Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
162.97 |
162.59 |
-0.38 |
-0.2% |
162.67 |
| High |
162.97 |
162.90 |
-0.07 |
0.0% |
163.22 |
| Low |
162.44 |
162.57 |
0.13 |
0.1% |
162.26 |
| Close |
162.47 |
162.85 |
0.38 |
0.2% |
162.98 |
| Range |
0.53 |
0.33 |
-0.20 |
-37.7% |
0.96 |
| ATR |
0.63 |
0.62 |
-0.01 |
-2.3% |
0.00 |
| Volume |
365,314 |
429,737 |
64,423 |
17.6% |
2,290,252 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.76 |
163.64 |
163.03 |
|
| R3 |
163.43 |
163.31 |
162.94 |
|
| R2 |
163.10 |
163.10 |
162.91 |
|
| R1 |
162.98 |
162.98 |
162.88 |
163.04 |
| PP |
162.77 |
162.77 |
162.77 |
162.81 |
| S1 |
162.65 |
162.65 |
162.82 |
162.71 |
| S2 |
162.44 |
162.44 |
162.79 |
|
| S3 |
162.11 |
162.32 |
162.76 |
|
| S4 |
161.78 |
161.99 |
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 |
162.40 |
0.82 |
0.5% |
0.44 |
0.3% |
55% |
False |
False |
409,847 |
| 10 |
163.22 |
162.06 |
1.16 |
0.7% |
0.47 |
0.3% |
68% |
False |
False |
423,701 |
| 20 |
163.22 |
161.26 |
1.96 |
1.2% |
0.52 |
0.3% |
81% |
False |
False |
508,248 |
| 40 |
164.19 |
158.46 |
5.73 |
3.5% |
0.77 |
0.5% |
77% |
False |
False |
566,421 |
| 60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.68 |
0.4% |
81% |
False |
False |
384,335 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
81% |
False |
False |
288,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.30 |
|
2.618 |
163.76 |
|
1.618 |
163.43 |
|
1.000 |
163.23 |
|
0.618 |
163.10 |
|
HIGH |
162.90 |
|
0.618 |
162.77 |
|
0.500 |
162.74 |
|
0.382 |
162.70 |
|
LOW |
162.57 |
|
0.618 |
162.37 |
|
1.000 |
162.24 |
|
1.618 |
162.04 |
|
2.618 |
161.71 |
|
4.250 |
161.17 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.81 |
162.84 |
| PP |
162.77 |
162.84 |
| S1 |
162.74 |
162.83 |
|