Euro Bund Future December 2020
Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
176.10 |
175.67 |
-0.43 |
-0.2% |
174.74 |
High |
176.24 |
175.86 |
-0.38 |
-0.2% |
176.29 |
Low |
175.66 |
175.34 |
-0.32 |
-0.2% |
174.60 |
Close |
175.81 |
175.71 |
-0.10 |
-0.1% |
176.07 |
Range |
0.58 |
0.52 |
-0.06 |
-10.3% |
1.69 |
ATR |
0.55 |
0.54 |
0.00 |
-0.3% |
0.00 |
Volume |
585,677 |
649,237 |
63,560 |
10.9% |
2,662,627 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.20 |
176.97 |
176.00 |
|
R3 |
176.68 |
176.45 |
175.85 |
|
R2 |
176.16 |
176.16 |
175.81 |
|
R1 |
175.93 |
175.93 |
175.76 |
176.05 |
PP |
175.64 |
175.64 |
175.64 |
175.69 |
S1 |
175.41 |
175.41 |
175.66 |
175.53 |
S2 |
175.12 |
175.12 |
175.61 |
|
S3 |
174.60 |
174.89 |
175.57 |
|
S4 |
174.08 |
174.37 |
175.42 |
|
|
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 |
175.34 |
0.95 |
0.5% |
0.59 |
0.3% |
39% |
False |
True |
607,585 |
10 |
176.29 |
174.04 |
2.25 |
1.3% |
0.50 |
0.3% |
74% |
False |
False |
533,350 |
20 |
176.29 |
173.93 |
2.36 |
1.3% |
0.51 |
0.3% |
75% |
False |
False |
558,004 |
40 |
176.29 |
172.24 |
4.05 |
2.3% |
0.59 |
0.3% |
86% |
False |
False |
511,231 |
60 |
176.29 |
172.24 |
4.05 |
2.3% |
0.58 |
0.3% |
86% |
False |
False |
343,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.07 |
2.618 |
177.22 |
1.618 |
176.70 |
1.000 |
176.38 |
0.618 |
176.18 |
HIGH |
175.86 |
0.618 |
175.66 |
0.500 |
175.60 |
0.382 |
175.54 |
LOW |
175.34 |
0.618 |
175.02 |
1.000 |
174.82 |
1.618 |
174.50 |
2.618 |
173.98 |
4.250 |
173.13 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175.67 |
175.79 |
PP |
175.64 |
175.76 |
S1 |
175.60 |
175.74 |
|