Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
174.94 |
175.28 |
0.34 |
0.2% |
176.09 |
High |
175.27 |
175.46 |
0.19 |
0.1% |
176.46 |
Low |
174.85 |
174.91 |
0.06 |
0.0% |
173.66 |
Close |
175.18 |
175.12 |
-0.06 |
0.0% |
174.94 |
Range |
0.42 |
0.55 |
0.13 |
31.0% |
2.80 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.5% |
0.00 |
Volume |
528,184 |
526,036 |
-2,148 |
-0.4% |
4,019,932 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.81 |
176.52 |
175.42 |
|
R3 |
176.26 |
175.97 |
175.27 |
|
R2 |
175.71 |
175.71 |
175.22 |
|
R1 |
175.42 |
175.42 |
175.17 |
175.29 |
PP |
175.16 |
175.16 |
175.16 |
175.10 |
S1 |
174.87 |
174.87 |
175.07 |
174.74 |
S2 |
174.61 |
174.61 |
175.02 |
|
S3 |
174.06 |
174.32 |
174.97 |
|
S4 |
173.51 |
173.77 |
174.82 |
|
|
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 |
175.46 |
174.26 |
1.20 |
0.7% |
0.58 |
0.3% |
72% |
True |
False |
582,332 |
10 |
176.65 |
173.66 |
2.99 |
1.7% |
0.79 |
0.4% |
49% |
False |
False |
696,092 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.71 |
0.4% |
46% |
False |
False |
668,555 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.61 |
0.3% |
46% |
False |
False |
613,280 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.63 |
0.4% |
63% |
False |
False |
563,673 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.4% |
63% |
False |
False |
424,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.80 |
2.618 |
176.90 |
1.618 |
176.35 |
1.000 |
176.01 |
0.618 |
175.80 |
HIGH |
175.46 |
0.618 |
175.25 |
0.500 |
175.19 |
0.382 |
175.12 |
LOW |
174.91 |
0.618 |
174.57 |
1.000 |
174.36 |
1.618 |
174.02 |
2.618 |
173.47 |
4.250 |
172.57 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.19 |
175.07 |
PP |
175.16 |
175.01 |
S1 |
175.14 |
174.96 |
|