Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
175.15 |
175.03 |
-0.12 |
-0.1% |
175.63 |
High |
175.22 |
175.51 |
0.29 |
0.2% |
175.72 |
Low |
174.81 |
175.03 |
0.22 |
0.1% |
174.37 |
Close |
174.82 |
175.41 |
0.59 |
0.3% |
174.82 |
Range |
0.41 |
0.48 |
0.07 |
17.1% |
1.35 |
ATR |
0.58 |
0.59 |
0.01 |
1.4% |
0.00 |
Volume |
768,396 |
128,886 |
-639,510 |
-83.2% |
5,189,620 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.76 |
176.56 |
175.67 |
|
R3 |
176.28 |
176.08 |
175.54 |
|
R2 |
175.80 |
175.80 |
175.50 |
|
R1 |
175.60 |
175.60 |
175.45 |
175.70 |
PP |
175.32 |
175.32 |
175.32 |
175.37 |
S1 |
175.12 |
175.12 |
175.37 |
175.22 |
S2 |
174.84 |
174.84 |
175.32 |
|
S3 |
174.36 |
174.64 |
175.28 |
|
S4 |
173.88 |
174.16 |
175.15 |
|
|
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 |
175.51 |
174.37 |
1.14 |
0.6% |
0.56 |
0.3% |
91% |
True |
False |
914,748 |
10 |
175.72 |
174.37 |
1.35 |
0.8% |
0.49 |
0.3% |
77% |
False |
False |
726,051 |
20 |
176.46 |
173.66 |
2.80 |
1.6% |
0.62 |
0.4% |
63% |
False |
False |
702,347 |
40 |
176.83 |
173.66 |
3.17 |
1.8% |
0.60 |
0.3% |
55% |
False |
False |
651,249 |
60 |
176.83 |
173.66 |
3.17 |
1.8% |
0.57 |
0.3% |
55% |
False |
False |
617,477 |
80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.59 |
0.3% |
69% |
False |
False |
527,571 |
100 |
176.83 |
172.24 |
4.59 |
2.6% |
0.58 |
0.3% |
69% |
False |
False |
422,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.55 |
2.618 |
176.77 |
1.618 |
176.29 |
1.000 |
175.99 |
0.618 |
175.81 |
HIGH |
175.51 |
0.618 |
175.33 |
0.500 |
175.27 |
0.382 |
175.21 |
LOW |
175.03 |
0.618 |
174.73 |
1.000 |
174.55 |
1.618 |
174.25 |
2.618 |
173.77 |
4.250 |
172.99 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
175.36 |
175.29 |
PP |
175.32 |
175.16 |
S1 |
175.27 |
175.04 |
|