Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 02-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
158.74 |
159.06 |
0.32 |
0.2% |
159.03 |
High |
158.99 |
159.78 |
0.79 |
0.5% |
159.25 |
Low |
158.37 |
159.00 |
0.63 |
0.4% |
157.75 |
Close |
158.77 |
159.52 |
0.75 |
0.5% |
158.79 |
Range |
0.62 |
0.78 |
0.16 |
25.8% |
1.50 |
ATR |
0.62 |
0.64 |
0.03 |
4.6% |
0.00 |
Volume |
901,213 |
840,412 |
-60,801 |
-6.7% |
3,952,766 |
|
Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.77 |
161.43 |
159.95 |
|
R3 |
160.99 |
160.65 |
159.73 |
|
R2 |
160.21 |
160.21 |
159.66 |
|
R1 |
159.87 |
159.87 |
159.59 |
160.04 |
PP |
159.43 |
159.43 |
159.43 |
159.52 |
S1 |
159.09 |
159.09 |
159.45 |
159.26 |
S2 |
158.65 |
158.65 |
159.38 |
|
S3 |
157.87 |
158.31 |
159.31 |
|
S4 |
157.09 |
157.53 |
159.09 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.10 |
162.44 |
159.62 |
|
R3 |
161.60 |
160.94 |
159.20 |
|
R2 |
160.10 |
160.10 |
159.07 |
|
R1 |
159.44 |
159.44 |
158.93 |
159.02 |
PP |
158.60 |
158.60 |
158.60 |
158.39 |
S1 |
157.94 |
157.94 |
158.65 |
157.52 |
S2 |
157.10 |
157.10 |
158.52 |
|
S3 |
155.60 |
156.44 |
158.38 |
|
S4 |
154.10 |
154.94 |
157.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.78 |
157.89 |
1.89 |
1.2% |
0.72 |
0.5% |
86% |
True |
False |
878,578 |
10 |
159.78 |
157.75 |
2.03 |
1.3% |
0.64 |
0.4% |
87% |
True |
False |
770,479 |
20 |
160.52 |
157.75 |
2.77 |
1.7% |
0.60 |
0.4% |
64% |
False |
False |
696,303 |
40 |
161.33 |
157.75 |
3.58 |
2.2% |
0.53 |
0.3% |
49% |
False |
False |
439,670 |
60 |
161.33 |
157.75 |
3.58 |
2.2% |
0.50 |
0.3% |
49% |
False |
False |
293,627 |
80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.47 |
0.3% |
59% |
False |
False |
220,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.10 |
2.618 |
161.82 |
1.618 |
161.04 |
1.000 |
160.56 |
0.618 |
160.26 |
HIGH |
159.78 |
0.618 |
159.48 |
0.500 |
159.39 |
0.382 |
159.30 |
LOW |
159.00 |
0.618 |
158.52 |
1.000 |
158.22 |
1.618 |
157.74 |
2.618 |
156.96 |
4.250 |
155.69 |
|
|
Fisher Pivots for day following 02-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
159.48 |
159.37 |
PP |
159.43 |
159.22 |
S1 |
159.39 |
159.08 |
|