Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
176.08 |
176.03 |
-0.05 |
0.0% |
176.01 |
High |
176.43 |
176.44 |
0.01 |
0.0% |
176.24 |
Low |
175.95 |
175.92 |
-0.03 |
0.0% |
175.00 |
Close |
176.07 |
176.31 |
0.24 |
0.1% |
175.26 |
Range |
0.48 |
0.52 |
0.04 |
8.3% |
1.24 |
ATR |
0.56 |
0.56 |
0.00 |
-0.5% |
0.00 |
Volume |
793,207 |
698,875 |
-94,332 |
-11.9% |
2,886,164 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.78 |
177.57 |
176.60 |
|
R3 |
177.26 |
177.05 |
176.45 |
|
R2 |
176.74 |
176.74 |
176.41 |
|
R1 |
176.53 |
176.53 |
176.36 |
176.64 |
PP |
176.22 |
176.22 |
176.22 |
176.28 |
S1 |
176.01 |
176.01 |
176.26 |
176.12 |
S2 |
175.70 |
175.70 |
176.21 |
|
S3 |
175.18 |
175.49 |
176.17 |
|
S4 |
174.66 |
174.97 |
176.02 |
|
|
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 |
176.44 |
175.00 |
1.44 |
0.8% |
0.59 |
0.3% |
91% |
True |
False |
642,131 |
10 |
176.44 |
175.00 |
1.44 |
0.8% |
0.55 |
0.3% |
91% |
True |
False |
602,527 |
20 |
176.44 |
173.93 |
2.51 |
1.4% |
0.54 |
0.3% |
95% |
True |
False |
579,896 |
40 |
176.44 |
173.06 |
3.38 |
1.9% |
0.56 |
0.3% |
96% |
True |
False |
575,000 |
60 |
176.44 |
172.24 |
4.20 |
2.4% |
0.60 |
0.3% |
97% |
True |
False |
406,807 |
80 |
176.44 |
172.24 |
4.20 |
2.4% |
0.54 |
0.3% |
97% |
True |
False |
305,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.65 |
2.618 |
177.80 |
1.618 |
177.28 |
1.000 |
176.96 |
0.618 |
176.76 |
HIGH |
176.44 |
0.618 |
176.24 |
0.500 |
176.18 |
0.382 |
176.12 |
LOW |
175.92 |
0.618 |
175.60 |
1.000 |
175.40 |
1.618 |
175.08 |
2.618 |
174.56 |
4.250 |
173.71 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
176.27 |
176.16 |
PP |
176.22 |
176.01 |
S1 |
176.18 |
175.86 |
|