Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175.67 |
175.54 |
-0.13 |
-0.1% |
174.74 |
High |
175.86 |
175.73 |
-0.13 |
-0.1% |
176.29 |
Low |
175.34 |
175.17 |
-0.17 |
-0.1% |
174.60 |
Close |
175.71 |
175.19 |
-0.52 |
-0.3% |
176.07 |
Range |
0.52 |
0.56 |
0.04 |
7.7% |
1.69 |
ATR |
0.54 |
0.55 |
0.00 |
0.2% |
0.00 |
Volume |
649,237 |
613,665 |
-35,572 |
-5.5% |
2,662,627 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.04 |
176.68 |
175.50 |
|
R3 |
176.48 |
176.12 |
175.34 |
|
R2 |
175.92 |
175.92 |
175.29 |
|
R1 |
175.56 |
175.56 |
175.24 |
175.46 |
PP |
175.36 |
175.36 |
175.36 |
175.32 |
S1 |
175.00 |
175.00 |
175.14 |
174.90 |
S2 |
174.80 |
174.80 |
175.09 |
|
S3 |
174.24 |
174.44 |
175.04 |
|
S4 |
173.68 |
173.88 |
174.88 |
|
|
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 |
175.17 |
1.12 |
0.6% |
0.52 |
0.3% |
2% |
False |
True |
562,924 |
10 |
176.29 |
174.49 |
1.80 |
1.0% |
0.50 |
0.3% |
39% |
False |
False |
549,120 |
20 |
176.29 |
173.93 |
2.36 |
1.3% |
0.51 |
0.3% |
53% |
False |
False |
560,829 |
40 |
176.29 |
172.24 |
4.05 |
2.3% |
0.59 |
0.3% |
73% |
False |
False |
525,603 |
60 |
176.29 |
172.24 |
4.05 |
2.3% |
0.59 |
0.3% |
73% |
False |
False |
353,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.11 |
2.618 |
177.20 |
1.618 |
176.64 |
1.000 |
176.29 |
0.618 |
176.08 |
HIGH |
175.73 |
0.618 |
175.52 |
0.500 |
175.45 |
0.382 |
175.38 |
LOW |
175.17 |
0.618 |
174.82 |
1.000 |
174.61 |
1.618 |
174.26 |
2.618 |
173.70 |
4.250 |
172.79 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175.45 |
175.71 |
PP |
175.36 |
175.53 |
S1 |
175.28 |
175.36 |
|