Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
174.54 |
174.01 |
-0.53 |
-0.3% |
176.25 |
High |
174.63 |
174.50 |
-0.13 |
-0.1% |
176.83 |
Low |
173.92 |
173.66 |
-0.26 |
-0.1% |
175.53 |
Close |
174.02 |
174.30 |
0.28 |
0.2% |
176.03 |
Range |
0.71 |
0.84 |
0.13 |
18.3% |
1.30 |
ATR |
0.71 |
0.72 |
0.01 |
1.3% |
0.00 |
Volume |
995,727 |
653,875 |
-341,852 |
-34.3% |
3,111,316 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.67 |
176.33 |
174.76 |
|
R3 |
175.83 |
175.49 |
174.53 |
|
R2 |
174.99 |
174.99 |
174.45 |
|
R1 |
174.65 |
174.65 |
174.38 |
174.82 |
PP |
174.15 |
174.15 |
174.15 |
174.24 |
S1 |
173.81 |
173.81 |
174.22 |
173.98 |
S2 |
173.31 |
173.31 |
174.15 |
|
S3 |
172.47 |
172.97 |
174.07 |
|
S4 |
171.63 |
172.13 |
173.84 |
|
|
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 |
176.65 |
173.66 |
2.99 |
1.7% |
0.99 |
0.6% |
21% |
False |
True |
809,852 |
10 |
176.83 |
173.66 |
3.17 |
1.8% |
0.83 |
0.5% |
20% |
False |
True |
733,400 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.71 |
0.4% |
20% |
False |
True |
674,868 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.61 |
0.3% |
20% |
False |
True |
611,960 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.63 |
0.4% |
45% |
False |
False |
516,517 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.60 |
0.3% |
45% |
False |
False |
388,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.07 |
2.618 |
176.70 |
1.618 |
175.86 |
1.000 |
175.34 |
0.618 |
175.02 |
HIGH |
174.50 |
0.618 |
174.18 |
0.500 |
174.08 |
0.382 |
173.98 |
LOW |
173.66 |
0.618 |
173.14 |
1.000 |
172.82 |
1.618 |
172.30 |
2.618 |
171.46 |
4.250 |
170.09 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
174.23 |
175.06 |
PP |
174.15 |
174.81 |
S1 |
174.08 |
174.55 |
|