Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
161.37 |
162.01 |
0.64 |
0.4% |
162.13 |
High |
162.12 |
162.38 |
0.26 |
0.2% |
162.30 |
Low |
161.37 |
161.83 |
0.46 |
0.3% |
160.86 |
Close |
162.05 |
162.35 |
0.30 |
0.2% |
162.05 |
Range |
0.75 |
0.55 |
-0.20 |
-26.7% |
1.44 |
ATR |
0.64 |
0.63 |
-0.01 |
-1.0% |
0.00 |
Volume |
352,122 |
341,621 |
-10,501 |
-3.0% |
3,083,867 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.84 |
163.64 |
162.65 |
|
R3 |
163.29 |
163.09 |
162.50 |
|
R2 |
162.74 |
162.74 |
162.45 |
|
R1 |
162.54 |
162.54 |
162.40 |
162.64 |
PP |
162.19 |
162.19 |
162.19 |
162.24 |
S1 |
161.99 |
161.99 |
162.30 |
162.09 |
S2 |
161.64 |
161.64 |
162.25 |
|
S3 |
161.09 |
161.44 |
162.20 |
|
S4 |
160.54 |
160.89 |
162.05 |
|
|
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 |
162.38 |
160.86 |
1.52 |
0.9% |
0.61 |
0.4% |
98% |
True |
False |
546,514 |
10 |
162.47 |
160.86 |
1.61 |
1.0% |
0.58 |
0.4% |
93% |
False |
False |
549,474 |
20 |
163.39 |
160.86 |
2.53 |
1.6% |
0.54 |
0.3% |
59% |
False |
False |
512,615 |
40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.58 |
0.4% |
74% |
False |
False |
549,991 |
60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.72 |
0.4% |
73% |
False |
False |
507,662 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.65 |
0.4% |
74% |
False |
False |
384,135 |
100 |
164.19 |
157.00 |
7.19 |
4.4% |
0.58 |
0.4% |
74% |
False |
False |
307,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.72 |
2.618 |
163.82 |
1.618 |
163.27 |
1.000 |
162.93 |
0.618 |
162.72 |
HIGH |
162.38 |
0.618 |
162.17 |
0.500 |
162.11 |
0.382 |
162.04 |
LOW |
161.83 |
0.618 |
161.49 |
1.000 |
161.28 |
1.618 |
160.94 |
2.618 |
160.39 |
4.250 |
159.49 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
162.27 |
162.14 |
PP |
162.19 |
161.93 |
S1 |
162.11 |
161.72 |
|