Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
159.50 |
159.28 |
-0.22 |
-0.1% |
159.94 |
High |
159.54 |
159.29 |
-0.25 |
-0.2% |
160.10 |
Low |
159.01 |
158.84 |
-0.17 |
-0.1% |
159.01 |
Close |
159.17 |
159.02 |
-0.15 |
-0.1% |
159.17 |
Range |
0.53 |
0.45 |
-0.08 |
-15.1% |
1.09 |
ATR |
0.54 |
0.53 |
-0.01 |
-1.1% |
0.00 |
Volume |
489,765 |
650,229 |
160,464 |
32.8% |
3,005,780 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.40 |
160.16 |
159.27 |
|
R3 |
159.95 |
159.71 |
159.14 |
|
R2 |
159.50 |
159.50 |
159.10 |
|
R1 |
159.26 |
159.26 |
159.06 |
159.16 |
PP |
159.05 |
159.05 |
159.05 |
159.00 |
S1 |
158.81 |
158.81 |
158.98 |
158.71 |
S2 |
158.60 |
158.60 |
158.94 |
|
S3 |
158.15 |
158.36 |
158.90 |
|
S4 |
157.70 |
157.91 |
158.77 |
|
|
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 |
159.80 |
158.84 |
0.96 |
0.6% |
0.48 |
0.3% |
19% |
False |
True |
608,788 |
10 |
160.71 |
158.84 |
1.87 |
1.2% |
0.54 |
0.3% |
10% |
False |
True |
672,656 |
20 |
161.20 |
158.84 |
2.36 |
1.5% |
0.53 |
0.3% |
8% |
False |
True |
456,208 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.49 |
0.3% |
22% |
False |
False |
230,136 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.46 |
0.3% |
22% |
False |
False |
153,487 |
80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.43 |
0.3% |
48% |
False |
False |
115,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.20 |
2.618 |
160.47 |
1.618 |
160.02 |
1.000 |
159.74 |
0.618 |
159.57 |
HIGH |
159.29 |
0.618 |
159.12 |
0.500 |
159.07 |
0.382 |
159.01 |
LOW |
158.84 |
0.618 |
158.56 |
1.000 |
158.39 |
1.618 |
158.11 |
2.618 |
157.66 |
4.250 |
156.93 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
159.07 |
159.31 |
PP |
159.05 |
159.21 |
S1 |
159.04 |
159.12 |
|