Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175.82 |
176.01 |
0.19 |
0.1% |
174.74 |
High |
176.29 |
176.17 |
-0.12 |
-0.1% |
176.29 |
Low |
175.77 |
175.77 |
0.00 |
0.0% |
174.60 |
Close |
176.07 |
176.11 |
0.04 |
0.0% |
176.07 |
Range |
0.52 |
0.40 |
-0.12 |
-23.1% |
1.69 |
ATR |
0.56 |
0.54 |
-0.01 |
-2.0% |
0.00 |
Volume |
479,596 |
486,447 |
6,851 |
1.4% |
2,662,627 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.22 |
177.06 |
176.33 |
|
R3 |
176.82 |
176.66 |
176.22 |
|
R2 |
176.42 |
176.42 |
176.18 |
|
R1 |
176.26 |
176.26 |
176.15 |
176.34 |
PP |
176.02 |
176.02 |
176.02 |
176.06 |
S1 |
175.86 |
175.86 |
176.07 |
175.94 |
S2 |
175.62 |
175.62 |
176.04 |
|
S3 |
175.22 |
175.46 |
176.00 |
|
S4 |
174.82 |
175.06 |
175.89 |
|
|
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 |
174.76 |
1.53 |
0.9% |
0.54 |
0.3% |
88% |
False |
False |
568,377 |
10 |
176.29 |
173.93 |
2.36 |
1.3% |
0.50 |
0.3% |
92% |
False |
False |
548,136 |
20 |
176.29 |
173.93 |
2.36 |
1.3% |
0.50 |
0.3% |
92% |
False |
False |
554,498 |
40 |
176.29 |
172.24 |
4.05 |
2.3% |
0.60 |
0.3% |
96% |
False |
False |
481,734 |
60 |
176.29 |
172.24 |
4.05 |
2.3% |
0.58 |
0.3% |
96% |
False |
False |
322,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.87 |
2.618 |
177.22 |
1.618 |
176.82 |
1.000 |
176.57 |
0.618 |
176.42 |
HIGH |
176.17 |
0.618 |
176.02 |
0.500 |
175.97 |
0.382 |
175.92 |
LOW |
175.77 |
0.618 |
175.52 |
1.000 |
175.37 |
1.618 |
175.12 |
2.618 |
174.72 |
4.250 |
174.07 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
176.06 |
176.01 |
PP |
176.02 |
175.92 |
S1 |
175.97 |
175.82 |
|