Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
174.56 |
174.63 |
0.07 |
0.0% |
175.70 |
High |
174.69 |
175.18 |
0.49 |
0.3% |
175.71 |
Low |
174.37 |
174.56 |
0.19 |
0.1% |
174.96 |
Close |
174.48 |
174.94 |
0.46 |
0.3% |
175.50 |
Range |
0.32 |
0.62 |
0.30 |
93.8% |
0.75 |
ATR |
0.58 |
0.59 |
0.01 |
1.4% |
0.00 |
Volume |
1,159,422 |
1,330,414 |
170,992 |
14.7% |
1,942,009 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.75 |
176.47 |
175.28 |
|
R3 |
176.13 |
175.85 |
175.11 |
|
R2 |
175.51 |
175.51 |
175.05 |
|
R1 |
175.23 |
175.23 |
175.00 |
175.37 |
PP |
174.89 |
174.89 |
174.89 |
174.97 |
S1 |
174.61 |
174.61 |
174.88 |
174.75 |
S2 |
174.27 |
174.27 |
174.83 |
|
S3 |
173.65 |
173.99 |
174.77 |
|
S4 |
173.03 |
173.37 |
174.60 |
|
|
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% |
0.53 |
0.3% |
42% |
False |
False |
956,387 |
10 |
175.73 |
174.37 |
1.36 |
0.8% |
0.48 |
0.3% |
42% |
False |
False |
739,760 |
20 |
176.65 |
173.66 |
2.99 |
1.7% |
0.63 |
0.4% |
43% |
False |
False |
717,926 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
40% |
False |
False |
652,555 |
60 |
176.83 |
173.06 |
3.77 |
2.2% |
0.58 |
0.3% |
50% |
False |
False |
621,350 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.61 |
0.3% |
59% |
False |
False |
516,848 |
100 |
176.83 |
172.24 |
4.59 |
2.6% |
0.57 |
0.3% |
59% |
False |
False |
413,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.82 |
2.618 |
176.80 |
1.618 |
176.18 |
1.000 |
175.80 |
0.618 |
175.56 |
HIGH |
175.18 |
0.618 |
174.94 |
0.500 |
174.87 |
0.382 |
174.80 |
LOW |
174.56 |
0.618 |
174.18 |
1.000 |
173.94 |
1.618 |
173.56 |
2.618 |
172.94 |
4.250 |
171.93 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
174.92 |
174.93 |
PP |
174.89 |
174.92 |
S1 |
174.87 |
174.91 |
|