Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
161.95 |
162.05 |
0.10 |
0.1% |
162.41 |
High |
162.37 |
162.23 |
-0.14 |
-0.1% |
162.54 |
Low |
161.88 |
161.97 |
0.09 |
0.1% |
161.82 |
Close |
162.18 |
162.07 |
-0.11 |
-0.1% |
162.07 |
Range |
0.49 |
0.26 |
-0.23 |
-46.9% |
0.72 |
ATR |
0.60 |
0.58 |
-0.02 |
-4.1% |
0.00 |
Volume |
450,080 |
631,434 |
181,354 |
40.3% |
2,605,723 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.87 |
162.73 |
162.21 |
|
R3 |
162.61 |
162.47 |
162.14 |
|
R2 |
162.35 |
162.35 |
162.12 |
|
R1 |
162.21 |
162.21 |
162.09 |
162.28 |
PP |
162.09 |
162.09 |
162.09 |
162.13 |
S1 |
161.95 |
161.95 |
162.05 |
162.02 |
S2 |
161.83 |
161.83 |
162.02 |
|
S3 |
161.57 |
161.69 |
162.00 |
|
S4 |
161.31 |
161.43 |
161.93 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.30 |
163.91 |
162.47 |
|
R3 |
163.58 |
163.19 |
162.27 |
|
R2 |
162.86 |
162.86 |
162.20 |
|
R1 |
162.47 |
162.47 |
162.14 |
162.31 |
PP |
162.14 |
162.14 |
162.14 |
162.06 |
S1 |
161.75 |
161.75 |
162.00 |
161.59 |
S2 |
161.42 |
161.42 |
161.94 |
|
S3 |
160.70 |
161.03 |
161.87 |
|
S4 |
159.98 |
160.31 |
161.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.54 |
161.82 |
0.72 |
0.4% |
0.48 |
0.3% |
35% |
False |
False |
521,144 |
10 |
163.39 |
161.82 |
1.57 |
1.0% |
0.52 |
0.3% |
16% |
False |
False |
502,525 |
20 |
163.39 |
161.82 |
1.57 |
1.0% |
0.51 |
0.3% |
16% |
False |
False |
471,637 |
40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.63 |
0.4% |
67% |
False |
False |
634,042 |
60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.69 |
0.4% |
69% |
False |
False |
452,204 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
70% |
False |
False |
341,418 |
100 |
164.19 |
155.74 |
8.45 |
5.2% |
0.56 |
0.3% |
75% |
False |
False |
273,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.34 |
2.618 |
162.91 |
1.618 |
162.65 |
1.000 |
162.49 |
0.618 |
162.39 |
HIGH |
162.23 |
0.618 |
162.13 |
0.500 |
162.10 |
0.382 |
162.07 |
LOW |
161.97 |
0.618 |
161.81 |
1.000 |
161.71 |
1.618 |
161.55 |
2.618 |
161.29 |
4.250 |
160.87 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
162.10 |
162.18 |
PP |
162.09 |
162.14 |
S1 |
162.08 |
162.11 |
|