Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
174.01 |
174.42 |
0.41 |
0.2% |
176.25 |
High |
174.50 |
174.97 |
0.47 |
0.3% |
176.83 |
Low |
173.66 |
174.26 |
0.60 |
0.3% |
175.53 |
Close |
174.30 |
174.74 |
0.44 |
0.3% |
176.03 |
Range |
0.84 |
0.71 |
-0.13 |
-15.5% |
1.30 |
ATR |
0.72 |
0.72 |
0.00 |
-0.1% |
0.00 |
Volume |
653,875 |
666,820 |
12,945 |
2.0% |
3,111,316 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.79 |
176.47 |
175.13 |
|
R3 |
176.08 |
175.76 |
174.94 |
|
R2 |
175.37 |
175.37 |
174.87 |
|
R1 |
175.05 |
175.05 |
174.81 |
175.21 |
PP |
174.66 |
174.66 |
174.66 |
174.74 |
S1 |
174.34 |
174.34 |
174.67 |
174.50 |
S2 |
173.95 |
173.95 |
174.61 |
|
S3 |
173.24 |
173.63 |
174.54 |
|
S4 |
172.53 |
172.92 |
174.35 |
|
|
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 |
176.49 |
173.66 |
2.83 |
1.6% |
1.02 |
0.6% |
38% |
False |
False |
819,707 |
10 |
176.83 |
173.66 |
3.17 |
1.8% |
0.84 |
0.5% |
34% |
False |
False |
730,194 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.70 |
0.4% |
34% |
False |
False |
666,361 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.61 |
0.3% |
34% |
False |
False |
612,449 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.64 |
0.4% |
54% |
False |
False |
527,560 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.3% |
54% |
False |
False |
396,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.99 |
2.618 |
176.83 |
1.618 |
176.12 |
1.000 |
175.68 |
0.618 |
175.41 |
HIGH |
174.97 |
0.618 |
174.70 |
0.500 |
174.62 |
0.382 |
174.53 |
LOW |
174.26 |
0.618 |
173.82 |
1.000 |
173.55 |
1.618 |
173.11 |
2.618 |
172.40 |
4.250 |
171.24 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
174.70 |
174.60 |
PP |
174.66 |
174.46 |
S1 |
174.62 |
174.32 |
|