Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 18-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
159.28 |
159.07 |
-0.21 |
-0.1% |
159.94 |
High |
159.29 |
159.26 |
-0.03 |
0.0% |
160.10 |
Low |
158.84 |
158.66 |
-0.18 |
-0.1% |
159.01 |
Close |
159.02 |
158.74 |
-0.28 |
-0.2% |
159.17 |
Range |
0.45 |
0.60 |
0.15 |
33.3% |
1.09 |
ATR |
0.53 |
0.53 |
0.01 |
1.0% |
0.00 |
Volume |
650,229 |
704,493 |
54,264 |
8.3% |
3,005,780 |
|
Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.69 |
160.31 |
159.07 |
|
R3 |
160.09 |
159.71 |
158.91 |
|
R2 |
159.49 |
159.49 |
158.85 |
|
R1 |
159.11 |
159.11 |
158.80 |
159.00 |
PP |
158.89 |
158.89 |
158.89 |
158.83 |
S1 |
158.51 |
158.51 |
158.69 |
158.40 |
S2 |
158.29 |
158.29 |
158.63 |
|
S3 |
157.69 |
157.91 |
158.58 |
|
S4 |
157.09 |
157.31 |
158.41 |
|
|
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 |
158.66 |
1.14 |
0.7% |
0.51 |
0.3% |
7% |
False |
True |
615,809 |
10 |
160.52 |
158.66 |
1.86 |
1.2% |
0.55 |
0.3% |
4% |
False |
True |
622,128 |
20 |
161.15 |
158.66 |
2.49 |
1.6% |
0.54 |
0.3% |
3% |
False |
True |
490,468 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.49 |
0.3% |
13% |
False |
False |
247,741 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.46 |
0.3% |
13% |
False |
False |
165,228 |
80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.44 |
0.3% |
42% |
False |
False |
123,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.81 |
2.618 |
160.83 |
1.618 |
160.23 |
1.000 |
159.86 |
0.618 |
159.63 |
HIGH |
159.26 |
0.618 |
159.03 |
0.500 |
158.96 |
0.382 |
158.89 |
LOW |
158.66 |
0.618 |
158.29 |
1.000 |
158.06 |
1.618 |
157.69 |
2.618 |
157.09 |
4.250 |
156.11 |
|
|
Fisher Pivots for day following 18-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
158.96 |
159.10 |
PP |
158.89 |
158.98 |
S1 |
158.81 |
158.86 |
|