Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 06-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
162.37 |
162.50 |
0.13 |
0.1% |
162.57 |
High |
162.78 |
162.93 |
0.15 |
0.1% |
162.93 |
Low |
162.06 |
162.47 |
0.41 |
0.3% |
162.06 |
Close |
162.70 |
162.82 |
0.12 |
0.1% |
162.82 |
Range |
0.72 |
0.46 |
-0.26 |
-36.1% |
0.87 |
ATR |
0.75 |
0.73 |
-0.02 |
-2.8% |
0.00 |
Volume |
428,971 |
406,314 |
-22,657 |
-5.3% |
1,656,462 |
|
Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.12 |
163.93 |
163.07 |
|
R3 |
163.66 |
163.47 |
162.95 |
|
R2 |
163.20 |
163.20 |
162.90 |
|
R1 |
163.01 |
163.01 |
162.86 |
163.11 |
PP |
162.74 |
162.74 |
162.74 |
162.79 |
S1 |
162.55 |
162.55 |
162.78 |
162.65 |
S2 |
162.28 |
162.28 |
162.74 |
|
S3 |
161.82 |
162.09 |
162.69 |
|
S4 |
161.36 |
161.63 |
162.57 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.21 |
164.89 |
163.30 |
|
R3 |
164.34 |
164.02 |
163.06 |
|
R2 |
163.47 |
163.47 |
162.98 |
|
R1 |
163.15 |
163.15 |
162.90 |
163.31 |
PP |
162.60 |
162.60 |
162.60 |
162.69 |
S1 |
162.28 |
162.28 |
162.74 |
162.44 |
S2 |
161.73 |
161.73 |
162.66 |
|
S3 |
160.86 |
161.41 |
162.58 |
|
S4 |
159.99 |
160.54 |
162.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.93 |
161.85 |
1.08 |
0.7% |
0.61 |
0.4% |
90% |
True |
False |
423,448 |
10 |
162.93 |
161.75 |
1.18 |
0.7% |
0.57 |
0.3% |
91% |
True |
False |
504,486 |
20 |
162.93 |
159.37 |
3.56 |
2.2% |
0.64 |
0.4% |
97% |
True |
False |
594,089 |
40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.80 |
0.5% |
80% |
False |
False |
493,137 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.69 |
0.4% |
81% |
False |
False |
333,234 |
80 |
164.19 |
156.80 |
7.39 |
4.5% |
0.58 |
0.4% |
81% |
False |
False |
249,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.89 |
2.618 |
164.13 |
1.618 |
163.67 |
1.000 |
163.39 |
0.618 |
163.21 |
HIGH |
162.93 |
0.618 |
162.75 |
0.500 |
162.70 |
0.382 |
162.65 |
LOW |
162.47 |
0.618 |
162.19 |
1.000 |
162.01 |
1.618 |
161.73 |
2.618 |
161.27 |
4.250 |
160.52 |
|
|
Fisher Pivots for day following 06-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
162.78 |
162.71 |
PP |
162.74 |
162.60 |
S1 |
162.70 |
162.50 |
|