Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 19-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
159.07 |
158.67 |
-0.40 |
-0.3% |
159.94 |
High |
159.26 |
158.87 |
-0.39 |
-0.2% |
160.10 |
Low |
158.66 |
158.42 |
-0.24 |
-0.2% |
159.01 |
Close |
158.74 |
158.62 |
-0.12 |
-0.1% |
159.17 |
Range |
0.60 |
0.45 |
-0.15 |
-25.0% |
1.09 |
ATR |
0.53 |
0.53 |
-0.01 |
-1.1% |
0.00 |
Volume |
704,493 |
734,225 |
29,732 |
4.2% |
3,005,780 |
|
Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.99 |
159.75 |
158.87 |
|
R3 |
159.54 |
159.30 |
158.74 |
|
R2 |
159.09 |
159.09 |
158.70 |
|
R1 |
158.85 |
158.85 |
158.66 |
158.75 |
PP |
158.64 |
158.64 |
158.64 |
158.58 |
S1 |
158.40 |
158.40 |
158.58 |
158.30 |
S2 |
158.19 |
158.19 |
158.54 |
|
S3 |
157.74 |
157.95 |
158.50 |
|
S4 |
157.29 |
157.50 |
158.37 |
|
|
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 |
159.78 |
158.42 |
1.36 |
0.9% |
0.51 |
0.3% |
15% |
False |
True |
627,355 |
10 |
160.48 |
158.42 |
2.06 |
1.3% |
0.52 |
0.3% |
10% |
False |
True |
627,113 |
20 |
160.91 |
158.42 |
2.49 |
1.6% |
0.54 |
0.3% |
8% |
False |
True |
525,516 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.49 |
0.3% |
8% |
False |
False |
266,092 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.46 |
0.3% |
8% |
False |
False |
177,463 |
80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.44 |
0.3% |
39% |
False |
False |
133,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.78 |
2.618 |
160.05 |
1.618 |
159.60 |
1.000 |
159.32 |
0.618 |
159.15 |
HIGH |
158.87 |
0.618 |
158.70 |
0.500 |
158.65 |
0.382 |
158.59 |
LOW |
158.42 |
0.618 |
158.14 |
1.000 |
157.97 |
1.618 |
157.69 |
2.618 |
157.24 |
4.250 |
156.51 |
|
|
Fisher Pivots for day following 19-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
158.65 |
158.86 |
PP |
158.64 |
158.78 |
S1 |
158.63 |
158.70 |
|