Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 02-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174.50 |
174.61 |
0.11 |
0.1% |
174.58 |
High |
174.71 |
174.97 |
0.26 |
0.1% |
174.97 |
Low |
174.17 |
174.60 |
0.43 |
0.2% |
174.17 |
Close |
174.66 |
174.66 |
0.00 |
0.0% |
174.66 |
Range |
0.54 |
0.37 |
-0.17 |
-31.5% |
0.80 |
ATR |
0.59 |
0.58 |
-0.02 |
-2.7% |
0.00 |
Volume |
714,272 |
527,044 |
-187,228 |
-26.2% |
2,883,911 |
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.85 |
175.63 |
174.86 |
|
R3 |
175.48 |
175.26 |
174.76 |
|
R2 |
175.11 |
175.11 |
174.73 |
|
R1 |
174.89 |
174.89 |
174.69 |
175.00 |
PP |
174.74 |
174.74 |
174.74 |
174.80 |
S1 |
174.52 |
174.52 |
174.63 |
174.63 |
S2 |
174.37 |
174.37 |
174.59 |
|
S3 |
174.00 |
174.15 |
174.56 |
|
S4 |
173.63 |
173.78 |
174.46 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.00 |
176.63 |
175.10 |
|
R3 |
176.20 |
175.83 |
174.88 |
|
R2 |
175.40 |
175.40 |
174.81 |
|
R1 |
175.03 |
175.03 |
174.73 |
175.22 |
PP |
174.60 |
174.60 |
174.60 |
174.69 |
S1 |
174.23 |
174.23 |
174.59 |
174.42 |
S2 |
173.80 |
173.80 |
174.51 |
|
S3 |
173.00 |
173.43 |
174.44 |
|
S4 |
172.20 |
172.63 |
174.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174.97 |
174.17 |
0.80 |
0.5% |
0.44 |
0.3% |
61% |
True |
False |
576,782 |
10 |
174.97 |
173.95 |
1.02 |
0.6% |
0.51 |
0.3% |
70% |
True |
False |
568,662 |
20 |
174.97 |
173.06 |
1.91 |
1.1% |
0.56 |
0.3% |
84% |
True |
False |
556,194 |
40 |
174.97 |
172.24 |
2.73 |
1.6% |
0.62 |
0.4% |
89% |
True |
False |
333,431 |
60 |
175.08 |
172.24 |
2.84 |
1.6% |
0.55 |
0.3% |
85% |
False |
False |
222,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.54 |
2.618 |
175.94 |
1.618 |
175.57 |
1.000 |
175.34 |
0.618 |
175.20 |
HIGH |
174.97 |
0.618 |
174.83 |
0.500 |
174.79 |
0.382 |
174.74 |
LOW |
174.60 |
0.618 |
174.37 |
1.000 |
174.23 |
1.618 |
174.00 |
2.618 |
173.63 |
4.250 |
173.03 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
174.79 |
174.63 |
PP |
174.74 |
174.60 |
S1 |
174.70 |
174.57 |
|