Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
159.94 |
159.67 |
-0.27 |
-0.2% |
160.70 |
High |
160.10 |
159.67 |
-0.43 |
-0.3% |
160.71 |
Low |
159.52 |
159.23 |
-0.29 |
-0.2% |
159.75 |
Close |
159.69 |
159.30 |
-0.39 |
-0.2% |
159.95 |
Range |
0.58 |
0.44 |
-0.14 |
-24.1% |
0.96 |
ATR |
0.55 |
0.54 |
-0.01 |
-1.1% |
0.00 |
Volume |
612,067 |
669,389 |
57,322 |
9.4% |
3,070,556 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.72 |
160.45 |
159.54 |
|
R3 |
160.28 |
160.01 |
159.42 |
|
R2 |
159.84 |
159.84 |
159.38 |
|
R1 |
159.57 |
159.57 |
159.34 |
159.49 |
PP |
159.40 |
159.40 |
159.40 |
159.36 |
S1 |
159.13 |
159.13 |
159.26 |
159.05 |
S2 |
158.96 |
158.96 |
159.22 |
|
S3 |
158.52 |
158.69 |
159.18 |
|
S4 |
158.08 |
158.25 |
159.06 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.02 |
162.44 |
160.48 |
|
R3 |
162.06 |
161.48 |
160.21 |
|
R2 |
161.10 |
161.10 |
160.13 |
|
R1 |
160.52 |
160.52 |
160.04 |
160.33 |
PP |
160.14 |
160.14 |
160.14 |
160.04 |
S1 |
159.56 |
159.56 |
159.86 |
159.37 |
S2 |
159.18 |
159.18 |
159.77 |
|
S3 |
158.22 |
158.60 |
159.69 |
|
S4 |
157.26 |
157.64 |
159.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.52 |
159.23 |
1.29 |
0.8% |
0.59 |
0.4% |
5% |
False |
True |
628,448 |
10 |
160.82 |
159.23 |
1.59 |
1.0% |
0.59 |
0.4% |
4% |
False |
True |
643,495 |
20 |
161.33 |
159.23 |
2.10 |
1.3% |
0.51 |
0.3% |
3% |
False |
True |
339,022 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.49 |
0.3% |
31% |
False |
False |
170,797 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.44 |
0.3% |
31% |
False |
False |
113,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.54 |
2.618 |
160.82 |
1.618 |
160.38 |
1.000 |
160.11 |
0.618 |
159.94 |
HIGH |
159.67 |
0.618 |
159.50 |
0.500 |
159.45 |
0.382 |
159.40 |
LOW |
159.23 |
0.618 |
158.96 |
1.000 |
158.79 |
1.618 |
158.52 |
2.618 |
158.08 |
4.250 |
157.36 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
159.45 |
159.83 |
PP |
159.40 |
159.65 |
S1 |
159.35 |
159.48 |
|