Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 04-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
174.63 |
175.15 |
0.52 |
0.3% |
175.63 |
High |
175.18 |
175.22 |
0.04 |
0.0% |
175.72 |
Low |
174.56 |
174.81 |
0.25 |
0.1% |
174.37 |
Close |
174.94 |
174.82 |
-0.12 |
-0.1% |
174.82 |
Range |
0.62 |
0.41 |
-0.21 |
-33.9% |
1.35 |
ATR |
0.59 |
0.58 |
-0.01 |
-2.2% |
0.00 |
Volume |
1,330,414 |
768,396 |
-562,018 |
-42.2% |
5,189,620 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.18 |
175.91 |
175.05 |
|
R3 |
175.77 |
175.50 |
174.93 |
|
R2 |
175.36 |
175.36 |
174.90 |
|
R1 |
175.09 |
175.09 |
174.86 |
175.02 |
PP |
174.95 |
174.95 |
174.95 |
174.92 |
S1 |
174.68 |
174.68 |
174.78 |
174.61 |
S2 |
174.54 |
174.54 |
174.74 |
|
S3 |
174.13 |
174.27 |
174.71 |
|
S4 |
173.72 |
173.86 |
174.59 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.02 |
178.27 |
175.56 |
|
R3 |
177.67 |
176.92 |
175.19 |
|
R2 |
176.32 |
176.32 |
175.07 |
|
R1 |
175.57 |
175.57 |
174.94 |
175.27 |
PP |
174.97 |
174.97 |
174.97 |
174.82 |
S1 |
174.22 |
174.22 |
174.70 |
173.92 |
S2 |
173.62 |
173.62 |
174.57 |
|
S3 |
172.27 |
172.87 |
174.45 |
|
S4 |
170.92 |
171.52 |
174.08 |
|
|
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% |
0.57 |
0.3% |
33% |
False |
False |
1,037,924 |
10 |
175.73 |
174.37 |
1.36 |
0.8% |
0.49 |
0.3% |
33% |
False |
False |
764,391 |
20 |
176.49 |
173.66 |
2.83 |
1.6% |
0.62 |
0.4% |
41% |
False |
False |
725,468 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.59 |
0.3% |
37% |
False |
False |
660,366 |
60 |
176.83 |
173.54 |
3.29 |
1.9% |
0.57 |
0.3% |
39% |
False |
False |
623,038 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.60 |
0.3% |
56% |
False |
False |
526,289 |
100 |
176.83 |
172.24 |
4.59 |
2.6% |
0.57 |
0.3% |
56% |
False |
False |
421,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.96 |
2.618 |
176.29 |
1.618 |
175.88 |
1.000 |
175.63 |
0.618 |
175.47 |
HIGH |
175.22 |
0.618 |
175.06 |
0.500 |
175.02 |
0.382 |
174.97 |
LOW |
174.81 |
0.618 |
174.56 |
1.000 |
174.40 |
1.618 |
174.15 |
2.618 |
173.74 |
4.250 |
173.07 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
175.02 |
174.81 |
PP |
174.95 |
174.80 |
S1 |
174.89 |
174.80 |
|