Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
175.70 |
175.37 |
-0.33 |
-0.2% |
174.94 |
High |
175.71 |
175.47 |
-0.24 |
-0.1% |
175.73 |
Low |
175.26 |
175.12 |
-0.14 |
-0.1% |
174.45 |
Close |
175.41 |
175.26 |
-0.15 |
-0.1% |
175.53 |
Range |
0.45 |
0.35 |
-0.10 |
-22.2% |
1.28 |
ATR |
0.63 |
0.61 |
-0.02 |
-3.2% |
0.00 |
Volume |
552,775 |
520,857 |
-31,918 |
-5.8% |
2,766,506 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.33 |
176.15 |
175.45 |
|
R3 |
175.98 |
175.80 |
175.36 |
|
R2 |
175.63 |
175.63 |
175.32 |
|
R1 |
175.45 |
175.45 |
175.29 |
175.37 |
PP |
175.28 |
175.28 |
175.28 |
175.24 |
S1 |
175.10 |
175.10 |
175.23 |
175.02 |
S2 |
174.93 |
174.93 |
175.20 |
|
S3 |
174.58 |
174.75 |
175.16 |
|
S4 |
174.23 |
174.40 |
175.07 |
|
|
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 |
174.91 |
0.82 |
0.5% |
0.43 |
0.2% |
43% |
False |
False |
526,807 |
10 |
175.73 |
173.66 |
2.07 |
1.2% |
0.53 |
0.3% |
77% |
False |
False |
567,353 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.66 |
0.4% |
50% |
False |
False |
657,343 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
50% |
False |
False |
617,031 |
60 |
176.83 |
172.35 |
4.48 |
2.6% |
0.61 |
0.3% |
65% |
False |
False |
593,913 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.62 |
0.4% |
66% |
False |
False |
450,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.96 |
2.618 |
176.39 |
1.618 |
176.04 |
1.000 |
175.82 |
0.618 |
175.69 |
HIGH |
175.47 |
0.618 |
175.34 |
0.500 |
175.30 |
0.382 |
175.25 |
LOW |
175.12 |
0.618 |
174.90 |
1.000 |
174.77 |
1.618 |
174.55 |
2.618 |
174.20 |
4.250 |
173.63 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.30 |
175.43 |
PP |
175.28 |
175.37 |
S1 |
175.27 |
175.32 |
|