |
S1 |
175.35 |
175.35 |
176.03 |
175.63 |
S2 |
174.56 |
174.56 |
175.90 |
|
S3 |
173.22 |
174.01 |
175.78 |
|
S4 |
171.88 |
172.67 |
175.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
176.44 |
175.82 |
0.62 |
0.4% |
0.50 |
0.3% |
32% |
False |
True |
658,042 |
10 |
176.44 |
175.00 |
1.44 |
0.8% |
0.55 |
0.3% |
71% |
False |
False |
627,169 |
20 |
176.44 |
173.93 |
2.51 |
1.4% |
0.53 |
0.3% |
83% |
False |
False |
583,645 |
40 |
176.44 |
173.06 |
3.38 |
1.9% |
0.54 |
0.3% |
88% |
False |
False |
568,587 |
60 |
176.44 |
172.24 |
4.20 |
2.4% |
0.59 |
0.3% |
90% |
False |
False |
436,763 |
80 |
176.44 |
172.24 |
4.20 |
2.4% |
0.54 |
0.3% |
90% |
False |
False |
327,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.71 |
2.618 |
177.81 |
1.618 |
177.26 |
1.000 |
176.92 |
0.618 |
176.71 |
HIGH |
176.37 |
0.618 |
176.16 |
0.500 |
176.10 |
0.382 |
176.03 |
LOW |
175.82 |
0.618 |
175.48 |
1.000 |
175.27 |
1.618 |
174.93 |
2.618 |
174.38 |
4.250 |
173.48 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
176.10 |
176.10 |
PP |
176.07 |
176.07 |
S1 |
176.05 |
176.05 |
|