Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 19-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
162.75 |
162.78 |
0.03 |
0.0% |
162.67 |
High |
163.20 |
163.26 |
0.06 |
0.0% |
163.22 |
Low |
162.75 |
162.70 |
-0.05 |
0.0% |
162.26 |
Close |
162.95 |
163.08 |
0.13 |
0.1% |
162.98 |
Range |
0.45 |
0.56 |
0.11 |
24.4% |
0.96 |
ATR |
0.61 |
0.60 |
0.00 |
-0.5% |
0.00 |
Volume |
457,413 |
596,602 |
139,189 |
30.4% |
2,290,252 |
|
Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.69 |
164.45 |
163.39 |
|
R3 |
164.13 |
163.89 |
163.23 |
|
R2 |
163.57 |
163.57 |
163.18 |
|
R1 |
163.33 |
163.33 |
163.13 |
163.45 |
PP |
163.01 |
163.01 |
163.01 |
163.08 |
S1 |
162.77 |
162.77 |
163.03 |
162.89 |
S2 |
162.45 |
162.45 |
162.98 |
|
S3 |
161.89 |
162.21 |
162.93 |
|
S4 |
161.33 |
161.65 |
162.77 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.70 |
165.30 |
163.51 |
|
R3 |
164.74 |
164.34 |
163.24 |
|
R2 |
163.78 |
163.78 |
163.16 |
|
R1 |
163.38 |
163.38 |
163.07 |
163.58 |
PP |
162.82 |
162.82 |
162.82 |
162.92 |
S1 |
162.42 |
162.42 |
162.89 |
162.62 |
S2 |
161.86 |
161.86 |
162.80 |
|
S3 |
160.90 |
161.46 |
162.72 |
|
S4 |
159.94 |
160.50 |
162.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.26 |
162.44 |
0.82 |
0.5% |
0.49 |
0.3% |
78% |
True |
False |
447,561 |
10 |
163.26 |
162.26 |
1.00 |
0.6% |
0.44 |
0.3% |
82% |
True |
False |
454,563 |
20 |
163.26 |
161.26 |
2.00 |
1.2% |
0.53 |
0.3% |
91% |
True |
False |
486,011 |
40 |
164.19 |
158.89 |
5.30 |
3.2% |
0.76 |
0.5% |
79% |
False |
False |
590,315 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.68 |
0.4% |
84% |
False |
False |
400,384 |
80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
84% |
False |
False |
301,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.64 |
2.618 |
164.73 |
1.618 |
164.17 |
1.000 |
163.82 |
0.618 |
163.61 |
HIGH |
163.26 |
0.618 |
163.05 |
0.500 |
162.98 |
0.382 |
162.91 |
LOW |
162.70 |
0.618 |
162.35 |
1.000 |
162.14 |
1.618 |
161.79 |
2.618 |
161.23 |
4.250 |
160.32 |
|
|
Fisher Pivots for day following 19-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
163.05 |
163.03 |
PP |
163.01 |
162.97 |
S1 |
162.98 |
162.92 |
|