Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
176.42 |
176.09 |
-0.33 |
-0.2% |
176.25 |
High |
176.49 |
176.46 |
-0.03 |
0.0% |
176.83 |
Low |
175.86 |
174.26 |
-1.60 |
-0.9% |
175.53 |
Close |
176.03 |
174.36 |
-1.67 |
-0.9% |
176.03 |
Range |
0.63 |
2.20 |
1.57 |
249.2% |
1.30 |
ATR |
0.60 |
0.71 |
0.11 |
19.1% |
0.00 |
Volume |
591,309 |
1,190,804 |
599,495 |
101.4% |
3,111,316 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181.63 |
180.19 |
175.57 |
|
R3 |
179.43 |
177.99 |
174.97 |
|
R2 |
177.23 |
177.23 |
174.76 |
|
R1 |
175.79 |
175.79 |
174.56 |
175.41 |
PP |
175.03 |
175.03 |
175.03 |
174.84 |
S1 |
173.59 |
173.59 |
174.16 |
173.21 |
S2 |
172.83 |
172.83 |
173.96 |
|
S3 |
170.63 |
171.39 |
173.76 |
|
S4 |
168.43 |
169.19 |
173.15 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180.03 |
179.33 |
176.75 |
|
R3 |
178.73 |
178.03 |
176.39 |
|
R2 |
177.43 |
177.43 |
176.27 |
|
R1 |
176.73 |
176.73 |
176.15 |
176.43 |
PP |
176.13 |
176.13 |
176.13 |
175.98 |
S1 |
175.43 |
175.43 |
175.91 |
175.13 |
S2 |
174.83 |
174.83 |
175.79 |
|
S3 |
173.53 |
174.13 |
175.67 |
|
S4 |
172.23 |
172.83 |
175.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
176.83 |
174.26 |
2.57 |
1.5% |
1.05 |
0.6% |
4% |
False |
True |
754,424 |
10 |
176.83 |
174.26 |
2.57 |
1.5% |
0.80 |
0.5% |
4% |
False |
True |
707,078 |
20 |
176.83 |
174.26 |
2.57 |
1.5% |
0.67 |
0.4% |
4% |
False |
True |
644,332 |
40 |
176.83 |
173.74 |
3.09 |
1.8% |
0.59 |
0.3% |
20% |
False |
False |
593,971 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.62 |
0.4% |
46% |
False |
False |
489,127 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.59 |
0.3% |
46% |
False |
False |
367,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
185.81 |
2.618 |
182.22 |
1.618 |
180.02 |
1.000 |
178.66 |
0.618 |
177.82 |
HIGH |
176.46 |
0.618 |
175.62 |
0.500 |
175.36 |
0.382 |
175.10 |
LOW |
174.26 |
0.618 |
172.90 |
1.000 |
172.06 |
1.618 |
170.70 |
2.618 |
168.50 |
4.250 |
164.91 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.36 |
175.46 |
PP |
175.03 |
175.09 |
S1 |
174.69 |
174.73 |
|