Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 07-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174.18 |
174.58 |
0.40 |
0.2% |
174.58 |
High |
174.65 |
174.61 |
-0.04 |
0.0% |
174.97 |
Low |
174.15 |
173.93 |
-0.22 |
-0.1% |
174.17 |
Close |
174.27 |
174.13 |
-0.14 |
-0.1% |
174.66 |
Range |
0.50 |
0.68 |
0.18 |
36.0% |
0.80 |
ATR |
0.58 |
0.59 |
0.01 |
1.2% |
0.00 |
Volume |
665,813 |
716,961 |
51,148 |
7.7% |
2,883,911 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.26 |
175.88 |
174.50 |
|
R3 |
175.58 |
175.20 |
174.32 |
|
R2 |
174.90 |
174.90 |
174.25 |
|
R1 |
174.52 |
174.52 |
174.19 |
174.37 |
PP |
174.22 |
174.22 |
174.22 |
174.15 |
S1 |
173.84 |
173.84 |
174.07 |
173.69 |
S2 |
173.54 |
173.54 |
174.01 |
|
S3 |
172.86 |
173.16 |
173.94 |
|
S4 |
172.18 |
172.48 |
173.76 |
|
|
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 |
173.93 |
1.04 |
0.6% |
0.56 |
0.3% |
19% |
False |
True |
630,874 |
10 |
174.97 |
173.93 |
1.04 |
0.6% |
0.51 |
0.3% |
19% |
False |
True |
582,658 |
20 |
174.97 |
173.06 |
1.91 |
1.1% |
0.54 |
0.3% |
56% |
False |
False |
558,940 |
40 |
174.97 |
172.24 |
2.73 |
1.6% |
0.62 |
0.4% |
69% |
False |
False |
381,141 |
60 |
175.08 |
172.24 |
2.84 |
1.6% |
0.55 |
0.3% |
67% |
False |
False |
254,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.50 |
2.618 |
176.39 |
1.618 |
175.71 |
1.000 |
175.29 |
0.618 |
175.03 |
HIGH |
174.61 |
0.618 |
174.35 |
0.500 |
174.27 |
0.382 |
174.19 |
LOW |
173.93 |
0.618 |
173.51 |
1.000 |
173.25 |
1.618 |
172.83 |
2.618 |
172.15 |
4.250 |
171.04 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
174.27 |
174.42 |
PP |
174.22 |
174.32 |
S1 |
174.18 |
174.23 |
|