Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 03-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
161.16 |
161.37 |
0.21 |
0.1% |
162.13 |
High |
161.55 |
162.12 |
0.57 |
0.4% |
162.30 |
Low |
161.05 |
161.37 |
0.32 |
0.2% |
160.86 |
Close |
161.26 |
162.05 |
0.79 |
0.5% |
162.05 |
Range |
0.50 |
0.75 |
0.25 |
50.0% |
1.44 |
ATR |
0.62 |
0.64 |
0.02 |
2.8% |
0.00 |
Volume |
668,423 |
352,122 |
-316,301 |
-47.3% |
3,083,867 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.10 |
163.82 |
162.46 |
|
R3 |
163.35 |
163.07 |
162.26 |
|
R2 |
162.60 |
162.60 |
162.19 |
|
R1 |
162.32 |
162.32 |
162.12 |
162.46 |
PP |
161.85 |
161.85 |
161.85 |
161.92 |
S1 |
161.57 |
161.57 |
161.98 |
161.71 |
S2 |
161.10 |
161.10 |
161.91 |
|
S3 |
160.35 |
160.82 |
161.84 |
|
S4 |
159.60 |
160.07 |
161.64 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.06 |
165.49 |
162.84 |
|
R3 |
164.62 |
164.05 |
162.45 |
|
R2 |
163.18 |
163.18 |
162.31 |
|
R1 |
162.61 |
162.61 |
162.18 |
162.18 |
PP |
161.74 |
161.74 |
161.74 |
161.52 |
S1 |
161.17 |
161.17 |
161.92 |
160.74 |
S2 |
160.30 |
160.30 |
161.79 |
|
S3 |
158.86 |
159.73 |
161.65 |
|
S4 |
157.42 |
158.29 |
161.26 |
|
|
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% |
0.69 |
0.4% |
83% |
False |
False |
616,773 |
10 |
162.54 |
160.86 |
1.68 |
1.0% |
0.59 |
0.4% |
71% |
False |
False |
568,959 |
20 |
163.39 |
160.86 |
2.53 |
1.6% |
0.53 |
0.3% |
47% |
False |
False |
519,968 |
40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.59 |
0.4% |
67% |
False |
False |
557,028 |
60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.71 |
0.4% |
69% |
False |
False |
502,081 |
80 |
164.19 |
157.14 |
7.05 |
4.4% |
0.65 |
0.4% |
70% |
False |
False |
379,918 |
100 |
164.19 |
156.80 |
7.39 |
4.6% |
0.57 |
0.4% |
71% |
False |
False |
303,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.31 |
2.618 |
164.08 |
1.618 |
163.33 |
1.000 |
162.87 |
0.618 |
162.58 |
HIGH |
162.12 |
0.618 |
161.83 |
0.500 |
161.75 |
0.382 |
161.66 |
LOW |
161.37 |
0.618 |
160.91 |
1.000 |
160.62 |
1.618 |
160.16 |
2.618 |
159.41 |
4.250 |
158.18 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
161.95 |
161.86 |
PP |
161.85 |
161.68 |
S1 |
161.75 |
161.49 |
|