Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
175.63 |
175.32 |
-0.31 |
-0.2% |
175.70 |
High |
175.72 |
175.45 |
-0.27 |
-0.2% |
175.71 |
Low |
175.21 |
174.47 |
-0.74 |
-0.4% |
174.96 |
Close |
175.25 |
174.56 |
-0.69 |
-0.4% |
175.50 |
Range |
0.51 |
0.98 |
0.47 |
92.2% |
0.75 |
ATR |
0.58 |
0.60 |
0.03 |
5.0% |
0.00 |
Volume |
744,764 |
1,186,624 |
441,860 |
59.3% |
1,942,009 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.77 |
177.14 |
175.10 |
|
R3 |
176.79 |
176.16 |
174.83 |
|
R2 |
175.81 |
175.81 |
174.74 |
|
R1 |
175.18 |
175.18 |
174.65 |
175.01 |
PP |
174.83 |
174.83 |
174.83 |
174.74 |
S1 |
174.20 |
174.20 |
174.47 |
174.03 |
S2 |
173.85 |
173.85 |
174.38 |
|
S3 |
172.87 |
173.22 |
174.29 |
|
S4 |
171.89 |
172.24 |
174.02 |
|
|
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 |
174.47 |
1.25 |
0.7% |
0.52 |
0.3% |
7% |
False |
True |
664,124 |
10 |
175.73 |
174.47 |
1.26 |
0.7% |
0.48 |
0.3% |
7% |
False |
True |
596,198 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.68 |
0.4% |
28% |
False |
False |
662,057 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
28% |
False |
False |
624,878 |
60 |
176.83 |
173.06 |
3.77 |
2.2% |
0.59 |
0.3% |
40% |
False |
False |
600,369 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.4% |
51% |
False |
False |
485,781 |
100 |
176.83 |
172.24 |
4.59 |
2.6% |
0.57 |
0.3% |
51% |
False |
False |
388,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179.62 |
2.618 |
178.02 |
1.618 |
177.04 |
1.000 |
176.43 |
0.618 |
176.06 |
HIGH |
175.45 |
0.618 |
175.08 |
0.500 |
174.96 |
0.382 |
174.84 |
LOW |
174.47 |
0.618 |
173.86 |
1.000 |
173.49 |
1.618 |
172.88 |
2.618 |
171.90 |
4.250 |
170.31 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
174.96 |
175.10 |
PP |
174.83 |
174.92 |
S1 |
174.69 |
174.74 |
|