Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
175.28 |
175.20 |
-0.08 |
0.0% |
176.09 |
High |
175.46 |
175.41 |
-0.05 |
0.0% |
176.46 |
Low |
174.91 |
175.10 |
0.19 |
0.1% |
173.66 |
Close |
175.12 |
175.33 |
0.21 |
0.1% |
174.94 |
Range |
0.55 |
0.31 |
-0.24 |
-43.6% |
2.80 |
ATR |
0.68 |
0.65 |
-0.03 |
-3.9% |
0.00 |
Volume |
526,036 |
522,083 |
-3,953 |
-0.8% |
4,019,932 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.21 |
176.08 |
175.50 |
|
R3 |
175.90 |
175.77 |
175.42 |
|
R2 |
175.59 |
175.59 |
175.39 |
|
R1 |
175.46 |
175.46 |
175.36 |
175.53 |
PP |
175.28 |
175.28 |
175.28 |
175.31 |
S1 |
175.15 |
175.15 |
175.30 |
175.22 |
S2 |
174.97 |
174.97 |
175.27 |
|
S3 |
174.66 |
174.84 |
175.24 |
|
S4 |
174.35 |
174.53 |
175.16 |
|
|
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 |
174.45 |
1.01 |
0.6% |
0.50 |
0.3% |
87% |
False |
False |
553,384 |
10 |
176.49 |
173.66 |
2.83 |
1.6% |
0.76 |
0.4% |
59% |
False |
False |
686,545 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.69 |
0.4% |
53% |
False |
False |
663,976 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
53% |
False |
False |
612,403 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.63 |
0.4% |
67% |
False |
False |
571,727 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.62 |
0.4% |
67% |
False |
False |
431,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.73 |
2.618 |
176.22 |
1.618 |
175.91 |
1.000 |
175.72 |
0.618 |
175.60 |
HIGH |
175.41 |
0.618 |
175.29 |
0.500 |
175.26 |
0.382 |
175.22 |
LOW |
175.10 |
0.618 |
174.91 |
1.000 |
174.79 |
1.618 |
174.60 |
2.618 |
174.29 |
4.250 |
173.78 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.31 |
175.27 |
PP |
175.28 |
175.21 |
S1 |
175.26 |
175.16 |
|