Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
162.68 |
162.97 |
0.29 |
0.2% |
162.67 |
| High |
163.22 |
162.97 |
-0.25 |
-0.2% |
163.22 |
| Low |
162.66 |
162.44 |
-0.22 |
-0.1% |
162.26 |
| Close |
162.98 |
162.47 |
-0.51 |
-0.3% |
162.98 |
| Range |
0.56 |
0.53 |
-0.03 |
-5.4% |
0.96 |
| ATR |
0.64 |
0.63 |
-0.01 |
-1.1% |
0.00 |
| Volume |
388,742 |
365,314 |
-23,428 |
-6.0% |
2,290,252 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.22 |
163.87 |
162.76 |
|
| R3 |
163.69 |
163.34 |
162.62 |
|
| R2 |
163.16 |
163.16 |
162.57 |
|
| R1 |
162.81 |
162.81 |
162.52 |
162.72 |
| PP |
162.63 |
162.63 |
162.63 |
162.58 |
| S1 |
162.28 |
162.28 |
162.42 |
162.19 |
| S2 |
162.10 |
162.10 |
162.37 |
|
| S3 |
161.57 |
161.75 |
162.32 |
|
| S4 |
161.04 |
161.22 |
162.18 |
|
|
| 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% |
0.43 |
0.3% |
22% |
False |
False |
433,375 |
| 10 |
163.22 |
162.06 |
1.16 |
0.7% |
0.48 |
0.3% |
35% |
False |
False |
431,202 |
| 20 |
163.22 |
161.02 |
2.20 |
1.4% |
0.52 |
0.3% |
66% |
False |
False |
522,836 |
| 40 |
164.19 |
157.64 |
6.55 |
4.0% |
0.79 |
0.5% |
74% |
False |
False |
556,252 |
| 60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.69 |
0.4% |
76% |
False |
False |
377,222 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
76% |
False |
False |
283,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.22 |
|
2.618 |
164.36 |
|
1.618 |
163.83 |
|
1.000 |
163.50 |
|
0.618 |
163.30 |
|
HIGH |
162.97 |
|
0.618 |
162.77 |
|
0.500 |
162.71 |
|
0.382 |
162.64 |
|
LOW |
162.44 |
|
0.618 |
162.11 |
|
1.000 |
161.91 |
|
1.618 |
161.58 |
|
2.618 |
161.05 |
|
4.250 |
160.19 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.71 |
162.83 |
| PP |
162.63 |
162.71 |
| S1 |
162.55 |
162.59 |
|