Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
159.71 |
159.50 |
-0.21 |
-0.1% |
159.94 |
High |
159.78 |
159.54 |
-0.24 |
-0.2% |
160.10 |
Low |
159.26 |
159.01 |
-0.25 |
-0.2% |
159.01 |
Close |
159.46 |
159.17 |
-0.29 |
-0.2% |
159.17 |
Range |
0.52 |
0.53 |
0.01 |
1.9% |
1.09 |
ATR |
0.54 |
0.54 |
0.00 |
-0.1% |
0.00 |
Volume |
558,067 |
489,765 |
-68,302 |
-12.2% |
3,005,780 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.83 |
160.53 |
159.46 |
|
R3 |
160.30 |
160.00 |
159.32 |
|
R2 |
159.77 |
159.77 |
159.27 |
|
R1 |
159.47 |
159.47 |
159.22 |
159.36 |
PP |
159.24 |
159.24 |
159.24 |
159.18 |
S1 |
158.94 |
158.94 |
159.12 |
158.83 |
S2 |
158.71 |
158.71 |
159.07 |
|
S3 |
158.18 |
158.41 |
159.02 |
|
S4 |
157.65 |
157.88 |
158.88 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.70 |
162.02 |
159.77 |
|
R3 |
161.61 |
160.93 |
159.47 |
|
R2 |
160.52 |
160.52 |
159.37 |
|
R1 |
159.84 |
159.84 |
159.27 |
159.64 |
PP |
159.43 |
159.43 |
159.43 |
159.32 |
S1 |
158.75 |
158.75 |
159.07 |
158.55 |
S2 |
158.34 |
158.34 |
158.97 |
|
S3 |
157.25 |
157.66 |
158.87 |
|
S4 |
156.16 |
156.57 |
158.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.10 |
159.01 |
1.09 |
0.7% |
0.51 |
0.3% |
15% |
False |
True |
601,156 |
10 |
160.82 |
159.01 |
1.81 |
1.1% |
0.54 |
0.3% |
9% |
False |
True |
712,063 |
20 |
161.33 |
159.01 |
2.32 |
1.5% |
0.52 |
0.3% |
7% |
False |
True |
424,519 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.50 |
0.3% |
27% |
False |
False |
213,881 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.45 |
0.3% |
27% |
False |
False |
142,651 |
80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.42 |
0.3% |
51% |
False |
False |
106,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.79 |
2.618 |
160.93 |
1.618 |
160.40 |
1.000 |
160.07 |
0.618 |
159.87 |
HIGH |
159.54 |
0.618 |
159.34 |
0.500 |
159.28 |
0.382 |
159.21 |
LOW |
159.01 |
0.618 |
158.68 |
1.000 |
158.48 |
1.618 |
158.15 |
2.618 |
157.62 |
4.250 |
156.76 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
159.28 |
159.41 |
PP |
159.24 |
159.33 |
S1 |
159.21 |
159.25 |
|