Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175.50 |
175.45 |
-0.05 |
0.0% |
176.01 |
High |
175.73 |
176.06 |
0.33 |
0.2% |
176.24 |
Low |
175.10 |
175.27 |
0.17 |
0.1% |
175.00 |
Close |
175.30 |
175.94 |
0.64 |
0.4% |
175.26 |
Range |
0.63 |
0.79 |
0.16 |
25.4% |
1.24 |
ATR |
0.55 |
0.57 |
0.02 |
3.1% |
0.00 |
Volume |
574,258 |
593,179 |
18,921 |
3.3% |
2,886,164 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.13 |
177.82 |
176.37 |
|
R3 |
177.34 |
177.03 |
176.16 |
|
R2 |
176.55 |
176.55 |
176.08 |
|
R1 |
176.24 |
176.24 |
176.01 |
176.40 |
PP |
175.76 |
175.76 |
175.76 |
175.83 |
S1 |
175.45 |
175.45 |
175.87 |
175.61 |
S2 |
174.97 |
174.97 |
175.80 |
|
S3 |
174.18 |
174.66 |
175.72 |
|
S4 |
173.39 |
173.87 |
175.51 |
|
|
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 |
176.06 |
175.00 |
1.06 |
0.6% |
0.60 |
0.3% |
89% |
True |
False |
596,295 |
10 |
176.29 |
175.00 |
1.29 |
0.7% |
0.59 |
0.3% |
73% |
False |
False |
591,623 |
20 |
176.29 |
173.93 |
2.36 |
1.3% |
0.54 |
0.3% |
85% |
False |
False |
576,719 |
40 |
176.29 |
172.35 |
3.94 |
2.2% |
0.58 |
0.3% |
91% |
False |
False |
562,197 |
60 |
176.29 |
172.24 |
4.05 |
2.3% |
0.60 |
0.3% |
91% |
False |
False |
381,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179.42 |
2.618 |
178.13 |
1.618 |
177.34 |
1.000 |
176.85 |
0.618 |
176.55 |
HIGH |
176.06 |
0.618 |
175.76 |
0.500 |
175.67 |
0.382 |
175.57 |
LOW |
175.27 |
0.618 |
174.78 |
1.000 |
174.48 |
1.618 |
173.99 |
2.618 |
173.20 |
4.250 |
171.91 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175.85 |
175.80 |
PP |
175.76 |
175.67 |
S1 |
175.67 |
175.53 |
|