Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175.07 |
175.37 |
0.30 |
0.2% |
174.67 |
High |
175.50 |
176.28 |
0.78 |
0.4% |
174.90 |
Low |
175.04 |
175.35 |
0.31 |
0.2% |
173.93 |
Close |
175.35 |
175.90 |
0.55 |
0.3% |
174.68 |
Range |
0.46 |
0.93 |
0.47 |
102.2% |
0.97 |
ATR |
0.53 |
0.56 |
0.03 |
5.4% |
0.00 |
Volume |
546,064 |
836,969 |
290,905 |
53.3% |
2,862,571 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.63 |
178.20 |
176.41 |
|
R3 |
177.70 |
177.27 |
176.16 |
|
R2 |
176.77 |
176.77 |
176.07 |
|
R1 |
176.34 |
176.34 |
175.99 |
176.56 |
PP |
175.84 |
175.84 |
175.84 |
175.95 |
S1 |
175.41 |
175.41 |
175.81 |
175.63 |
S2 |
174.91 |
174.91 |
175.73 |
|
S3 |
173.98 |
174.48 |
175.64 |
|
S4 |
173.05 |
173.55 |
175.39 |
|
|
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 |
176.28 |
174.49 |
1.79 |
1.0% |
0.48 |
0.3% |
79% |
True |
False |
535,317 |
10 |
176.28 |
173.93 |
2.35 |
1.3% |
0.52 |
0.3% |
84% |
True |
False |
557,264 |
20 |
176.28 |
173.93 |
2.35 |
1.3% |
0.52 |
0.3% |
84% |
True |
False |
558,537 |
40 |
176.28 |
172.24 |
4.04 |
2.3% |
0.61 |
0.3% |
91% |
True |
False |
458,160 |
60 |
176.28 |
172.24 |
4.04 |
2.3% |
0.58 |
0.3% |
91% |
True |
False |
306,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180.23 |
2.618 |
178.71 |
1.618 |
177.78 |
1.000 |
177.21 |
0.618 |
176.85 |
HIGH |
176.28 |
0.618 |
175.92 |
0.500 |
175.82 |
0.382 |
175.71 |
LOW |
175.35 |
0.618 |
174.78 |
1.000 |
174.42 |
1.618 |
173.85 |
2.618 |
172.92 |
4.250 |
171.40 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175.87 |
175.77 |
PP |
175.84 |
175.65 |
S1 |
175.82 |
175.52 |
|