Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 05-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
160.70 |
160.36 |
-0.34 |
-0.2% |
160.59 |
High |
160.71 |
160.52 |
-0.19 |
-0.1% |
160.82 |
Low |
160.28 |
159.75 |
-0.53 |
-0.3% |
159.59 |
Close |
160.35 |
159.92 |
-0.43 |
-0.3% |
160.78 |
Range |
0.43 |
0.77 |
0.34 |
79.1% |
1.23 |
ATR |
0.52 |
0.54 |
0.02 |
3.5% |
0.00 |
Volume |
1,209,772 |
684,379 |
-525,393 |
-43.4% |
2,244,231 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.37 |
161.92 |
160.34 |
|
R3 |
161.60 |
161.15 |
160.13 |
|
R2 |
160.83 |
160.83 |
160.06 |
|
R1 |
160.38 |
160.38 |
159.99 |
160.22 |
PP |
160.06 |
160.06 |
160.06 |
159.99 |
S1 |
159.61 |
159.61 |
159.85 |
159.45 |
S2 |
159.29 |
159.29 |
159.78 |
|
S3 |
158.52 |
158.84 |
159.71 |
|
S4 |
157.75 |
158.07 |
159.50 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.09 |
163.66 |
161.46 |
|
R3 |
162.86 |
162.43 |
161.12 |
|
R2 |
161.63 |
161.63 |
161.01 |
|
R1 |
161.20 |
161.20 |
160.89 |
161.42 |
PP |
160.40 |
160.40 |
160.40 |
160.50 |
S1 |
159.97 |
159.97 |
160.67 |
160.19 |
S2 |
159.17 |
159.17 |
160.55 |
|
S3 |
157.94 |
158.74 |
160.44 |
|
S4 |
156.71 |
157.51 |
160.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.82 |
159.59 |
1.23 |
0.8% |
0.64 |
0.4% |
27% |
False |
False |
756,270 |
10 |
160.91 |
159.59 |
1.32 |
0.8% |
0.56 |
0.3% |
25% |
False |
False |
423,919 |
20 |
161.33 |
159.48 |
1.85 |
1.2% |
0.48 |
0.3% |
24% |
False |
False |
217,192 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.47 |
0.3% |
52% |
False |
False |
109,390 |
60 |
161.33 |
157.17 |
4.16 |
2.6% |
0.44 |
0.3% |
66% |
False |
False |
72,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.79 |
2.618 |
162.54 |
1.618 |
161.77 |
1.000 |
161.29 |
0.618 |
161.00 |
HIGH |
160.52 |
0.618 |
160.23 |
0.500 |
160.14 |
0.382 |
160.04 |
LOW |
159.75 |
0.618 |
159.27 |
1.000 |
158.98 |
1.618 |
158.50 |
2.618 |
157.73 |
4.250 |
156.48 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
160.14 |
160.29 |
PP |
160.06 |
160.16 |
S1 |
159.99 |
160.04 |
|