Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
174.63 |
174.81 |
0.18 |
0.1% |
174.08 |
High |
174.90 |
174.95 |
0.05 |
0.0% |
174.85 |
Low |
174.58 |
174.34 |
-0.24 |
-0.1% |
173.95 |
Close |
174.87 |
174.52 |
-0.35 |
-0.2% |
174.67 |
Range |
0.32 |
0.61 |
0.29 |
90.6% |
0.90 |
ATR |
0.59 |
0.60 |
0.00 |
0.2% |
0.00 |
Volume |
500,463 |
714,272 |
213,809 |
42.7% |
2,802,717 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.43 |
176.09 |
174.86 |
|
R3 |
175.82 |
175.48 |
174.69 |
|
R2 |
175.21 |
175.21 |
174.63 |
|
R1 |
174.87 |
174.87 |
174.58 |
174.74 |
PP |
174.60 |
174.60 |
174.60 |
174.54 |
S1 |
174.26 |
174.26 |
174.46 |
174.13 |
S2 |
173.99 |
173.99 |
174.41 |
|
S3 |
173.38 |
173.65 |
174.35 |
|
S4 |
172.77 |
173.04 |
174.18 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.19 |
176.83 |
175.17 |
|
R3 |
176.29 |
175.93 |
174.92 |
|
R2 |
175.39 |
175.39 |
174.84 |
|
R1 |
175.03 |
175.03 |
174.75 |
175.21 |
PP |
174.49 |
174.49 |
174.49 |
174.58 |
S1 |
174.13 |
174.13 |
174.59 |
174.31 |
S2 |
173.59 |
173.59 |
174.51 |
|
S3 |
172.69 |
173.23 |
174.42 |
|
S4 |
171.79 |
172.33 |
174.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174.95 |
174.16 |
0.79 |
0.5% |
0.47 |
0.3% |
46% |
True |
False |
534,443 |
10 |
174.95 |
173.74 |
1.21 |
0.7% |
0.54 |
0.3% |
64% |
True |
False |
553,109 |
20 |
174.95 |
173.06 |
1.89 |
1.1% |
0.59 |
0.3% |
77% |
True |
False |
564,640 |
40 |
174.95 |
172.24 |
2.71 |
1.6% |
0.64 |
0.4% |
84% |
True |
False |
302,416 |
60 |
175.08 |
172.24 |
2.84 |
1.6% |
0.54 |
0.3% |
80% |
False |
False |
201,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.54 |
2.618 |
176.55 |
1.618 |
175.94 |
1.000 |
175.56 |
0.618 |
175.33 |
HIGH |
174.95 |
0.618 |
174.72 |
0.500 |
174.65 |
0.382 |
174.57 |
LOW |
174.34 |
0.618 |
173.96 |
1.000 |
173.73 |
1.618 |
173.35 |
2.618 |
172.74 |
4.250 |
171.75 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
174.65 |
174.63 |
PP |
174.60 |
174.59 |
S1 |
174.56 |
174.56 |
|