Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
163.22 |
163.01 |
-0.21 |
-0.1% |
163.65 |
High |
163.23 |
163.16 |
-0.07 |
0.0% |
163.74 |
Low |
162.93 |
162.80 |
-0.13 |
-0.1% |
162.80 |
Close |
163.06 |
163.09 |
0.03 |
0.0% |
163.09 |
Range |
0.30 |
0.36 |
0.06 |
20.0% |
0.94 |
ATR |
0.53 |
0.51 |
-0.01 |
-2.3% |
0.00 |
Volume |
500,671 |
391,910 |
-108,761 |
-21.7% |
2,413,993 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.10 |
163.95 |
163.29 |
|
R3 |
163.74 |
163.59 |
163.19 |
|
R2 |
163.38 |
163.38 |
163.16 |
|
R1 |
163.23 |
163.23 |
163.12 |
163.31 |
PP |
163.02 |
163.02 |
163.02 |
163.05 |
S1 |
162.87 |
162.87 |
163.06 |
162.95 |
S2 |
162.66 |
162.66 |
163.02 |
|
S3 |
162.30 |
162.51 |
162.99 |
|
S4 |
161.94 |
162.15 |
162.89 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.03 |
165.50 |
163.61 |
|
R3 |
165.09 |
164.56 |
163.35 |
|
R2 |
164.15 |
164.15 |
163.26 |
|
R1 |
163.62 |
163.62 |
163.18 |
163.42 |
PP |
163.21 |
163.21 |
163.21 |
163.11 |
S1 |
162.68 |
162.68 |
163.00 |
162.48 |
S2 |
162.27 |
162.27 |
162.92 |
|
S3 |
161.33 |
161.74 |
162.83 |
|
S4 |
160.39 |
160.80 |
162.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.74 |
162.80 |
0.94 |
0.6% |
0.41 |
0.3% |
31% |
False |
True |
482,798 |
10 |
163.88 |
162.80 |
1.08 |
0.7% |
0.42 |
0.3% |
27% |
False |
True |
454,850 |
20 |
163.88 |
160.86 |
3.02 |
1.9% |
0.50 |
0.3% |
74% |
False |
False |
508,455 |
40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.51 |
0.3% |
74% |
False |
False |
490,046 |
60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.59 |
0.4% |
82% |
False |
False |
592,180 |
80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.65 |
0.4% |
84% |
False |
False |
466,267 |
100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
84% |
False |
False |
374,825 |
120 |
164.19 |
155.74 |
8.45 |
5.2% |
0.55 |
0.3% |
87% |
False |
False |
312,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.69 |
2.618 |
164.10 |
1.618 |
163.74 |
1.000 |
163.52 |
0.618 |
163.38 |
HIGH |
163.16 |
0.618 |
163.02 |
0.500 |
162.98 |
0.382 |
162.94 |
LOW |
162.80 |
0.618 |
162.58 |
1.000 |
162.44 |
1.618 |
162.22 |
2.618 |
161.86 |
4.250 |
161.27 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
163.05 |
163.13 |
PP |
163.02 |
163.11 |
S1 |
162.98 |
163.10 |
|