Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 05-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
157.99 |
158.03 |
0.04 |
0.0% |
158.74 |
High |
158.48 |
158.12 |
-0.36 |
-0.2% |
159.78 |
Low |
157.74 |
157.33 |
-0.41 |
-0.3% |
157.33 |
Close |
158.04 |
157.61 |
-0.43 |
-0.3% |
157.61 |
Range |
0.74 |
0.79 |
0.05 |
6.8% |
2.45 |
ATR |
0.73 |
0.73 |
0.00 |
0.6% |
0.00 |
Volume |
848,352 |
591,262 |
-257,090 |
-30.3% |
4,220,278 |
|
Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.06 |
159.62 |
158.04 |
|
R3 |
159.27 |
158.83 |
157.83 |
|
R2 |
158.48 |
158.48 |
157.75 |
|
R1 |
158.04 |
158.04 |
157.68 |
157.87 |
PP |
157.69 |
157.69 |
157.69 |
157.60 |
S1 |
157.25 |
157.25 |
157.54 |
157.08 |
S2 |
156.90 |
156.90 |
157.47 |
|
S3 |
156.11 |
156.46 |
157.39 |
|
S4 |
155.32 |
155.67 |
157.18 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.59 |
164.05 |
158.96 |
|
R3 |
163.14 |
161.60 |
158.28 |
|
R2 |
160.69 |
160.69 |
158.06 |
|
R1 |
159.15 |
159.15 |
157.83 |
158.70 |
PP |
158.24 |
158.24 |
158.24 |
158.01 |
S1 |
156.70 |
156.70 |
157.39 |
156.25 |
S2 |
155.79 |
155.79 |
157.16 |
|
S3 |
153.34 |
154.25 |
156.94 |
|
S4 |
150.89 |
151.80 |
156.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.78 |
157.33 |
2.45 |
1.6% |
0.84 |
0.5% |
11% |
False |
True |
844,055 |
10 |
159.78 |
157.33 |
2.45 |
1.6% |
0.78 |
0.5% |
11% |
False |
True |
817,304 |
20 |
160.10 |
157.33 |
2.77 |
1.8% |
0.64 |
0.4% |
10% |
False |
True |
727,197 |
40 |
161.33 |
157.33 |
4.00 |
2.5% |
0.57 |
0.4% |
7% |
False |
True |
501,294 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.54 |
0.3% |
7% |
False |
True |
334,918 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.49 |
0.3% |
7% |
False |
True |
251,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.48 |
2.618 |
160.19 |
1.618 |
159.40 |
1.000 |
158.91 |
0.618 |
158.61 |
HIGH |
158.12 |
0.618 |
157.82 |
0.500 |
157.73 |
0.382 |
157.63 |
LOW |
157.33 |
0.618 |
156.84 |
1.000 |
156.54 |
1.618 |
156.05 |
2.618 |
155.26 |
4.250 |
153.97 |
|
|
Fisher Pivots for day following 05-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
157.73 |
158.40 |
PP |
157.69 |
158.13 |
S1 |
157.65 |
157.87 |
|