Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 06-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
162.88 |
162.48 |
-0.40 |
-0.2% |
163.17 |
High |
163.03 |
162.70 |
-0.33 |
-0.2% |
163.36 |
Low |
162.28 |
162.45 |
0.17 |
0.1% |
162.10 |
Close |
162.44 |
162.62 |
0.18 |
0.1% |
163.27 |
Range |
0.75 |
0.25 |
-0.50 |
-66.7% |
1.26 |
ATR |
0.57 |
0.55 |
-0.02 |
-3.9% |
0.00 |
Volume |
29,850 |
29,850 |
0 |
0.0% |
4,683,126 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.34 |
163.23 |
162.76 |
|
R3 |
163.09 |
162.98 |
162.69 |
|
R2 |
162.84 |
162.84 |
162.67 |
|
R1 |
162.73 |
162.73 |
162.64 |
162.79 |
PP |
162.59 |
162.59 |
162.59 |
162.62 |
S1 |
162.48 |
162.48 |
162.60 |
162.54 |
S2 |
162.34 |
162.34 |
162.57 |
|
S3 |
162.09 |
162.23 |
162.55 |
|
S4 |
161.84 |
161.98 |
162.48 |
|
|
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 |
162.13 |
1.19 |
0.7% |
0.57 |
0.4% |
41% |
False |
False |
568,610 |
10 |
163.36 |
162.10 |
1.26 |
0.8% |
0.54 |
0.3% |
41% |
False |
False |
612,537 |
20 |
163.88 |
162.10 |
1.78 |
1.1% |
0.51 |
0.3% |
29% |
False |
False |
559,148 |
40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.53 |
0.3% |
58% |
False |
False |
531,715 |
60 |
163.88 |
159.45 |
4.43 |
2.7% |
0.55 |
0.3% |
72% |
False |
False |
545,343 |
80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.66 |
0.4% |
77% |
False |
False |
530,018 |
100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
78% |
False |
False |
427,069 |
120 |
164.19 |
157.14 |
7.05 |
4.3% |
0.57 |
0.3% |
78% |
False |
False |
355,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.76 |
2.618 |
163.35 |
1.618 |
163.10 |
1.000 |
162.95 |
0.618 |
162.85 |
HIGH |
162.70 |
0.618 |
162.60 |
0.500 |
162.58 |
0.382 |
162.55 |
LOW |
162.45 |
0.618 |
162.30 |
1.000 |
162.20 |
1.618 |
162.05 |
2.618 |
161.80 |
4.250 |
161.39 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
162.61 |
162.75 |
PP |
162.59 |
162.71 |
S1 |
162.58 |
162.66 |
|