Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 30-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
175.59 |
175.63 |
0.04 |
0.0% |
175.70 |
High |
175.65 |
175.72 |
0.07 |
0.0% |
175.71 |
Low |
175.41 |
175.21 |
-0.20 |
-0.1% |
174.96 |
Close |
175.50 |
175.25 |
-0.25 |
-0.1% |
175.50 |
Range |
0.24 |
0.51 |
0.27 |
112.5% |
0.75 |
ATR |
0.58 |
0.58 |
-0.01 |
-0.9% |
0.00 |
Volume |
360,715 |
744,764 |
384,049 |
106.5% |
1,942,009 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.92 |
176.60 |
175.53 |
|
R3 |
176.41 |
176.09 |
175.39 |
|
R2 |
175.90 |
175.90 |
175.34 |
|
R1 |
175.58 |
175.58 |
175.30 |
175.49 |
PP |
175.39 |
175.39 |
175.39 |
175.35 |
S1 |
175.07 |
175.07 |
175.20 |
174.98 |
S2 |
174.88 |
174.88 |
175.16 |
|
S3 |
174.37 |
174.56 |
175.11 |
|
S4 |
173.86 |
174.05 |
174.97 |
|
|
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 |
175.72 |
174.96 |
0.76 |
0.4% |
0.41 |
0.2% |
38% |
True |
False |
537,354 |
10 |
175.73 |
174.45 |
1.28 |
0.7% |
0.47 |
0.3% |
63% |
False |
False |
545,327 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.65 |
0.4% |
50% |
False |
False |
629,226 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
50% |
False |
False |
608,470 |
60 |
176.83 |
173.06 |
3.77 |
2.2% |
0.58 |
0.3% |
58% |
False |
False |
591,045 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.3% |
66% |
False |
False |
470,950 |
100 |
176.83 |
172.24 |
4.59 |
2.6% |
0.57 |
0.3% |
66% |
False |
False |
376,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.89 |
2.618 |
177.06 |
1.618 |
176.55 |
1.000 |
176.23 |
0.618 |
176.04 |
HIGH |
175.72 |
0.618 |
175.53 |
0.500 |
175.47 |
0.382 |
175.40 |
LOW |
175.21 |
0.618 |
174.89 |
1.000 |
174.70 |
1.618 |
174.38 |
2.618 |
173.87 |
4.250 |
173.04 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
175.47 |
175.34 |
PP |
175.39 |
175.31 |
S1 |
175.32 |
175.28 |
|