Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
176.01 |
176.10 |
0.09 |
0.1% |
174.74 |
High |
176.17 |
176.24 |
0.07 |
0.0% |
176.29 |
Low |
175.77 |
175.66 |
-0.11 |
-0.1% |
174.60 |
Close |
176.11 |
175.81 |
-0.30 |
-0.2% |
176.07 |
Range |
0.40 |
0.58 |
0.18 |
45.0% |
1.69 |
ATR |
0.54 |
0.55 |
0.00 |
0.5% |
0.00 |
Volume |
486,447 |
585,677 |
99,230 |
20.4% |
2,662,627 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.64 |
177.31 |
176.13 |
|
R3 |
177.06 |
176.73 |
175.97 |
|
R2 |
176.48 |
176.48 |
175.92 |
|
R1 |
176.15 |
176.15 |
175.86 |
176.03 |
PP |
175.90 |
175.90 |
175.90 |
175.84 |
S1 |
175.57 |
175.57 |
175.76 |
175.45 |
S2 |
175.32 |
175.32 |
175.70 |
|
S3 |
174.74 |
174.99 |
175.65 |
|
S4 |
174.16 |
174.41 |
175.49 |
|
|
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 |
175.04 |
1.25 |
0.7% |
0.58 |
0.3% |
62% |
False |
False |
586,950 |
10 |
176.29 |
173.93 |
2.36 |
1.3% |
0.51 |
0.3% |
80% |
False |
False |
540,122 |
20 |
176.29 |
173.93 |
2.36 |
1.3% |
0.50 |
0.3% |
80% |
False |
False |
554,269 |
40 |
176.29 |
172.24 |
4.05 |
2.3% |
0.60 |
0.3% |
88% |
False |
False |
496,239 |
60 |
176.29 |
172.24 |
4.05 |
2.3% |
0.58 |
0.3% |
88% |
False |
False |
332,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.71 |
2.618 |
177.76 |
1.618 |
177.18 |
1.000 |
176.82 |
0.618 |
176.60 |
HIGH |
176.24 |
0.618 |
176.02 |
0.500 |
175.95 |
0.382 |
175.88 |
LOW |
175.66 |
0.618 |
175.30 |
1.000 |
175.08 |
1.618 |
174.72 |
2.618 |
174.14 |
4.250 |
173.20 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175.95 |
175.98 |
PP |
175.90 |
175.92 |
S1 |
175.86 |
175.87 |
|