Euro Bund Future December 2020
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
176.52 |
176.42 |
-0.10 |
-0.1% |
176.25 |
| High |
176.65 |
176.49 |
-0.16 |
-0.1% |
176.83 |
| Low |
176.09 |
175.86 |
-0.23 |
-0.1% |
175.53 |
| Close |
176.33 |
176.03 |
-0.30 |
-0.2% |
176.03 |
| Range |
0.56 |
0.63 |
0.07 |
12.5% |
1.30 |
| ATR |
0.60 |
0.60 |
0.00 |
0.4% |
0.00 |
| Volume |
617,547 |
591,309 |
-26,238 |
-4.2% |
3,111,316 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.02 |
177.65 |
176.38 |
|
| R3 |
177.39 |
177.02 |
176.20 |
|
| R2 |
176.76 |
176.76 |
176.15 |
|
| R1 |
176.39 |
176.39 |
176.09 |
176.26 |
| PP |
176.13 |
176.13 |
176.13 |
176.06 |
| S1 |
175.76 |
175.76 |
175.97 |
175.63 |
| S2 |
175.50 |
175.50 |
175.91 |
|
| S3 |
174.87 |
175.13 |
175.86 |
|
| S4 |
174.24 |
174.50 |
175.68 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.03 |
179.33 |
176.75 |
|
| R3 |
178.73 |
178.03 |
176.39 |
|
| R2 |
177.43 |
177.43 |
176.27 |
|
| R1 |
176.73 |
176.73 |
176.15 |
176.43 |
| PP |
176.13 |
176.13 |
176.13 |
175.98 |
| S1 |
175.43 |
175.43 |
175.91 |
175.13 |
| S2 |
174.83 |
174.83 |
175.79 |
|
| S3 |
173.53 |
174.13 |
175.67 |
|
| S4 |
172.23 |
172.83 |
175.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
176.83 |
175.53 |
1.30 |
0.7% |
0.70 |
0.4% |
38% |
False |
False |
622,263 |
| 10 |
176.83 |
175.10 |
1.73 |
1.0% |
0.64 |
0.4% |
54% |
False |
False |
645,424 |
| 20 |
176.83 |
174.60 |
2.23 |
1.3% |
0.58 |
0.3% |
64% |
False |
False |
600,151 |
| 40 |
176.83 |
173.74 |
3.09 |
1.8% |
0.55 |
0.3% |
74% |
False |
False |
575,041 |
| 60 |
176.83 |
172.24 |
4.59 |
2.6% |
0.59 |
0.3% |
83% |
False |
False |
469,313 |
| 80 |
176.83 |
172.24 |
4.59 |
2.6% |
0.57 |
0.3% |
83% |
False |
False |
352,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179.17 |
|
2.618 |
178.14 |
|
1.618 |
177.51 |
|
1.000 |
177.12 |
|
0.618 |
176.88 |
|
HIGH |
176.49 |
|
0.618 |
176.25 |
|
0.500 |
176.18 |
|
0.382 |
176.10 |
|
LOW |
175.86 |
|
0.618 |
175.47 |
|
1.000 |
175.23 |
|
1.618 |
174.84 |
|
2.618 |
174.21 |
|
4.250 |
173.18 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176.18 |
176.18 |
| PP |
176.13 |
176.13 |
| S1 |
176.08 |
176.08 |
|