Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
175.45 |
175.70 |
0.25 |
0.1% |
174.94 |
High |
175.73 |
175.71 |
-0.02 |
0.0% |
175.73 |
Low |
175.25 |
175.26 |
0.01 |
0.0% |
174.45 |
Close |
175.53 |
175.41 |
-0.12 |
-0.1% |
175.53 |
Range |
0.48 |
0.45 |
-0.03 |
-6.3% |
1.28 |
ATR |
0.64 |
0.63 |
-0.01 |
-2.1% |
0.00 |
Volume |
512,288 |
552,775 |
40,487 |
7.9% |
2,766,506 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.81 |
176.56 |
175.66 |
|
R3 |
176.36 |
176.11 |
175.53 |
|
R2 |
175.91 |
175.91 |
175.49 |
|
R1 |
175.66 |
175.66 |
175.45 |
175.56 |
PP |
175.46 |
175.46 |
175.46 |
175.41 |
S1 |
175.21 |
175.21 |
175.37 |
175.11 |
S2 |
175.01 |
175.01 |
175.33 |
|
S3 |
174.56 |
174.76 |
175.29 |
|
S4 |
174.11 |
174.31 |
175.16 |
|
|
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 |
174.85 |
0.88 |
0.5% |
0.44 |
0.3% |
64% |
False |
False |
528,273 |
10 |
175.73 |
173.66 |
2.07 |
1.2% |
0.57 |
0.3% |
85% |
False |
False |
614,840 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.68 |
0.4% |
55% |
False |
False |
660,959 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
55% |
False |
False |
616,521 |
60 |
176.83 |
172.35 |
4.48 |
2.6% |
0.61 |
0.3% |
68% |
False |
False |
587,065 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.62 |
0.4% |
69% |
False |
False |
444,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.62 |
2.618 |
176.89 |
1.618 |
176.44 |
1.000 |
176.16 |
0.618 |
175.99 |
HIGH |
175.71 |
0.618 |
175.54 |
0.500 |
175.49 |
0.382 |
175.43 |
LOW |
175.26 |
0.618 |
174.98 |
1.000 |
174.81 |
1.618 |
174.53 |
2.618 |
174.08 |
4.250 |
173.35 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.49 |
175.42 |
PP |
175.46 |
175.41 |
S1 |
175.44 |
175.41 |
|