Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
174.91 |
174.94 |
0.03 |
0.0% |
176.09 |
High |
175.17 |
175.29 |
0.12 |
0.1% |
176.46 |
Low |
174.78 |
174.45 |
-0.33 |
-0.2% |
173.66 |
Close |
174.94 |
174.93 |
-0.01 |
0.0% |
174.94 |
Range |
0.39 |
0.84 |
0.45 |
115.4% |
2.80 |
ATR |
0.70 |
0.71 |
0.01 |
1.4% |
0.00 |
Volume |
512,706 |
677,915 |
165,209 |
32.2% |
4,019,932 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.41 |
177.01 |
175.39 |
|
R3 |
176.57 |
176.17 |
175.16 |
|
R2 |
175.73 |
175.73 |
175.08 |
|
R1 |
175.33 |
175.33 |
175.01 |
175.11 |
PP |
174.89 |
174.89 |
174.89 |
174.78 |
S1 |
174.49 |
174.49 |
174.85 |
174.27 |
S2 |
174.05 |
174.05 |
174.78 |
|
S3 |
173.21 |
173.65 |
174.70 |
|
S4 |
172.37 |
172.81 |
174.47 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183.42 |
181.98 |
176.48 |
|
R3 |
180.62 |
179.18 |
175.71 |
|
R2 |
177.82 |
177.82 |
175.45 |
|
R1 |
176.38 |
176.38 |
175.20 |
175.70 |
PP |
175.02 |
175.02 |
175.02 |
174.68 |
S1 |
173.58 |
173.58 |
174.68 |
172.90 |
S2 |
172.22 |
172.22 |
174.43 |
|
S3 |
169.42 |
170.78 |
174.17 |
|
S4 |
166.62 |
167.98 |
173.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
175.29 |
173.66 |
1.63 |
0.9% |
0.70 |
0.4% |
78% |
True |
False |
701,408 |
10 |
176.83 |
173.66 |
3.17 |
1.8% |
0.87 |
0.5% |
40% |
False |
False |
727,916 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.71 |
0.4% |
40% |
False |
False |
677,590 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.61 |
0.3% |
40% |
False |
False |
616,044 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.64 |
0.4% |
59% |
False |
False |
547,020 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.4% |
59% |
False |
False |
411,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.86 |
2.618 |
177.49 |
1.618 |
176.65 |
1.000 |
176.13 |
0.618 |
175.81 |
HIGH |
175.29 |
0.618 |
174.97 |
0.500 |
174.87 |
0.382 |
174.77 |
LOW |
174.45 |
0.618 |
173.93 |
1.000 |
173.61 |
1.618 |
173.09 |
2.618 |
172.25 |
4.250 |
170.88 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
174.91 |
174.88 |
PP |
174.89 |
174.83 |
S1 |
174.87 |
174.78 |
|