Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 03-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
162.57 |
162.41 |
-0.16 |
-0.1% |
162.34 |
High |
162.89 |
162.81 |
-0.08 |
0.0% |
162.66 |
Low |
162.42 |
162.22 |
-0.20 |
-0.1% |
161.75 |
Close |
162.63 |
162.72 |
0.09 |
0.1% |
162.55 |
Range |
0.47 |
0.59 |
0.12 |
25.5% |
0.91 |
ATR |
0.76 |
0.75 |
-0.01 |
-1.6% |
0.00 |
Volume |
504,751 |
316,426 |
-188,325 |
-37.3% |
2,878,224 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.35 |
164.13 |
163.04 |
|
R3 |
163.76 |
163.54 |
162.88 |
|
R2 |
163.17 |
163.17 |
162.83 |
|
R1 |
162.95 |
162.95 |
162.77 |
163.06 |
PP |
162.58 |
162.58 |
162.58 |
162.64 |
S1 |
162.36 |
162.36 |
162.67 |
162.47 |
S2 |
161.99 |
161.99 |
162.61 |
|
S3 |
161.40 |
161.77 |
162.56 |
|
S4 |
160.81 |
161.18 |
162.40 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.05 |
164.71 |
163.05 |
|
R3 |
164.14 |
163.80 |
162.80 |
|
R2 |
163.23 |
163.23 |
162.72 |
|
R1 |
162.89 |
162.89 |
162.63 |
163.06 |
PP |
162.32 |
162.32 |
162.32 |
162.41 |
S1 |
161.98 |
161.98 |
162.47 |
162.15 |
S2 |
161.41 |
161.41 |
162.38 |
|
S3 |
160.50 |
161.07 |
162.30 |
|
S4 |
159.59 |
160.16 |
162.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.89 |
161.85 |
1.04 |
0.6% |
0.58 |
0.4% |
84% |
False |
False |
498,815 |
10 |
162.89 |
161.26 |
1.63 |
1.0% |
0.60 |
0.4% |
90% |
False |
False |
572,265 |
20 |
162.89 |
159.37 |
3.52 |
2.2% |
0.71 |
0.4% |
95% |
False |
False |
650,533 |
40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.79 |
0.5% |
78% |
False |
False |
473,342 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.68 |
0.4% |
79% |
False |
False |
319,345 |
80 |
164.19 |
156.15 |
8.04 |
4.9% |
0.58 |
0.4% |
82% |
False |
False |
239,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.32 |
2.618 |
164.35 |
1.618 |
163.76 |
1.000 |
163.40 |
0.618 |
163.17 |
HIGH |
162.81 |
0.618 |
162.58 |
0.500 |
162.52 |
0.382 |
162.45 |
LOW |
162.22 |
0.618 |
161.86 |
1.000 |
161.63 |
1.618 |
161.27 |
2.618 |
160.68 |
4.250 |
159.71 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
162.65 |
162.60 |
PP |
162.58 |
162.49 |
S1 |
162.52 |
162.37 |
|