Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 25-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
175.37 |
175.10 |
-0.27 |
-0.2% |
174.94 |
High |
175.47 |
175.46 |
-0.01 |
0.0% |
175.73 |
Low |
175.12 |
174.96 |
-0.16 |
-0.1% |
174.45 |
Close |
175.26 |
175.33 |
0.07 |
0.0% |
175.53 |
Range |
0.35 |
0.50 |
0.15 |
42.9% |
1.28 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.3% |
0.00 |
Volume |
520,857 |
507,662 |
-13,195 |
-2.5% |
2,766,506 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.75 |
176.54 |
175.61 |
|
R3 |
176.25 |
176.04 |
175.47 |
|
R2 |
175.75 |
175.75 |
175.42 |
|
R1 |
175.54 |
175.54 |
175.38 |
175.65 |
PP |
175.25 |
175.25 |
175.25 |
175.30 |
S1 |
175.04 |
175.04 |
175.28 |
175.15 |
S2 |
174.75 |
174.75 |
175.24 |
|
S3 |
174.25 |
174.54 |
175.19 |
|
S4 |
173.75 |
174.04 |
175.06 |
|
|
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 |
174.96 |
0.77 |
0.4% |
0.42 |
0.2% |
48% |
False |
True |
523,133 |
10 |
175.73 |
174.26 |
1.47 |
0.8% |
0.50 |
0.3% |
73% |
False |
False |
552,732 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.66 |
0.4% |
53% |
False |
False |
643,066 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
53% |
False |
False |
611,866 |
60 |
176.83 |
173.06 |
3.77 |
2.2% |
0.60 |
0.3% |
60% |
False |
False |
596,124 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.62 |
0.4% |
67% |
False |
False |
457,141 |
100 |
176.83 |
172.24 |
4.59 |
2.6% |
0.56 |
0.3% |
67% |
False |
False |
365,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.59 |
2.618 |
176.77 |
1.618 |
176.27 |
1.000 |
175.96 |
0.618 |
175.77 |
HIGH |
175.46 |
0.618 |
175.27 |
0.500 |
175.21 |
0.382 |
175.15 |
LOW |
174.96 |
0.618 |
174.65 |
1.000 |
174.46 |
1.618 |
174.15 |
2.618 |
173.65 |
4.250 |
172.84 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.29 |
175.34 |
PP |
175.25 |
175.33 |
S1 |
175.21 |
175.33 |
|