Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 03-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
159.06 |
159.17 |
0.11 |
0.1% |
159.03 |
High |
159.78 |
159.46 |
-0.32 |
-0.2% |
159.25 |
Low |
159.00 |
158.21 |
-0.79 |
-0.5% |
157.75 |
Close |
159.52 |
158.93 |
-0.59 |
-0.4% |
158.79 |
Range |
0.78 |
1.25 |
0.47 |
60.3% |
1.50 |
ATR |
0.64 |
0.69 |
0.05 |
7.4% |
0.00 |
Volume |
840,412 |
1,039,039 |
198,627 |
23.6% |
3,952,766 |
|
Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.62 |
162.02 |
159.62 |
|
R3 |
161.37 |
160.77 |
159.27 |
|
R2 |
160.12 |
160.12 |
159.16 |
|
R1 |
159.52 |
159.52 |
159.04 |
159.20 |
PP |
158.87 |
158.87 |
158.87 |
158.70 |
S1 |
158.27 |
158.27 |
158.82 |
157.95 |
S2 |
157.62 |
157.62 |
158.70 |
|
S3 |
156.37 |
157.02 |
158.59 |
|
S4 |
155.12 |
155.77 |
158.24 |
|
|
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 |
158.02 |
1.76 |
1.1% |
0.85 |
0.5% |
52% |
False |
False |
914,157 |
10 |
159.78 |
157.75 |
2.03 |
1.3% |
0.72 |
0.5% |
58% |
False |
False |
800,960 |
20 |
160.48 |
157.75 |
2.73 |
1.7% |
0.62 |
0.4% |
43% |
False |
False |
714,036 |
40 |
161.33 |
157.75 |
3.58 |
2.3% |
0.55 |
0.3% |
33% |
False |
False |
465,614 |
60 |
161.33 |
157.75 |
3.58 |
2.3% |
0.52 |
0.3% |
33% |
False |
False |
310,939 |
80 |
161.33 |
157.17 |
4.16 |
2.6% |
0.48 |
0.3% |
42% |
False |
False |
233,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.77 |
2.618 |
162.73 |
1.618 |
161.48 |
1.000 |
160.71 |
0.618 |
160.23 |
HIGH |
159.46 |
0.618 |
158.98 |
0.500 |
158.84 |
0.382 |
158.69 |
LOW |
158.21 |
0.618 |
157.44 |
1.000 |
156.96 |
1.618 |
156.19 |
2.618 |
154.94 |
4.250 |
152.90 |
|
|
Fisher Pivots for day following 03-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
158.90 |
159.00 |
PP |
158.87 |
158.97 |
S1 |
158.84 |
158.95 |
|