Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175.20 |
175.50 |
0.30 |
0.2% |
176.01 |
High |
175.52 |
175.73 |
0.21 |
0.1% |
176.24 |
Low |
175.00 |
175.10 |
0.10 |
0.1% |
175.00 |
Close |
175.26 |
175.30 |
0.04 |
0.0% |
175.26 |
Range |
0.52 |
0.63 |
0.11 |
21.2% |
1.24 |
ATR |
0.54 |
0.55 |
0.01 |
1.1% |
0.00 |
Volume |
551,138 |
574,258 |
23,120 |
4.2% |
2,886,164 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.27 |
176.91 |
175.65 |
|
R3 |
176.64 |
176.28 |
175.47 |
|
R2 |
176.01 |
176.01 |
175.42 |
|
R1 |
175.65 |
175.65 |
175.36 |
175.52 |
PP |
175.38 |
175.38 |
175.38 |
175.31 |
S1 |
175.02 |
175.02 |
175.24 |
174.89 |
S2 |
174.75 |
174.75 |
175.18 |
|
S3 |
174.12 |
174.39 |
175.13 |
|
S4 |
173.49 |
173.76 |
174.95 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.22 |
178.48 |
175.94 |
|
R3 |
177.98 |
177.24 |
175.60 |
|
R2 |
176.74 |
176.74 |
175.49 |
|
R1 |
176.00 |
176.00 |
175.37 |
175.75 |
PP |
175.50 |
175.50 |
175.50 |
175.38 |
S1 |
174.76 |
174.76 |
175.15 |
174.51 |
S2 |
174.26 |
174.26 |
175.03 |
|
S3 |
173.02 |
173.52 |
174.92 |
|
S4 |
171.78 |
172.28 |
174.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
176.24 |
175.00 |
1.24 |
0.7% |
0.56 |
0.3% |
24% |
False |
False |
594,795 |
10 |
176.29 |
174.76 |
1.53 |
0.9% |
0.55 |
0.3% |
35% |
False |
False |
581,586 |
20 |
176.29 |
173.93 |
2.36 |
1.3% |
0.52 |
0.3% |
58% |
False |
False |
572,083 |
40 |
176.29 |
172.35 |
3.94 |
2.2% |
0.57 |
0.3% |
75% |
False |
False |
550,117 |
60 |
176.29 |
172.24 |
4.05 |
2.3% |
0.59 |
0.3% |
76% |
False |
False |
372,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.41 |
2.618 |
177.38 |
1.618 |
176.75 |
1.000 |
176.36 |
0.618 |
176.12 |
HIGH |
175.73 |
0.618 |
175.49 |
0.500 |
175.42 |
0.382 |
175.34 |
LOW |
175.10 |
0.618 |
174.71 |
1.000 |
174.47 |
1.618 |
174.08 |
2.618 |
173.45 |
4.250 |
172.42 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175.42 |
175.37 |
PP |
175.38 |
175.34 |
S1 |
175.34 |
175.32 |
|