Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 01-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174.81 |
174.50 |
-0.31 |
-0.2% |
174.08 |
High |
174.95 |
174.71 |
-0.24 |
-0.1% |
174.85 |
Low |
174.34 |
174.17 |
-0.17 |
-0.1% |
173.95 |
Close |
174.52 |
174.66 |
0.14 |
0.1% |
174.67 |
Range |
0.61 |
0.54 |
-0.07 |
-11.5% |
0.90 |
ATR |
0.60 |
0.59 |
0.00 |
-0.7% |
0.00 |
Volume |
714,272 |
714,272 |
0 |
0.0% |
2,802,717 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.13 |
175.94 |
174.96 |
|
R3 |
175.59 |
175.40 |
174.81 |
|
R2 |
175.05 |
175.05 |
174.76 |
|
R1 |
174.86 |
174.86 |
174.71 |
174.96 |
PP |
174.51 |
174.51 |
174.51 |
174.56 |
S1 |
174.32 |
174.32 |
174.61 |
174.42 |
S2 |
173.97 |
173.97 |
174.56 |
|
S3 |
173.43 |
173.78 |
174.51 |
|
S4 |
172.89 |
173.24 |
174.36 |
|
|
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% |
0.48 |
0.3% |
63% |
False |
False |
565,865 |
10 |
174.95 |
173.93 |
1.02 |
0.6% |
0.52 |
0.3% |
72% |
False |
False |
559,809 |
20 |
174.95 |
173.06 |
1.89 |
1.1% |
0.58 |
0.3% |
85% |
False |
False |
570,103 |
40 |
174.95 |
172.24 |
2.71 |
1.6% |
0.63 |
0.4% |
89% |
False |
False |
320,263 |
60 |
175.08 |
172.24 |
2.84 |
1.6% |
0.54 |
0.3% |
85% |
False |
False |
213,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.01 |
2.618 |
176.12 |
1.618 |
175.58 |
1.000 |
175.25 |
0.618 |
175.04 |
HIGH |
174.71 |
0.618 |
174.50 |
0.500 |
174.44 |
0.382 |
174.38 |
LOW |
174.17 |
0.618 |
173.84 |
1.000 |
173.63 |
1.618 |
173.30 |
2.618 |
172.76 |
4.250 |
171.88 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
174.59 |
174.63 |
PP |
174.51 |
174.59 |
S1 |
174.44 |
174.56 |
|