Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
162.59 |
162.55 |
-0.04 |
0.0% |
162.57 |
| High |
162.80 |
162.82 |
0.02 |
0.0% |
162.93 |
| Low |
162.40 |
162.45 |
0.05 |
0.0% |
162.06 |
| Close |
162.53 |
162.77 |
0.24 |
0.1% |
162.82 |
| Range |
0.40 |
0.37 |
-0.03 |
-7.5% |
0.87 |
| ATR |
0.67 |
0.64 |
-0.02 |
-3.2% |
0.00 |
| Volume |
412,717 |
452,726 |
40,009 |
9.7% |
1,656,462 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.79 |
163.65 |
162.97 |
|
| R3 |
163.42 |
163.28 |
162.87 |
|
| R2 |
163.05 |
163.05 |
162.84 |
|
| R1 |
162.91 |
162.91 |
162.80 |
162.98 |
| PP |
162.68 |
162.68 |
162.68 |
162.72 |
| S1 |
162.54 |
162.54 |
162.74 |
162.61 |
| S2 |
162.31 |
162.31 |
162.70 |
|
| S3 |
161.94 |
162.17 |
162.67 |
|
| S4 |
161.57 |
161.80 |
162.57 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.21 |
164.89 |
163.30 |
|
| R3 |
164.34 |
164.02 |
163.06 |
|
| R2 |
163.47 |
163.47 |
162.98 |
|
| R1 |
163.15 |
163.15 |
162.90 |
163.31 |
| PP |
162.60 |
162.60 |
162.60 |
162.69 |
| S1 |
162.28 |
162.28 |
162.74 |
162.44 |
| S2 |
161.73 |
161.73 |
162.66 |
|
| S3 |
160.86 |
161.41 |
162.58 |
|
| S4 |
159.99 |
160.54 |
162.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.93 |
162.26 |
0.67 |
0.4% |
0.38 |
0.2% |
76% |
False |
False |
461,564 |
| 10 |
162.93 |
161.85 |
1.08 |
0.7% |
0.50 |
0.3% |
85% |
False |
False |
471,795 |
| 20 |
162.93 |
159.45 |
3.48 |
2.1% |
0.58 |
0.4% |
95% |
False |
False |
547,557 |
| 40 |
164.19 |
157.53 |
6.66 |
4.1% |
0.79 |
0.5% |
79% |
False |
False |
539,045 |
| 60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.69 |
0.4% |
80% |
False |
False |
364,823 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.59 |
0.4% |
80% |
False |
False |
273,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.39 |
|
2.618 |
163.79 |
|
1.618 |
163.42 |
|
1.000 |
163.19 |
|
0.618 |
163.05 |
|
HIGH |
162.82 |
|
0.618 |
162.68 |
|
0.500 |
162.64 |
|
0.382 |
162.59 |
|
LOW |
162.45 |
|
0.618 |
162.22 |
|
1.000 |
162.08 |
|
1.618 |
161.85 |
|
2.618 |
161.48 |
|
4.250 |
160.88 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.73 |
162.69 |
| PP |
162.68 |
162.62 |
| S1 |
162.64 |
162.54 |
|