Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
163.16 |
162.41 |
-0.75 |
-0.5% |
162.97 |
High |
163.39 |
162.54 |
-0.85 |
-0.5% |
163.39 |
Low |
162.44 |
161.97 |
-0.47 |
-0.3% |
162.44 |
Close |
162.53 |
162.10 |
-0.43 |
-0.3% |
162.53 |
Range |
0.95 |
0.57 |
-0.38 |
-40.0% |
0.95 |
ATR |
0.63 |
0.62 |
0.00 |
-0.6% |
0.00 |
Volume |
570,469 |
536,468 |
-34,001 |
-6.0% |
2,419,535 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.91 |
163.58 |
162.41 |
|
R3 |
163.34 |
163.01 |
162.26 |
|
R2 |
162.77 |
162.77 |
162.20 |
|
R1 |
162.44 |
162.44 |
162.15 |
162.32 |
PP |
162.20 |
162.20 |
162.20 |
162.15 |
S1 |
161.87 |
161.87 |
162.05 |
161.75 |
S2 |
161.63 |
161.63 |
162.00 |
|
S3 |
161.06 |
161.30 |
161.94 |
|
S4 |
160.49 |
160.73 |
161.79 |
|
|
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 |
161.97 |
1.42 |
0.9% |
0.57 |
0.4% |
9% |
False |
True |
518,137 |
10 |
163.39 |
161.97 |
1.42 |
0.9% |
0.50 |
0.3% |
9% |
False |
True |
475,756 |
20 |
163.39 |
161.75 |
1.64 |
1.0% |
0.53 |
0.3% |
21% |
False |
False |
489,047 |
40 |
164.19 |
159.37 |
4.82 |
3.0% |
0.75 |
0.5% |
57% |
False |
False |
614,295 |
60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.69 |
0.4% |
69% |
False |
False |
418,554 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
70% |
False |
False |
315,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.96 |
2.618 |
164.03 |
1.618 |
163.46 |
1.000 |
163.11 |
0.618 |
162.89 |
HIGH |
162.54 |
0.618 |
162.32 |
0.500 |
162.26 |
0.382 |
162.19 |
LOW |
161.97 |
0.618 |
161.62 |
1.000 |
161.40 |
1.618 |
161.05 |
2.618 |
160.48 |
4.250 |
159.55 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
162.26 |
162.68 |
PP |
162.20 |
162.49 |
S1 |
162.15 |
162.29 |
|