Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 21-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
163.65 |
163.60 |
-0.05 |
0.0% |
163.46 |
High |
163.74 |
163.71 |
-0.03 |
0.0% |
163.88 |
Low |
163.42 |
163.17 |
-0.25 |
-0.2% |
163.10 |
Close |
163.73 |
163.24 |
-0.49 |
-0.3% |
163.67 |
Range |
0.32 |
0.54 |
0.22 |
68.8% |
0.78 |
ATR |
0.54 |
0.54 |
0.00 |
0.2% |
0.00 |
Volume |
469,569 |
597,125 |
127,556 |
27.2% |
2,134,508 |
|
Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.99 |
164.66 |
163.54 |
|
R3 |
164.45 |
164.12 |
163.39 |
|
R2 |
163.91 |
163.91 |
163.34 |
|
R1 |
163.58 |
163.58 |
163.29 |
163.48 |
PP |
163.37 |
163.37 |
163.37 |
163.32 |
S1 |
163.04 |
163.04 |
163.19 |
162.94 |
S2 |
162.83 |
162.83 |
163.14 |
|
S3 |
162.29 |
162.50 |
163.09 |
|
S4 |
161.75 |
161.96 |
162.94 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.89 |
165.56 |
164.10 |
|
R3 |
165.11 |
164.78 |
163.88 |
|
R2 |
164.33 |
164.33 |
163.81 |
|
R1 |
164.00 |
164.00 |
163.74 |
164.17 |
PP |
163.55 |
163.55 |
163.55 |
163.63 |
S1 |
163.22 |
163.22 |
163.60 |
163.39 |
S2 |
162.77 |
162.77 |
163.53 |
|
S3 |
161.99 |
162.44 |
163.46 |
|
S4 |
161.21 |
161.66 |
163.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.88 |
163.10 |
0.78 |
0.5% |
0.47 |
0.3% |
18% |
False |
False |
451,879 |
10 |
163.88 |
161.96 |
1.92 |
1.2% |
0.45 |
0.3% |
67% |
False |
False |
504,878 |
20 |
163.88 |
160.86 |
3.02 |
1.9% |
0.51 |
0.3% |
79% |
False |
False |
522,478 |
40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.52 |
0.3% |
79% |
False |
False |
501,842 |
60 |
164.19 |
159.37 |
4.82 |
3.0% |
0.66 |
0.4% |
80% |
False |
False |
589,333 |
80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.65 |
0.4% |
86% |
False |
False |
449,924 |
100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
87% |
False |
False |
361,353 |
120 |
164.19 |
155.74 |
8.45 |
5.2% |
0.55 |
0.3% |
89% |
False |
False |
301,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.01 |
2.618 |
165.12 |
1.618 |
164.58 |
1.000 |
164.25 |
0.618 |
164.04 |
HIGH |
163.71 |
0.618 |
163.50 |
0.500 |
163.44 |
0.382 |
163.38 |
LOW |
163.17 |
0.618 |
162.84 |
1.000 |
162.63 |
1.618 |
162.30 |
2.618 |
161.76 |
4.250 |
160.88 |
|
|
Fisher Pivots for day following 21-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
163.44 |
163.53 |
PP |
163.37 |
163.43 |
S1 |
163.31 |
163.34 |
|