Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 20-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
162.78 |
163.16 |
0.38 |
0.2% |
162.97 |
High |
163.26 |
163.39 |
0.13 |
0.1% |
163.39 |
Low |
162.70 |
162.44 |
-0.26 |
-0.2% |
162.44 |
Close |
163.08 |
162.53 |
-0.55 |
-0.3% |
162.53 |
Range |
0.56 |
0.95 |
0.39 |
69.6% |
0.95 |
ATR |
0.60 |
0.63 |
0.02 |
4.1% |
0.00 |
Volume |
596,602 |
570,469 |
-26,133 |
-4.4% |
2,419,535 |
|
Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.64 |
165.03 |
163.05 |
|
R3 |
164.69 |
164.08 |
162.79 |
|
R2 |
163.74 |
163.74 |
162.70 |
|
R1 |
163.13 |
163.13 |
162.62 |
162.96 |
PP |
162.79 |
162.79 |
162.79 |
162.70 |
S1 |
162.18 |
162.18 |
162.44 |
162.01 |
S2 |
161.84 |
161.84 |
162.36 |
|
S3 |
160.89 |
161.23 |
162.27 |
|
S4 |
159.94 |
160.28 |
162.01 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.64 |
165.03 |
163.05 |
|
R3 |
164.69 |
164.08 |
162.79 |
|
R2 |
163.74 |
163.74 |
162.70 |
|
R1 |
163.13 |
163.13 |
162.62 |
162.96 |
PP |
162.79 |
162.79 |
162.79 |
162.70 |
S1 |
162.18 |
162.18 |
162.44 |
162.01 |
S2 |
161.84 |
161.84 |
162.36 |
|
S3 |
160.89 |
161.23 |
162.27 |
|
S4 |
159.94 |
160.28 |
162.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.39 |
162.44 |
0.95 |
0.6% |
0.56 |
0.3% |
9% |
True |
True |
483,907 |
10 |
163.39 |
162.26 |
1.13 |
0.7% |
0.48 |
0.3% |
24% |
True |
False |
470,978 |
20 |
163.39 |
161.75 |
1.64 |
1.0% |
0.53 |
0.3% |
48% |
True |
False |
487,732 |
40 |
164.19 |
159.15 |
5.04 |
3.1% |
0.77 |
0.5% |
67% |
False |
False |
603,423 |
60 |
164.19 |
157.17 |
7.02 |
4.3% |
0.69 |
0.4% |
76% |
False |
False |
409,756 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.61 |
0.4% |
76% |
False |
False |
308,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.43 |
2.618 |
165.88 |
1.618 |
164.93 |
1.000 |
164.34 |
0.618 |
163.98 |
HIGH |
163.39 |
0.618 |
163.03 |
0.500 |
162.92 |
0.382 |
162.80 |
LOW |
162.44 |
0.618 |
161.85 |
1.000 |
161.49 |
1.618 |
160.90 |
2.618 |
159.95 |
4.250 |
158.40 |
|
|
Fisher Pivots for day following 20-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
162.92 |
162.92 |
PP |
162.79 |
162.79 |
S1 |
162.66 |
162.66 |
|