Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
175.32 |
174.56 |
-0.76 |
-0.4% |
175.70 |
High |
175.45 |
174.69 |
-0.76 |
-0.4% |
175.71 |
Low |
174.47 |
174.37 |
-0.10 |
-0.1% |
174.96 |
Close |
174.56 |
174.48 |
-0.08 |
0.0% |
175.50 |
Range |
0.98 |
0.32 |
-0.66 |
-67.3% |
0.75 |
ATR |
0.60 |
0.58 |
-0.02 |
-3.4% |
0.00 |
Volume |
1,186,624 |
1,159,422 |
-27,202 |
-2.3% |
1,942,009 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.47 |
175.30 |
174.66 |
|
R3 |
175.15 |
174.98 |
174.57 |
|
R2 |
174.83 |
174.83 |
174.54 |
|
R1 |
174.66 |
174.66 |
174.51 |
174.59 |
PP |
174.51 |
174.51 |
174.51 |
174.48 |
S1 |
174.34 |
174.34 |
174.45 |
174.27 |
S2 |
174.19 |
174.19 |
174.42 |
|
S3 |
173.87 |
174.02 |
174.39 |
|
S4 |
173.55 |
173.70 |
174.30 |
|
|
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 |
174.37 |
1.35 |
0.8% |
0.51 |
0.3% |
8% |
False |
True |
791,837 |
10 |
175.73 |
174.37 |
1.36 |
0.8% |
0.47 |
0.3% |
8% |
False |
True |
659,322 |
20 |
176.83 |
173.66 |
3.17 |
1.8% |
0.66 |
0.4% |
26% |
False |
False |
690,792 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
26% |
False |
False |
637,219 |
60 |
176.83 |
173.06 |
3.77 |
2.2% |
0.58 |
0.3% |
38% |
False |
False |
609,322 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.4% |
49% |
False |
False |
500,271 |
100 |
176.83 |
172.24 |
4.59 |
2.6% |
0.57 |
0.3% |
49% |
False |
False |
400,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.05 |
2.618 |
175.53 |
1.618 |
175.21 |
1.000 |
175.01 |
0.618 |
174.89 |
HIGH |
174.69 |
0.618 |
174.57 |
0.500 |
174.53 |
0.382 |
174.49 |
LOW |
174.37 |
0.618 |
174.17 |
1.000 |
174.05 |
1.618 |
173.85 |
2.618 |
173.53 |
4.250 |
173.01 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
174.53 |
175.05 |
PP |
174.51 |
174.86 |
S1 |
174.50 |
174.67 |
|