Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
158.75 |
159.03 |
0.28 |
0.2% |
159.28 |
High |
159.10 |
159.14 |
0.04 |
0.0% |
159.29 |
Low |
158.68 |
158.21 |
-0.47 |
-0.3% |
158.38 |
Close |
159.00 |
158.32 |
-0.68 |
-0.4% |
159.00 |
Range |
0.42 |
0.93 |
0.51 |
121.4% |
0.91 |
ATR |
0.52 |
0.55 |
0.03 |
5.6% |
0.00 |
Volume |
745,994 |
783,454 |
37,460 |
5.0% |
3,365,121 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.35 |
160.76 |
158.83 |
|
R3 |
160.42 |
159.83 |
158.58 |
|
R2 |
159.49 |
159.49 |
158.49 |
|
R1 |
158.90 |
158.90 |
158.41 |
158.73 |
PP |
158.56 |
158.56 |
158.56 |
158.47 |
S1 |
157.97 |
157.97 |
158.23 |
157.80 |
S2 |
157.63 |
157.63 |
158.15 |
|
S3 |
156.70 |
157.04 |
158.06 |
|
S4 |
155.77 |
156.11 |
157.81 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.62 |
161.22 |
159.50 |
|
R3 |
160.71 |
160.31 |
159.25 |
|
R2 |
159.80 |
159.80 |
159.17 |
|
R1 |
159.40 |
159.40 |
159.08 |
159.15 |
PP |
158.89 |
158.89 |
158.89 |
158.76 |
S1 |
158.49 |
158.49 |
158.92 |
158.24 |
S2 |
157.98 |
157.98 |
158.83 |
|
S3 |
157.07 |
157.58 |
158.75 |
|
S4 |
156.16 |
156.67 |
158.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.26 |
158.21 |
1.05 |
0.7% |
0.59 |
0.4% |
10% |
False |
True |
699,669 |
10 |
159.80 |
158.21 |
1.59 |
1.0% |
0.54 |
0.3% |
7% |
False |
True |
654,228 |
20 |
160.82 |
158.21 |
2.61 |
1.6% |
0.58 |
0.4% |
4% |
False |
True |
623,457 |
40 |
161.33 |
158.21 |
3.12 |
2.0% |
0.51 |
0.3% |
4% |
False |
True |
317,479 |
60 |
161.33 |
158.21 |
3.12 |
2.0% |
0.47 |
0.3% |
4% |
False |
True |
211,787 |
80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.46 |
0.3% |
32% |
False |
False |
158,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.09 |
2.618 |
161.57 |
1.618 |
160.64 |
1.000 |
160.07 |
0.618 |
159.71 |
HIGH |
159.14 |
0.618 |
158.78 |
0.500 |
158.68 |
0.382 |
158.57 |
LOW |
158.21 |
0.618 |
157.64 |
1.000 |
157.28 |
1.618 |
156.71 |
2.618 |
155.78 |
4.250 |
154.26 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
158.68 |
158.68 |
PP |
158.56 |
158.56 |
S1 |
158.44 |
158.44 |
|