Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 14-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174.88 |
175.07 |
0.19 |
0.1% |
174.67 |
High |
175.13 |
175.50 |
0.37 |
0.2% |
174.90 |
Low |
174.76 |
175.04 |
0.28 |
0.2% |
173.93 |
Close |
175.06 |
175.35 |
0.29 |
0.2% |
174.68 |
Range |
0.37 |
0.46 |
0.09 |
24.3% |
0.97 |
ATR |
0.53 |
0.53 |
-0.01 |
-1.0% |
0.00 |
Volume |
492,809 |
546,064 |
53,255 |
10.8% |
2,862,571 |
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.68 |
176.47 |
175.60 |
|
R3 |
176.22 |
176.01 |
175.48 |
|
R2 |
175.76 |
175.76 |
175.43 |
|
R1 |
175.55 |
175.55 |
175.39 |
175.66 |
PP |
175.30 |
175.30 |
175.30 |
175.35 |
S1 |
175.09 |
175.09 |
175.31 |
175.20 |
S2 |
174.84 |
174.84 |
175.27 |
|
S3 |
174.38 |
174.63 |
175.22 |
|
S4 |
173.92 |
174.17 |
175.10 |
|
|
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 |
175.50 |
174.04 |
1.46 |
0.8% |
0.40 |
0.2% |
90% |
True |
False |
459,115 |
10 |
175.50 |
173.93 |
1.57 |
0.9% |
0.48 |
0.3% |
90% |
True |
False |
544,994 |
20 |
175.50 |
173.74 |
1.76 |
1.0% |
0.51 |
0.3% |
91% |
True |
False |
549,052 |
40 |
175.50 |
172.24 |
3.26 |
1.9% |
0.59 |
0.3% |
95% |
True |
False |
437,342 |
60 |
175.50 |
172.24 |
3.26 |
1.9% |
0.57 |
0.3% |
95% |
True |
False |
292,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.46 |
2.618 |
176.70 |
1.618 |
176.24 |
1.000 |
175.96 |
0.618 |
175.78 |
HIGH |
175.50 |
0.618 |
175.32 |
0.500 |
175.27 |
0.382 |
175.22 |
LOW |
175.04 |
0.618 |
174.76 |
1.000 |
174.58 |
1.618 |
174.30 |
2.618 |
173.84 |
4.250 |
173.09 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175.32 |
175.25 |
PP |
175.30 |
175.15 |
S1 |
175.27 |
175.05 |
|