Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 04-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
162.92 |
163.21 |
0.29 |
0.2% |
163.17 |
High |
163.32 |
163.22 |
-0.10 |
-0.1% |
163.36 |
Low |
162.83 |
162.80 |
-0.03 |
0.0% |
162.10 |
Close |
163.27 |
162.87 |
-0.40 |
-0.2% |
163.27 |
Range |
0.49 |
0.42 |
-0.07 |
-14.3% |
1.26 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.2% |
0.00 |
Volume |
1,251,943 |
489,970 |
-761,973 |
-60.9% |
4,683,126 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.22 |
163.97 |
163.10 |
|
R3 |
163.80 |
163.55 |
162.99 |
|
R2 |
163.38 |
163.38 |
162.95 |
|
R1 |
163.13 |
163.13 |
162.91 |
163.05 |
PP |
162.96 |
162.96 |
162.96 |
162.92 |
S1 |
162.71 |
162.71 |
162.83 |
162.63 |
S2 |
162.54 |
162.54 |
162.79 |
|
S3 |
162.12 |
162.29 |
162.75 |
|
S4 |
161.70 |
161.87 |
162.64 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.69 |
166.24 |
163.96 |
|
R3 |
165.43 |
164.98 |
163.62 |
|
R2 |
164.17 |
164.17 |
163.50 |
|
R1 |
163.72 |
163.72 |
163.39 |
163.95 |
PP |
162.91 |
162.91 |
162.91 |
163.02 |
S1 |
162.46 |
162.46 |
163.15 |
162.69 |
S2 |
161.65 |
161.65 |
163.04 |
|
S3 |
160.39 |
161.20 |
162.92 |
|
S4 |
159.13 |
159.94 |
162.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.32 |
162.10 |
1.22 |
0.7% |
0.59 |
0.4% |
63% |
False |
False |
871,449 |
10 |
163.71 |
162.10 |
1.61 |
1.0% |
0.55 |
0.3% |
48% |
False |
False |
711,752 |
20 |
163.88 |
161.96 |
1.92 |
1.2% |
0.49 |
0.3% |
47% |
False |
False |
595,835 |
40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.52 |
0.3% |
67% |
False |
False |
554,225 |
60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.55 |
0.3% |
78% |
False |
False |
565,272 |
80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.66 |
0.4% |
81% |
False |
False |
529,705 |
100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
81% |
False |
False |
426,475 |
120 |
164.19 |
157.00 |
7.19 |
4.4% |
0.56 |
0.3% |
82% |
False |
False |
355,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.01 |
2.618 |
164.32 |
1.618 |
163.90 |
1.000 |
163.64 |
0.618 |
163.48 |
HIGH |
163.22 |
0.618 |
163.06 |
0.500 |
163.01 |
0.382 |
162.96 |
LOW |
162.80 |
0.618 |
162.54 |
1.000 |
162.38 |
1.618 |
162.12 |
2.618 |
161.70 |
4.250 |
161.02 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
163.01 |
162.82 |
PP |
162.96 |
162.77 |
S1 |
162.92 |
162.73 |
|