Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
162.55 |
162.68 |
0.13 |
0.1% |
162.67 |
| High |
162.82 |
163.22 |
0.40 |
0.2% |
163.22 |
| Low |
162.45 |
162.66 |
0.21 |
0.1% |
162.26 |
| Close |
162.77 |
162.98 |
0.21 |
0.1% |
162.98 |
| Range |
0.37 |
0.56 |
0.19 |
51.4% |
0.96 |
| ATR |
0.64 |
0.64 |
-0.01 |
-0.9% |
0.00 |
| Volume |
452,726 |
388,742 |
-63,984 |
-14.1% |
2,290,252 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.63 |
164.37 |
163.29 |
|
| R3 |
164.07 |
163.81 |
163.13 |
|
| R2 |
163.51 |
163.51 |
163.08 |
|
| R1 |
163.25 |
163.25 |
163.03 |
163.38 |
| PP |
162.95 |
162.95 |
162.95 |
163.02 |
| S1 |
162.69 |
162.69 |
162.93 |
162.82 |
| S2 |
162.39 |
162.39 |
162.88 |
|
| S3 |
161.83 |
162.13 |
162.83 |
|
| S4 |
161.27 |
161.57 |
162.67 |
|
|
| 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 |
163.22 |
162.26 |
0.96 |
0.6% |
0.40 |
0.2% |
75% |
True |
False |
458,050 |
| 10 |
163.22 |
161.85 |
1.37 |
0.8% |
0.51 |
0.3% |
82% |
True |
False |
440,749 |
| 20 |
163.22 |
160.75 |
2.47 |
1.5% |
0.54 |
0.3% |
90% |
True |
False |
527,382 |
| 40 |
164.19 |
157.53 |
6.66 |
4.1% |
0.79 |
0.5% |
82% |
False |
False |
547,618 |
| 60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.69 |
0.4% |
83% |
False |
False |
371,262 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.59 |
0.4% |
83% |
False |
False |
278,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.60 |
|
2.618 |
164.69 |
|
1.618 |
164.13 |
|
1.000 |
163.78 |
|
0.618 |
163.57 |
|
HIGH |
163.22 |
|
0.618 |
163.01 |
|
0.500 |
162.94 |
|
0.382 |
162.87 |
|
LOW |
162.66 |
|
0.618 |
162.31 |
|
1.000 |
162.10 |
|
1.618 |
161.75 |
|
2.618 |
161.19 |
|
4.250 |
160.28 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.97 |
162.92 |
| PP |
162.95 |
162.87 |
| S1 |
162.94 |
162.81 |
|