Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 27-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
175.10 |
175.59 |
0.49 |
0.3% |
175.70 |
High |
175.46 |
175.65 |
0.19 |
0.1% |
175.71 |
Low |
174.96 |
175.41 |
0.45 |
0.3% |
174.96 |
Close |
175.33 |
175.50 |
0.17 |
0.1% |
175.50 |
Range |
0.50 |
0.24 |
-0.26 |
-52.0% |
0.75 |
ATR |
0.60 |
0.58 |
-0.02 |
-3.3% |
0.00 |
Volume |
507,662 |
360,715 |
-146,947 |
-28.9% |
1,942,009 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.24 |
176.11 |
175.63 |
|
R3 |
176.00 |
175.87 |
175.57 |
|
R2 |
175.76 |
175.76 |
175.54 |
|
R1 |
175.63 |
175.63 |
175.52 |
175.58 |
PP |
175.52 |
175.52 |
175.52 |
175.49 |
S1 |
175.39 |
175.39 |
175.48 |
175.34 |
S2 |
175.28 |
175.28 |
175.46 |
|
S3 |
175.04 |
175.15 |
175.43 |
|
S4 |
174.80 |
174.91 |
175.37 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.64 |
177.32 |
175.91 |
|
R3 |
176.89 |
176.57 |
175.71 |
|
R2 |
176.14 |
176.14 |
175.64 |
|
R1 |
175.82 |
175.82 |
175.57 |
175.61 |
PP |
175.39 |
175.39 |
175.39 |
175.28 |
S1 |
175.07 |
175.07 |
175.43 |
174.86 |
S2 |
174.64 |
174.64 |
175.36 |
|
S3 |
173.89 |
174.32 |
175.29 |
|
S4 |
173.14 |
173.57 |
175.09 |
|
|
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% |
0.40 |
0.2% |
70% |
False |
False |
490,859 |
10 |
175.73 |
174.45 |
1.28 |
0.7% |
0.45 |
0.3% |
82% |
False |
False |
522,122 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.65 |
0.4% |
58% |
False |
False |
626,158 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.59 |
0.3% |
58% |
False |
False |
603,027 |
60 |
176.83 |
173.06 |
3.77 |
2.1% |
0.59 |
0.3% |
65% |
False |
False |
592,052 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.3% |
71% |
False |
False |
461,645 |
100 |
176.83 |
172.24 |
4.59 |
2.6% |
0.56 |
0.3% |
71% |
False |
False |
369,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.67 |
2.618 |
176.28 |
1.618 |
176.04 |
1.000 |
175.89 |
0.618 |
175.80 |
HIGH |
175.65 |
0.618 |
175.56 |
0.500 |
175.53 |
0.382 |
175.50 |
LOW |
175.41 |
0.618 |
175.26 |
1.000 |
175.17 |
1.618 |
175.02 |
2.618 |
174.78 |
4.250 |
174.39 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.53 |
175.44 |
PP |
175.52 |
175.37 |
S1 |
175.51 |
175.31 |
|