Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
176.29 |
175.71 |
-0.58 |
-0.3% |
175.50 |
High |
176.37 |
176.83 |
0.46 |
0.3% |
176.44 |
Low |
175.82 |
175.53 |
-0.29 |
-0.2% |
175.10 |
Close |
176.02 |
176.40 |
0.38 |
0.2% |
176.15 |
Range |
0.55 |
1.30 |
0.75 |
136.4% |
1.34 |
ATR |
0.55 |
0.60 |
0.05 |
9.8% |
0.00 |
Volume |
584,729 |
787,734 |
203,005 |
34.7% |
3,342,925 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180.15 |
179.58 |
177.12 |
|
R3 |
178.85 |
178.28 |
176.76 |
|
R2 |
177.55 |
177.55 |
176.64 |
|
R1 |
176.98 |
176.98 |
176.52 |
177.27 |
PP |
176.25 |
176.25 |
176.25 |
176.40 |
S1 |
175.68 |
175.68 |
176.28 |
175.97 |
S2 |
174.95 |
174.95 |
176.16 |
|
S3 |
173.65 |
174.38 |
176.04 |
|
S4 |
172.35 |
173.08 |
175.69 |
|
|
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 |
176.83 |
175.53 |
1.30 |
0.7% |
0.66 |
0.4% |
67% |
True |
True |
656,948 |
10 |
176.83 |
175.00 |
1.83 |
1.0% |
0.63 |
0.4% |
77% |
True |
False |
641,018 |
20 |
176.83 |
174.04 |
2.79 |
1.6% |
0.56 |
0.3% |
85% |
True |
False |
587,184 |
40 |
176.83 |
173.06 |
3.77 |
2.1% |
0.55 |
0.3% |
89% |
True |
False |
573,062 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.60 |
0.3% |
91% |
True |
False |
449,822 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.56 |
0.3% |
91% |
True |
False |
337,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
182.36 |
2.618 |
180.23 |
1.618 |
178.93 |
1.000 |
178.13 |
0.618 |
177.63 |
HIGH |
176.83 |
0.618 |
176.33 |
0.500 |
176.18 |
0.382 |
176.03 |
LOW |
175.53 |
0.618 |
174.73 |
1.000 |
174.23 |
1.618 |
173.43 |
2.618 |
172.13 |
4.250 |
170.01 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
176.33 |
176.33 |
PP |
176.25 |
176.25 |
S1 |
176.18 |
176.18 |
|