Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 11-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
162.49 |
162.59 |
0.10 |
0.1% |
162.57 |
High |
162.57 |
162.80 |
0.23 |
0.1% |
162.93 |
Low |
162.26 |
162.40 |
0.14 |
0.1% |
162.06 |
Close |
162.38 |
162.53 |
0.15 |
0.1% |
162.82 |
Range |
0.31 |
0.40 |
0.09 |
29.0% |
0.87 |
ATR |
0.68 |
0.67 |
-0.02 |
-2.8% |
0.00 |
Volume |
547,378 |
412,717 |
-134,661 |
-24.6% |
1,656,462 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.78 |
163.55 |
162.75 |
|
R3 |
163.38 |
163.15 |
162.64 |
|
R2 |
162.98 |
162.98 |
162.60 |
|
R1 |
162.75 |
162.75 |
162.57 |
162.67 |
PP |
162.58 |
162.58 |
162.58 |
162.53 |
S1 |
162.35 |
162.35 |
162.49 |
162.27 |
S2 |
162.18 |
162.18 |
162.46 |
|
S3 |
161.78 |
161.95 |
162.42 |
|
S4 |
161.38 |
161.55 |
162.31 |
|
|
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 |
162.06 |
0.87 |
0.5% |
0.45 |
0.3% |
54% |
False |
False |
456,813 |
10 |
162.93 |
161.85 |
1.08 |
0.7% |
0.52 |
0.3% |
63% |
False |
False |
477,814 |
20 |
162.93 |
159.45 |
3.48 |
2.1% |
0.59 |
0.4% |
89% |
False |
False |
572,600 |
40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.80 |
0.5% |
76% |
False |
False |
528,320 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.69 |
0.4% |
76% |
False |
False |
357,305 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.59 |
0.4% |
76% |
False |
False |
268,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.50 |
2.618 |
163.85 |
1.618 |
163.45 |
1.000 |
163.20 |
0.618 |
163.05 |
HIGH |
162.80 |
0.618 |
162.65 |
0.500 |
162.60 |
0.382 |
162.55 |
LOW |
162.40 |
0.618 |
162.15 |
1.000 |
162.00 |
1.618 |
161.75 |
2.618 |
161.35 |
4.250 |
160.70 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
162.60 |
162.53 |
PP |
162.58 |
162.53 |
S1 |
162.55 |
162.53 |
|