Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 13-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
159.35 |
159.71 |
0.36 |
0.2% |
160.70 |
High |
159.80 |
159.78 |
-0.02 |
0.0% |
160.71 |
Low |
159.34 |
159.26 |
-0.08 |
-0.1% |
159.75 |
Close |
159.63 |
159.46 |
-0.17 |
-0.1% |
159.95 |
Range |
0.46 |
0.52 |
0.06 |
13.0% |
0.96 |
ATR |
0.54 |
0.54 |
0.00 |
-0.2% |
0.00 |
Volume |
676,492 |
558,067 |
-118,425 |
-17.5% |
3,070,556 |
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.06 |
160.78 |
159.75 |
|
R3 |
160.54 |
160.26 |
159.60 |
|
R2 |
160.02 |
160.02 |
159.56 |
|
R1 |
159.74 |
159.74 |
159.51 |
159.62 |
PP |
159.50 |
159.50 |
159.50 |
159.44 |
S1 |
159.22 |
159.22 |
159.41 |
159.10 |
S2 |
158.98 |
158.98 |
159.36 |
|
S3 |
158.46 |
158.70 |
159.32 |
|
S4 |
157.94 |
158.18 |
159.17 |
|
|
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 |
160.43 |
159.23 |
1.20 |
0.8% |
0.52 |
0.3% |
19% |
False |
False |
624,736 |
10 |
160.82 |
159.23 |
1.59 |
1.0% |
0.58 |
0.4% |
14% |
False |
False |
723,036 |
20 |
161.33 |
159.23 |
2.10 |
1.3% |
0.51 |
0.3% |
11% |
False |
False |
400,198 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.49 |
0.3% |
37% |
False |
False |
201,639 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.45 |
0.3% |
37% |
False |
False |
134,488 |
80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.42 |
0.3% |
58% |
False |
False |
100,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.99 |
2.618 |
161.14 |
1.618 |
160.62 |
1.000 |
160.30 |
0.618 |
160.10 |
HIGH |
159.78 |
0.618 |
159.58 |
0.500 |
159.52 |
0.382 |
159.46 |
LOW |
159.26 |
0.618 |
158.94 |
1.000 |
158.74 |
1.618 |
158.42 |
2.618 |
157.90 |
4.250 |
157.05 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
159.52 |
159.52 |
PP |
159.50 |
159.50 |
S1 |
159.48 |
159.48 |
|