Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 28-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175.45 |
176.08 |
0.63 |
0.4% |
176.01 |
High |
176.06 |
176.43 |
0.37 |
0.2% |
176.24 |
Low |
175.27 |
175.95 |
0.68 |
0.4% |
175.00 |
Close |
175.94 |
176.07 |
0.13 |
0.1% |
175.26 |
Range |
0.79 |
0.48 |
-0.31 |
-39.2% |
1.24 |
ATR |
0.57 |
0.56 |
-0.01 |
-1.0% |
0.00 |
Volume |
593,179 |
793,207 |
200,028 |
33.7% |
2,886,164 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.59 |
177.31 |
176.33 |
|
R3 |
177.11 |
176.83 |
176.20 |
|
R2 |
176.63 |
176.63 |
176.16 |
|
R1 |
176.35 |
176.35 |
176.11 |
176.25 |
PP |
176.15 |
176.15 |
176.15 |
176.10 |
S1 |
175.87 |
175.87 |
176.03 |
175.77 |
S2 |
175.67 |
175.67 |
175.98 |
|
S3 |
175.19 |
175.39 |
175.94 |
|
S4 |
174.71 |
174.91 |
175.81 |
|
|
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 |
176.43 |
175.00 |
1.43 |
0.8% |
0.60 |
0.3% |
75% |
True |
False |
625,089 |
10 |
176.43 |
175.00 |
1.43 |
0.8% |
0.59 |
0.3% |
75% |
True |
False |
616,337 |
20 |
176.43 |
173.93 |
2.50 |
1.4% |
0.54 |
0.3% |
86% |
True |
False |
580,666 |
40 |
176.43 |
173.06 |
3.37 |
1.9% |
0.56 |
0.3% |
89% |
True |
False |
572,653 |
60 |
176.43 |
172.24 |
4.19 |
2.4% |
0.60 |
0.3% |
91% |
True |
False |
395,166 |
80 |
176.43 |
172.24 |
4.19 |
2.4% |
0.54 |
0.3% |
91% |
True |
False |
296,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.47 |
2.618 |
177.69 |
1.618 |
177.21 |
1.000 |
176.91 |
0.618 |
176.73 |
HIGH |
176.43 |
0.618 |
176.25 |
0.500 |
176.19 |
0.382 |
176.13 |
LOW |
175.95 |
0.618 |
175.65 |
1.000 |
175.47 |
1.618 |
175.17 |
2.618 |
174.69 |
4.250 |
173.91 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
176.19 |
175.97 |
PP |
176.15 |
175.87 |
S1 |
176.11 |
175.77 |
|