Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 02-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
161.42 |
161.16 |
-0.26 |
-0.2% |
162.41 |
High |
161.45 |
161.55 |
0.10 |
0.1% |
162.54 |
Low |
160.86 |
161.05 |
0.19 |
0.1% |
161.82 |
Close |
160.91 |
161.26 |
0.35 |
0.2% |
162.07 |
Range |
0.59 |
0.50 |
-0.09 |
-15.3% |
0.72 |
ATR |
0.62 |
0.62 |
0.00 |
0.3% |
0.00 |
Volume |
679,542 |
668,423 |
-11,119 |
-1.6% |
2,605,723 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.79 |
162.52 |
161.54 |
|
R3 |
162.29 |
162.02 |
161.40 |
|
R2 |
161.79 |
161.79 |
161.35 |
|
R1 |
161.52 |
161.52 |
161.31 |
161.66 |
PP |
161.29 |
161.29 |
161.29 |
161.35 |
S1 |
161.02 |
161.02 |
161.21 |
161.16 |
S2 |
160.79 |
160.79 |
161.17 |
|
S3 |
160.29 |
160.52 |
161.12 |
|
S4 |
159.79 |
160.02 |
160.99 |
|
|
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 |
162.30 |
160.86 |
1.44 |
0.9% |
0.59 |
0.4% |
28% |
False |
False |
672,635 |
10 |
163.39 |
160.86 |
2.53 |
1.6% |
0.61 |
0.4% |
16% |
False |
False |
590,793 |
20 |
163.39 |
160.86 |
2.53 |
1.6% |
0.52 |
0.3% |
16% |
False |
False |
522,678 |
40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.60 |
0.4% |
47% |
False |
False |
572,224 |
60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.71 |
0.4% |
57% |
False |
False |
496,675 |
80 |
164.19 |
157.14 |
7.05 |
4.4% |
0.64 |
0.4% |
58% |
False |
False |
375,526 |
100 |
164.19 |
156.54 |
7.65 |
4.7% |
0.57 |
0.4% |
62% |
False |
False |
300,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.68 |
2.618 |
162.86 |
1.618 |
162.36 |
1.000 |
162.05 |
0.618 |
161.86 |
HIGH |
161.55 |
0.618 |
161.36 |
0.500 |
161.30 |
0.382 |
161.24 |
LOW |
161.05 |
0.618 |
160.74 |
1.000 |
160.55 |
1.618 |
160.24 |
2.618 |
159.74 |
4.250 |
158.93 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
161.30 |
161.46 |
PP |
161.29 |
161.39 |
S1 |
161.27 |
161.33 |
|