Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 05-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
163.21 |
162.88 |
-0.33 |
-0.2% |
163.17 |
High |
163.22 |
163.03 |
-0.19 |
-0.1% |
163.36 |
Low |
162.80 |
162.28 |
-0.52 |
-0.3% |
162.10 |
Close |
162.87 |
162.44 |
-0.43 |
-0.3% |
163.27 |
Range |
0.42 |
0.75 |
0.33 |
78.6% |
1.26 |
ATR |
0.55 |
0.57 |
0.01 |
2.5% |
0.00 |
Volume |
489,970 |
29,850 |
-460,120 |
-93.9% |
4,683,126 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.83 |
164.39 |
162.85 |
|
R3 |
164.08 |
163.64 |
162.65 |
|
R2 |
163.33 |
163.33 |
162.58 |
|
R1 |
162.89 |
162.89 |
162.51 |
162.74 |
PP |
162.58 |
162.58 |
162.58 |
162.51 |
S1 |
162.14 |
162.14 |
162.37 |
161.99 |
S2 |
161.83 |
161.83 |
162.30 |
|
S3 |
161.08 |
161.39 |
162.23 |
|
S4 |
160.33 |
160.64 |
162.03 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.69 |
166.24 |
163.96 |
|
R3 |
165.43 |
164.98 |
163.62 |
|
R2 |
164.17 |
164.17 |
163.50 |
|
R1 |
163.72 |
163.72 |
163.39 |
163.95 |
PP |
162.91 |
162.91 |
162.91 |
163.02 |
S1 |
162.46 |
162.46 |
163.15 |
162.69 |
S2 |
161.65 |
161.65 |
163.04 |
|
S3 |
160.39 |
161.20 |
162.92 |
|
S4 |
159.13 |
159.94 |
162.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.32 |
162.10 |
1.22 |
0.8% |
0.64 |
0.4% |
28% |
False |
False |
735,781 |
10 |
163.45 |
162.10 |
1.35 |
0.8% |
0.57 |
0.4% |
25% |
False |
False |
655,024 |
20 |
163.88 |
161.96 |
1.92 |
1.2% |
0.51 |
0.3% |
25% |
False |
False |
579,951 |
40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.53 |
0.3% |
52% |
False |
False |
541,287 |
60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.55 |
0.3% |
68% |
False |
False |
555,187 |
80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.67 |
0.4% |
74% |
False |
False |
529,959 |
100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
75% |
False |
False |
426,772 |
120 |
164.19 |
157.00 |
7.19 |
4.4% |
0.57 |
0.4% |
76% |
False |
False |
355,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.22 |
2.618 |
164.99 |
1.618 |
164.24 |
1.000 |
163.78 |
0.618 |
163.49 |
HIGH |
163.03 |
0.618 |
162.74 |
0.500 |
162.66 |
0.382 |
162.57 |
LOW |
162.28 |
0.618 |
161.82 |
1.000 |
161.53 |
1.618 |
161.07 |
2.618 |
160.32 |
4.250 |
159.09 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
162.66 |
162.80 |
PP |
162.58 |
162.68 |
S1 |
162.51 |
162.56 |
|