Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
161.90 |
161.42 |
-0.48 |
-0.3% |
162.41 |
High |
162.05 |
161.45 |
-0.60 |
-0.4% |
162.54 |
Low |
161.41 |
160.86 |
-0.55 |
-0.3% |
161.82 |
Close |
161.58 |
160.91 |
-0.67 |
-0.4% |
162.07 |
Range |
0.64 |
0.59 |
-0.05 |
-7.8% |
0.72 |
ATR |
0.61 |
0.62 |
0.01 |
1.3% |
0.00 |
Volume |
690,866 |
679,542 |
-11,324 |
-1.6% |
2,605,723 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.84 |
162.47 |
161.23 |
|
R3 |
162.25 |
161.88 |
161.07 |
|
R2 |
161.66 |
161.66 |
161.02 |
|
R1 |
161.29 |
161.29 |
160.96 |
161.18 |
PP |
161.07 |
161.07 |
161.07 |
161.02 |
S1 |
160.70 |
160.70 |
160.86 |
160.59 |
S2 |
160.48 |
160.48 |
160.80 |
|
S3 |
159.89 |
160.11 |
160.75 |
|
S4 |
159.30 |
159.52 |
160.59 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.30 |
163.91 |
162.47 |
|
R3 |
163.58 |
163.19 |
162.27 |
|
R2 |
162.86 |
162.86 |
162.20 |
|
R1 |
162.47 |
162.47 |
162.14 |
162.31 |
PP |
162.14 |
162.14 |
162.14 |
162.06 |
S1 |
161.75 |
161.75 |
162.00 |
161.59 |
S2 |
161.42 |
161.42 |
161.94 |
|
S3 |
160.70 |
161.03 |
161.87 |
|
S4 |
159.98 |
160.31 |
161.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.37 |
160.86 |
1.51 |
0.9% |
0.59 |
0.4% |
3% |
False |
True |
628,967 |
10 |
163.39 |
160.86 |
2.53 |
1.6% |
0.61 |
0.4% |
2% |
False |
True |
583,611 |
20 |
163.39 |
160.86 |
2.53 |
1.6% |
0.53 |
0.3% |
2% |
False |
True |
510,705 |
40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.62 |
0.4% |
38% |
False |
False |
580,619 |
60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.71 |
0.4% |
52% |
False |
False |
485,797 |
80 |
164.19 |
157.14 |
7.05 |
4.4% |
0.64 |
0.4% |
53% |
False |
False |
367,185 |
100 |
164.19 |
156.15 |
8.04 |
5.0% |
0.57 |
0.4% |
59% |
False |
False |
293,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.96 |
2.618 |
162.99 |
1.618 |
162.40 |
1.000 |
162.04 |
0.618 |
161.81 |
HIGH |
161.45 |
0.618 |
161.22 |
0.500 |
161.16 |
0.382 |
161.09 |
LOW |
160.86 |
0.618 |
160.50 |
1.000 |
160.27 |
1.618 |
159.91 |
2.618 |
159.32 |
4.250 |
158.35 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
161.16 |
161.58 |
PP |
161.07 |
161.36 |
S1 |
160.99 |
161.13 |
|