Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 12-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174.52 |
174.74 |
0.22 |
0.1% |
174.67 |
High |
174.86 |
174.87 |
0.01 |
0.0% |
174.90 |
Low |
174.49 |
174.60 |
0.11 |
0.1% |
173.93 |
Close |
174.68 |
174.81 |
0.13 |
0.1% |
174.68 |
Range |
0.37 |
0.27 |
-0.10 |
-27.0% |
0.97 |
ATR |
0.57 |
0.55 |
-0.02 |
-3.7% |
0.00 |
Volume |
493,554 |
307,189 |
-186,365 |
-37.8% |
2,862,571 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.57 |
175.46 |
174.96 |
|
R3 |
175.30 |
175.19 |
174.88 |
|
R2 |
175.03 |
175.03 |
174.86 |
|
R1 |
174.92 |
174.92 |
174.83 |
174.98 |
PP |
174.76 |
174.76 |
174.76 |
174.79 |
S1 |
174.65 |
174.65 |
174.79 |
174.71 |
S2 |
174.49 |
174.49 |
174.76 |
|
S3 |
174.22 |
174.38 |
174.74 |
|
S4 |
173.95 |
174.11 |
174.66 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.41 |
177.02 |
175.21 |
|
R3 |
176.44 |
176.05 |
174.95 |
|
R2 |
175.47 |
175.47 |
174.86 |
|
R1 |
175.08 |
175.08 |
174.77 |
175.28 |
PP |
174.50 |
174.50 |
174.50 |
174.60 |
S1 |
174.11 |
174.11 |
174.59 |
174.31 |
S2 |
173.53 |
173.53 |
174.50 |
|
S3 |
172.56 |
173.14 |
174.41 |
|
S4 |
171.59 |
172.17 |
174.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174.87 |
173.93 |
0.94 |
0.5% |
0.47 |
0.3% |
94% |
True |
False |
527,895 |
10 |
174.97 |
173.93 |
1.04 |
0.6% |
0.49 |
0.3% |
85% |
False |
False |
562,581 |
20 |
174.97 |
173.74 |
1.23 |
0.7% |
0.51 |
0.3% |
87% |
False |
False |
543,611 |
40 |
174.97 |
172.24 |
2.73 |
1.6% |
0.59 |
0.3% |
94% |
False |
False |
411,525 |
60 |
175.08 |
172.24 |
2.84 |
1.6% |
0.56 |
0.3% |
90% |
False |
False |
275,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.02 |
2.618 |
175.58 |
1.618 |
175.31 |
1.000 |
175.14 |
0.618 |
175.04 |
HIGH |
174.87 |
0.618 |
174.77 |
0.500 |
174.74 |
0.382 |
174.70 |
LOW |
174.60 |
0.618 |
174.43 |
1.000 |
174.33 |
1.618 |
174.16 |
2.618 |
173.89 |
4.250 |
173.45 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
174.79 |
174.69 |
PP |
174.76 |
174.57 |
S1 |
174.74 |
174.46 |
|