Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174.74 |
174.88 |
0.14 |
0.1% |
174.67 |
High |
174.87 |
175.13 |
0.26 |
0.1% |
174.90 |
Low |
174.60 |
174.76 |
0.16 |
0.1% |
173.93 |
Close |
174.81 |
175.06 |
0.25 |
0.1% |
174.68 |
Range |
0.27 |
0.37 |
0.10 |
37.0% |
0.97 |
ATR |
0.55 |
0.53 |
-0.01 |
-2.3% |
0.00 |
Volume |
307,189 |
492,809 |
185,620 |
60.4% |
2,862,571 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.09 |
175.95 |
175.26 |
|
R3 |
175.72 |
175.58 |
175.16 |
|
R2 |
175.35 |
175.35 |
175.13 |
|
R1 |
175.21 |
175.21 |
175.09 |
175.28 |
PP |
174.98 |
174.98 |
174.98 |
175.02 |
S1 |
174.84 |
174.84 |
175.03 |
174.91 |
S2 |
174.61 |
174.61 |
174.99 |
|
S3 |
174.24 |
174.47 |
174.96 |
|
S4 |
173.87 |
174.10 |
174.86 |
|
|
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 |
175.13 |
173.93 |
1.20 |
0.7% |
0.45 |
0.3% |
94% |
True |
False |
493,294 |
10 |
175.13 |
173.93 |
1.20 |
0.7% |
0.50 |
0.3% |
94% |
True |
False |
561,815 |
20 |
175.13 |
173.74 |
1.39 |
0.8% |
0.51 |
0.3% |
95% |
True |
False |
544,560 |
40 |
175.13 |
172.24 |
2.89 |
1.7% |
0.59 |
0.3% |
98% |
True |
False |
423,708 |
60 |
175.13 |
172.24 |
2.89 |
1.7% |
0.56 |
0.3% |
98% |
True |
False |
283,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.70 |
2.618 |
176.10 |
1.618 |
175.73 |
1.000 |
175.50 |
0.618 |
175.36 |
HIGH |
175.13 |
0.618 |
174.99 |
0.500 |
174.95 |
0.382 |
174.90 |
LOW |
174.76 |
0.618 |
174.53 |
1.000 |
174.39 |
1.618 |
174.16 |
2.618 |
173.79 |
4.250 |
173.19 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175.02 |
174.98 |
PP |
174.98 |
174.89 |
S1 |
174.95 |
174.81 |
|