Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
162.34 |
161.95 |
-0.39 |
-0.2% |
162.97 |
High |
162.47 |
162.37 |
-0.10 |
-0.1% |
163.39 |
Low |
161.90 |
161.88 |
-0.02 |
0.0% |
162.44 |
Close |
162.37 |
162.18 |
-0.19 |
-0.1% |
162.53 |
Range |
0.57 |
0.49 |
-0.08 |
-14.0% |
0.95 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.4% |
0.00 |
Volume |
546,245 |
450,080 |
-96,165 |
-17.6% |
2,419,535 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.61 |
163.39 |
162.45 |
|
R3 |
163.12 |
162.90 |
162.31 |
|
R2 |
162.63 |
162.63 |
162.27 |
|
R1 |
162.41 |
162.41 |
162.22 |
162.52 |
PP |
162.14 |
162.14 |
162.14 |
162.20 |
S1 |
161.92 |
161.92 |
162.14 |
162.03 |
S2 |
161.65 |
161.65 |
162.09 |
|
S3 |
161.16 |
161.43 |
162.05 |
|
S4 |
160.67 |
160.94 |
161.91 |
|
|
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 |
161.82 |
1.57 |
1.0% |
0.62 |
0.4% |
23% |
False |
False |
508,951 |
10 |
163.39 |
161.82 |
1.57 |
1.0% |
0.55 |
0.3% |
23% |
False |
False |
478,256 |
20 |
163.39 |
161.82 |
1.57 |
1.0% |
0.53 |
0.3% |
23% |
False |
False |
475,026 |
40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.66 |
0.4% |
70% |
False |
False |
629,533 |
60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.70 |
0.4% |
71% |
False |
False |
442,077 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
71% |
False |
False |
333,526 |
100 |
164.19 |
155.74 |
8.45 |
5.2% |
0.56 |
0.3% |
76% |
False |
False |
266,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.45 |
2.618 |
163.65 |
1.618 |
163.16 |
1.000 |
162.86 |
0.618 |
162.67 |
HIGH |
162.37 |
0.618 |
162.18 |
0.500 |
162.13 |
0.382 |
162.07 |
LOW |
161.88 |
0.618 |
161.58 |
1.000 |
161.39 |
1.618 |
161.09 |
2.618 |
160.60 |
4.250 |
159.80 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
162.16 |
162.17 |
PP |
162.14 |
162.16 |
S1 |
162.13 |
162.15 |
|