Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 10-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
162.27 |
162.69 |
0.42 |
0.3% |
162.01 |
High |
162.62 |
163.45 |
0.83 |
0.5% |
163.45 |
Low |
162.22 |
162.69 |
0.47 |
0.3% |
161.83 |
Close |
162.50 |
163.34 |
0.84 |
0.5% |
163.34 |
Range |
0.40 |
0.76 |
0.36 |
90.0% |
1.62 |
ATR |
0.59 |
0.61 |
0.03 |
4.4% |
0.00 |
Volume |
754,285 |
647,393 |
-106,892 |
-14.2% |
2,536,734 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.44 |
165.15 |
163.76 |
|
R3 |
164.68 |
164.39 |
163.55 |
|
R2 |
163.92 |
163.92 |
163.48 |
|
R1 |
163.63 |
163.63 |
163.41 |
163.78 |
PP |
163.16 |
163.16 |
163.16 |
163.23 |
S1 |
162.87 |
162.87 |
163.27 |
163.02 |
S2 |
162.40 |
162.40 |
163.20 |
|
S3 |
161.64 |
162.11 |
163.13 |
|
S4 |
160.88 |
161.35 |
162.92 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.73 |
167.16 |
164.23 |
|
R3 |
166.11 |
165.54 |
163.79 |
|
R2 |
164.49 |
164.49 |
163.64 |
|
R1 |
163.92 |
163.92 |
163.49 |
164.21 |
PP |
162.87 |
162.87 |
162.87 |
163.02 |
S1 |
162.30 |
162.30 |
163.19 |
162.59 |
S2 |
161.25 |
161.25 |
163.04 |
|
S3 |
159.63 |
160.68 |
162.89 |
|
S4 |
158.01 |
159.06 |
162.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.45 |
161.83 |
1.62 |
1.0% |
0.49 |
0.3% |
93% |
True |
False |
507,346 |
10 |
163.45 |
160.86 |
2.59 |
1.6% |
0.59 |
0.4% |
96% |
True |
False |
562,060 |
20 |
163.45 |
160.86 |
2.59 |
1.6% |
0.56 |
0.3% |
96% |
True |
False |
532,292 |
40 |
163.45 |
160.75 |
2.70 |
1.7% |
0.55 |
0.3% |
96% |
True |
False |
529,837 |
60 |
164.19 |
157.53 |
6.66 |
4.1% |
0.71 |
0.4% |
87% |
False |
False |
542,510 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.66 |
0.4% |
88% |
False |
False |
411,519 |
100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.59 |
0.4% |
88% |
False |
False |
329,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.68 |
2.618 |
165.44 |
1.618 |
164.68 |
1.000 |
164.21 |
0.618 |
163.92 |
HIGH |
163.45 |
0.618 |
163.16 |
0.500 |
163.07 |
0.382 |
162.98 |
LOW |
162.69 |
0.618 |
162.22 |
1.000 |
161.93 |
1.618 |
161.46 |
2.618 |
160.70 |
4.250 |
159.46 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
163.25 |
163.13 |
PP |
163.16 |
162.92 |
S1 |
163.07 |
162.71 |
|