Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
163.35 |
163.33 |
-0.02 |
0.0% |
162.01 |
High |
163.35 |
163.82 |
0.47 |
0.3% |
163.45 |
Low |
163.11 |
163.10 |
-0.01 |
0.0% |
161.83 |
Close |
163.21 |
163.71 |
0.50 |
0.3% |
163.34 |
Range |
0.24 |
0.72 |
0.48 |
200.0% |
1.62 |
ATR |
0.57 |
0.58 |
0.01 |
1.8% |
0.00 |
Volume |
506,862 |
402,817 |
-104,045 |
-20.5% |
2,536,734 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.70 |
165.43 |
164.11 |
|
R3 |
164.98 |
164.71 |
163.91 |
|
R2 |
164.26 |
164.26 |
163.84 |
|
R1 |
163.99 |
163.99 |
163.78 |
164.13 |
PP |
163.54 |
163.54 |
163.54 |
163.61 |
S1 |
163.27 |
163.27 |
163.64 |
163.41 |
S2 |
162.82 |
162.82 |
163.58 |
|
S3 |
162.10 |
162.55 |
163.51 |
|
S4 |
161.38 |
161.83 |
163.31 |
|
|
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 |
163.82 |
162.22 |
1.60 |
1.0% |
0.50 |
0.3% |
93% |
True |
False |
549,260 |
10 |
163.82 |
161.05 |
2.77 |
1.7% |
0.51 |
0.3% |
96% |
True |
False |
490,190 |
20 |
163.82 |
160.86 |
2.96 |
1.8% |
0.56 |
0.3% |
96% |
True |
False |
536,900 |
40 |
163.82 |
160.86 |
2.96 |
1.8% |
0.54 |
0.3% |
96% |
True |
False |
520,966 |
60 |
164.19 |
158.53 |
5.66 |
3.5% |
0.70 |
0.4% |
92% |
False |
False |
563,511 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.65 |
0.4% |
93% |
False |
False |
427,279 |
100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
93% |
False |
False |
342,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.88 |
2.618 |
165.70 |
1.618 |
164.98 |
1.000 |
164.54 |
0.618 |
164.26 |
HIGH |
163.82 |
0.618 |
163.54 |
0.500 |
163.46 |
0.382 |
163.38 |
LOW |
163.10 |
0.618 |
162.66 |
1.000 |
162.38 |
1.618 |
161.94 |
2.618 |
161.22 |
4.250 |
160.04 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
163.63 |
163.63 |
PP |
163.54 |
163.54 |
S1 |
163.46 |
163.46 |
|