Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
158.67 |
158.73 |
0.06 |
0.0% |
159.94 |
High |
158.87 |
158.93 |
0.06 |
0.0% |
160.10 |
Low |
158.42 |
158.38 |
-0.04 |
0.0% |
159.01 |
Close |
158.62 |
158.74 |
0.12 |
0.1% |
159.17 |
Range |
0.45 |
0.55 |
0.10 |
22.2% |
1.09 |
ATR |
0.53 |
0.53 |
0.00 |
0.3% |
0.00 |
Volume |
734,225 |
530,180 |
-204,045 |
-27.8% |
3,005,780 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.33 |
160.09 |
159.04 |
|
R3 |
159.78 |
159.54 |
158.89 |
|
R2 |
159.23 |
159.23 |
158.84 |
|
R1 |
158.99 |
158.99 |
158.79 |
159.11 |
PP |
158.68 |
158.68 |
158.68 |
158.75 |
S1 |
158.44 |
158.44 |
158.69 |
158.56 |
S2 |
158.13 |
158.13 |
158.64 |
|
S3 |
157.58 |
157.89 |
158.59 |
|
S4 |
157.03 |
157.34 |
158.44 |
|
|
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 |
159.54 |
158.38 |
1.16 |
0.7% |
0.52 |
0.3% |
31% |
False |
True |
621,778 |
10 |
160.43 |
158.38 |
2.05 |
1.3% |
0.52 |
0.3% |
18% |
False |
True |
623,257 |
20 |
160.82 |
158.38 |
2.44 |
1.5% |
0.54 |
0.3% |
15% |
False |
True |
551,377 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.50 |
0.3% |
13% |
False |
False |
279,328 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.47 |
0.3% |
13% |
False |
False |
186,298 |
80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.44 |
0.3% |
42% |
False |
False |
139,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.27 |
2.618 |
160.37 |
1.618 |
159.82 |
1.000 |
159.48 |
0.618 |
159.27 |
HIGH |
158.93 |
0.618 |
158.72 |
0.500 |
158.66 |
0.382 |
158.59 |
LOW |
158.38 |
0.618 |
158.04 |
1.000 |
157.83 |
1.618 |
157.49 |
2.618 |
156.94 |
4.250 |
156.04 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
158.71 |
158.82 |
PP |
158.68 |
158.79 |
S1 |
158.66 |
158.77 |
|