Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 17-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
174.94 |
174.94 |
0.00 |
0.0% |
176.09 |
High |
175.29 |
175.27 |
-0.02 |
0.0% |
176.46 |
Low |
174.45 |
174.85 |
0.40 |
0.2% |
173.66 |
Close |
174.93 |
175.18 |
0.25 |
0.1% |
174.94 |
Range |
0.84 |
0.42 |
-0.42 |
-50.0% |
2.80 |
ATR |
0.71 |
0.69 |
-0.02 |
-2.9% |
0.00 |
Volume |
677,915 |
528,184 |
-149,731 |
-22.1% |
4,019,932 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.36 |
176.19 |
175.41 |
|
R3 |
175.94 |
175.77 |
175.30 |
|
R2 |
175.52 |
175.52 |
175.26 |
|
R1 |
175.35 |
175.35 |
175.22 |
175.44 |
PP |
175.10 |
175.10 |
175.10 |
175.14 |
S1 |
174.93 |
174.93 |
175.14 |
175.02 |
S2 |
174.68 |
174.68 |
175.10 |
|
S3 |
174.26 |
174.51 |
175.06 |
|
S4 |
173.84 |
174.09 |
174.95 |
|
|
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% |
0.64 |
0.4% |
93% |
False |
False |
607,900 |
10 |
176.83 |
173.66 |
3.17 |
1.8% |
0.86 |
0.5% |
48% |
False |
False |
722,262 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.71 |
0.4% |
48% |
False |
False |
674,715 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
48% |
False |
False |
614,492 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.64 |
0.4% |
64% |
False |
False |
555,731 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.3% |
64% |
False |
False |
417,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.06 |
2.618 |
176.37 |
1.618 |
175.95 |
1.000 |
175.69 |
0.618 |
175.53 |
HIGH |
175.27 |
0.618 |
175.11 |
0.500 |
175.06 |
0.382 |
175.01 |
LOW |
174.85 |
0.618 |
174.59 |
1.000 |
174.43 |
1.618 |
174.17 |
2.618 |
173.75 |
4.250 |
173.07 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.14 |
175.08 |
PP |
175.10 |
174.97 |
S1 |
175.06 |
174.87 |
|