Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 05-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174.61 |
174.67 |
0.06 |
0.0% |
174.58 |
High |
174.97 |
174.90 |
-0.07 |
0.0% |
174.97 |
Low |
174.60 |
174.19 |
-0.41 |
-0.2% |
174.17 |
Close |
174.66 |
174.42 |
-0.24 |
-0.1% |
174.66 |
Range |
0.37 |
0.71 |
0.34 |
91.9% |
0.80 |
ATR |
0.58 |
0.59 |
0.01 |
1.7% |
0.00 |
Volume |
527,044 |
530,283 |
3,239 |
0.6% |
2,883,911 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.63 |
176.24 |
174.81 |
|
R3 |
175.92 |
175.53 |
174.62 |
|
R2 |
175.21 |
175.21 |
174.55 |
|
R1 |
174.82 |
174.82 |
174.49 |
174.66 |
PP |
174.50 |
174.50 |
174.50 |
174.43 |
S1 |
174.11 |
174.11 |
174.35 |
173.95 |
S2 |
173.79 |
173.79 |
174.29 |
|
S3 |
173.08 |
173.40 |
174.22 |
|
S4 |
172.37 |
172.69 |
174.03 |
|
|
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% |
0.51 |
0.3% |
31% |
False |
False |
597,266 |
10 |
174.97 |
174.16 |
0.81 |
0.5% |
0.49 |
0.3% |
32% |
False |
False |
560,860 |
20 |
174.97 |
173.06 |
1.91 |
1.1% |
0.56 |
0.3% |
71% |
False |
False |
551,351 |
40 |
174.97 |
172.24 |
2.73 |
1.6% |
0.63 |
0.4% |
80% |
False |
False |
346,684 |
60 |
175.08 |
172.24 |
2.84 |
1.6% |
0.55 |
0.3% |
77% |
False |
False |
231,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.92 |
2.618 |
176.76 |
1.618 |
176.05 |
1.000 |
175.61 |
0.618 |
175.34 |
HIGH |
174.90 |
0.618 |
174.63 |
0.500 |
174.55 |
0.382 |
174.46 |
LOW |
174.19 |
0.618 |
173.75 |
1.000 |
173.48 |
1.618 |
173.04 |
2.618 |
172.33 |
4.250 |
171.17 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
174.55 |
174.57 |
PP |
174.50 |
174.52 |
S1 |
174.46 |
174.47 |
|