Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
162.69 |
163.46 |
0.77 |
0.5% |
162.01 |
| High |
163.45 |
163.62 |
0.17 |
0.1% |
163.45 |
| Low |
162.69 |
163.22 |
0.53 |
0.3% |
161.83 |
| Close |
163.34 |
163.36 |
0.02 |
0.0% |
163.34 |
| Range |
0.76 |
0.40 |
-0.36 |
-47.4% |
1.62 |
| ATR |
0.61 |
0.60 |
-0.02 |
-2.5% |
0.00 |
| Volume |
647,393 |
434,945 |
-212,448 |
-32.8% |
2,536,734 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.60 |
164.38 |
163.58 |
|
| R3 |
164.20 |
163.98 |
163.47 |
|
| R2 |
163.80 |
163.80 |
163.43 |
|
| R1 |
163.58 |
163.58 |
163.40 |
163.49 |
| PP |
163.40 |
163.40 |
163.40 |
163.36 |
| S1 |
163.18 |
163.18 |
163.32 |
163.09 |
| S2 |
163.00 |
163.00 |
163.29 |
|
| S3 |
162.60 |
162.78 |
163.25 |
|
| S4 |
162.20 |
162.38 |
163.14 |
|
|
| 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 |
163.62 |
161.96 |
1.66 |
1.0% |
0.46 |
0.3% |
84% |
True |
False |
526,011 |
| 10 |
163.62 |
160.86 |
2.76 |
1.7% |
0.53 |
0.3% |
91% |
True |
False |
536,263 |
| 20 |
163.62 |
160.86 |
2.76 |
1.7% |
0.55 |
0.3% |
91% |
True |
False |
535,774 |
| 40 |
163.62 |
160.86 |
2.76 |
1.7% |
0.54 |
0.3% |
91% |
True |
False |
529,305 |
| 60 |
164.19 |
157.64 |
6.55 |
4.0% |
0.71 |
0.4% |
87% |
False |
False |
549,426 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.65 |
0.4% |
88% |
False |
False |
416,860 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.59 |
0.4% |
88% |
False |
False |
333,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.32 |
|
2.618 |
164.67 |
|
1.618 |
164.27 |
|
1.000 |
164.02 |
|
0.618 |
163.87 |
|
HIGH |
163.62 |
|
0.618 |
163.47 |
|
0.500 |
163.42 |
|
0.382 |
163.37 |
|
LOW |
163.22 |
|
0.618 |
162.97 |
|
1.000 |
162.82 |
|
1.618 |
162.57 |
|
2.618 |
162.17 |
|
4.250 |
161.52 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.42 |
163.21 |
| PP |
163.40 |
163.07 |
| S1 |
163.38 |
162.92 |
|