Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175.37 |
175.82 |
0.45 |
0.3% |
174.74 |
High |
176.28 |
176.29 |
0.01 |
0.0% |
176.29 |
Low |
175.35 |
175.77 |
0.42 |
0.2% |
174.60 |
Close |
175.90 |
176.07 |
0.17 |
0.1% |
176.07 |
Range |
0.93 |
0.52 |
-0.41 |
-44.1% |
1.69 |
ATR |
0.56 |
0.56 |
0.00 |
-0.5% |
0.00 |
Volume |
836,969 |
479,596 |
-357,373 |
-42.7% |
2,662,627 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.60 |
177.36 |
176.36 |
|
R3 |
177.08 |
176.84 |
176.21 |
|
R2 |
176.56 |
176.56 |
176.17 |
|
R1 |
176.32 |
176.32 |
176.12 |
176.44 |
PP |
176.04 |
176.04 |
176.04 |
176.11 |
S1 |
175.80 |
175.80 |
176.02 |
175.92 |
S2 |
175.52 |
175.52 |
175.97 |
|
S3 |
175.00 |
175.28 |
175.93 |
|
S4 |
174.48 |
174.76 |
175.78 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180.72 |
180.09 |
177.00 |
|
R3 |
179.03 |
178.40 |
176.53 |
|
R2 |
177.34 |
177.34 |
176.38 |
|
R1 |
176.71 |
176.71 |
176.22 |
177.03 |
PP |
175.65 |
175.65 |
175.65 |
175.81 |
S1 |
175.02 |
175.02 |
175.92 |
175.34 |
S2 |
173.96 |
173.96 |
175.76 |
|
S3 |
172.27 |
173.33 |
175.61 |
|
S4 |
170.58 |
171.64 |
175.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
176.29 |
174.60 |
1.69 |
1.0% |
0.51 |
0.3% |
87% |
True |
False |
532,525 |
10 |
176.29 |
173.93 |
2.36 |
1.3% |
0.54 |
0.3% |
91% |
True |
False |
552,519 |
20 |
176.29 |
173.93 |
2.36 |
1.3% |
0.52 |
0.3% |
91% |
True |
False |
560,591 |
40 |
176.29 |
172.24 |
4.05 |
2.3% |
0.61 |
0.3% |
95% |
True |
False |
469,736 |
60 |
176.29 |
172.24 |
4.05 |
2.3% |
0.59 |
0.3% |
95% |
True |
False |
314,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.50 |
2.618 |
177.65 |
1.618 |
177.13 |
1.000 |
176.81 |
0.618 |
176.61 |
HIGH |
176.29 |
0.618 |
176.09 |
0.500 |
176.03 |
0.382 |
175.97 |
LOW |
175.77 |
0.618 |
175.45 |
1.000 |
175.25 |
1.618 |
174.93 |
2.618 |
174.41 |
4.250 |
173.56 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
176.06 |
175.94 |
PP |
176.04 |
175.80 |
S1 |
176.03 |
175.67 |
|