Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
175.71 |
176.52 |
0.81 |
0.5% |
175.50 |
High |
176.83 |
176.65 |
-0.18 |
-0.1% |
176.44 |
Low |
175.53 |
176.09 |
0.56 |
0.3% |
175.10 |
Close |
176.40 |
176.33 |
-0.07 |
0.0% |
176.15 |
Range |
1.30 |
0.56 |
-0.74 |
-56.9% |
1.34 |
ATR |
0.60 |
0.60 |
0.00 |
-0.5% |
0.00 |
Volume |
787,734 |
617,547 |
-170,187 |
-21.6% |
3,342,925 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.04 |
177.74 |
176.64 |
|
R3 |
177.48 |
177.18 |
176.48 |
|
R2 |
176.92 |
176.92 |
176.43 |
|
R1 |
176.62 |
176.62 |
176.38 |
176.49 |
PP |
176.36 |
176.36 |
176.36 |
176.29 |
S1 |
176.06 |
176.06 |
176.28 |
175.93 |
S2 |
175.80 |
175.80 |
176.23 |
|
S3 |
175.24 |
175.50 |
176.18 |
|
S4 |
174.68 |
174.94 |
176.02 |
|
|
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% |
0.67 |
0.4% |
62% |
False |
False |
640,682 |
10 |
176.83 |
175.00 |
1.83 |
1.0% |
0.63 |
0.4% |
73% |
False |
False |
641,407 |
20 |
176.83 |
174.49 |
2.34 |
1.3% |
0.56 |
0.3% |
79% |
False |
False |
595,263 |
40 |
176.83 |
173.54 |
3.29 |
1.9% |
0.54 |
0.3% |
85% |
False |
False |
571,823 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.60 |
0.3% |
89% |
False |
False |
459,896 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.56 |
0.3% |
89% |
False |
False |
345,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179.03 |
2.618 |
178.12 |
1.618 |
177.56 |
1.000 |
177.21 |
0.618 |
177.00 |
HIGH |
176.65 |
0.618 |
176.44 |
0.500 |
176.37 |
0.382 |
176.30 |
LOW |
176.09 |
0.618 |
175.74 |
1.000 |
175.53 |
1.618 |
175.18 |
2.618 |
174.62 |
4.250 |
173.71 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
176.37 |
176.28 |
PP |
176.36 |
176.23 |
S1 |
176.34 |
176.18 |
|