Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
175.20 |
175.45 |
0.25 |
0.1% |
174.94 |
High |
175.41 |
175.73 |
0.32 |
0.2% |
175.73 |
Low |
175.10 |
175.25 |
0.15 |
0.1% |
174.45 |
Close |
175.33 |
175.53 |
0.20 |
0.1% |
175.53 |
Range |
0.31 |
0.48 |
0.17 |
54.8% |
1.28 |
ATR |
0.65 |
0.64 |
-0.01 |
-1.9% |
0.00 |
Volume |
522,083 |
512,288 |
-9,795 |
-1.9% |
2,766,506 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.94 |
176.72 |
175.79 |
|
R3 |
176.46 |
176.24 |
175.66 |
|
R2 |
175.98 |
175.98 |
175.62 |
|
R1 |
175.76 |
175.76 |
175.57 |
175.87 |
PP |
175.50 |
175.50 |
175.50 |
175.56 |
S1 |
175.28 |
175.28 |
175.49 |
175.39 |
S2 |
175.02 |
175.02 |
175.44 |
|
S3 |
174.54 |
174.80 |
175.40 |
|
S4 |
174.06 |
174.32 |
175.27 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.08 |
178.58 |
176.23 |
|
R3 |
177.80 |
177.30 |
175.88 |
|
R2 |
176.52 |
176.52 |
175.76 |
|
R1 |
176.02 |
176.02 |
175.65 |
176.27 |
PP |
175.24 |
175.24 |
175.24 |
175.36 |
S1 |
174.74 |
174.74 |
175.41 |
174.99 |
S2 |
173.96 |
173.96 |
175.30 |
|
S3 |
172.68 |
173.46 |
175.18 |
|
S4 |
171.40 |
172.18 |
174.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
175.73 |
174.45 |
1.28 |
0.7% |
0.52 |
0.3% |
84% |
True |
False |
553,301 |
10 |
176.46 |
173.66 |
2.80 |
1.6% |
0.75 |
0.4% |
67% |
False |
False |
678,643 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.69 |
0.4% |
59% |
False |
False |
662,033 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
59% |
False |
False |
613,398 |
60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.3% |
72% |
False |
False |
578,731 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.62 |
0.4% |
72% |
False |
False |
437,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.77 |
2.618 |
176.99 |
1.618 |
176.51 |
1.000 |
176.21 |
0.618 |
176.03 |
HIGH |
175.73 |
0.618 |
175.55 |
0.500 |
175.49 |
0.382 |
175.43 |
LOW |
175.25 |
0.618 |
174.95 |
1.000 |
174.77 |
1.618 |
174.47 |
2.618 |
173.99 |
4.250 |
173.21 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.52 |
175.46 |
PP |
175.50 |
175.39 |
S1 |
175.49 |
175.32 |
|