Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
162.59 |
162.75 |
0.16 |
0.1% |
162.67 |
| High |
162.90 |
163.20 |
0.30 |
0.2% |
163.22 |
| Low |
162.57 |
162.75 |
0.18 |
0.1% |
162.26 |
| Close |
162.85 |
162.95 |
0.10 |
0.1% |
162.98 |
| Range |
0.33 |
0.45 |
0.12 |
36.4% |
0.96 |
| ATR |
0.62 |
0.61 |
-0.01 |
-1.9% |
0.00 |
| Volume |
429,737 |
457,413 |
27,676 |
6.4% |
2,290,252 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.32 |
164.08 |
163.20 |
|
| R3 |
163.87 |
163.63 |
163.07 |
|
| R2 |
163.42 |
163.42 |
163.03 |
|
| R1 |
163.18 |
163.18 |
162.99 |
163.30 |
| PP |
162.97 |
162.97 |
162.97 |
163.03 |
| S1 |
162.73 |
162.73 |
162.91 |
162.85 |
| S2 |
162.52 |
162.52 |
162.87 |
|
| S3 |
162.07 |
162.28 |
162.83 |
|
| S4 |
161.62 |
161.83 |
162.70 |
|
|
| 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 |
162.44 |
0.78 |
0.5% |
0.45 |
0.3% |
65% |
False |
False |
418,786 |
| 10 |
163.22 |
162.06 |
1.16 |
0.7% |
0.45 |
0.3% |
77% |
False |
False |
437,800 |
| 20 |
163.22 |
161.26 |
1.96 |
1.2% |
0.52 |
0.3% |
86% |
False |
False |
505,032 |
| 40 |
164.19 |
158.53 |
5.66 |
3.5% |
0.77 |
0.5% |
78% |
False |
False |
576,817 |
| 60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.68 |
0.4% |
82% |
False |
False |
390,738 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.61 |
0.4% |
82% |
False |
False |
294,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.11 |
|
2.618 |
164.38 |
|
1.618 |
163.93 |
|
1.000 |
163.65 |
|
0.618 |
163.48 |
|
HIGH |
163.20 |
|
0.618 |
163.03 |
|
0.500 |
162.98 |
|
0.382 |
162.92 |
|
LOW |
162.75 |
|
0.618 |
162.47 |
|
1.000 |
162.30 |
|
1.618 |
162.02 |
|
2.618 |
161.57 |
|
4.250 |
160.84 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.98 |
162.91 |
| PP |
162.97 |
162.86 |
| S1 |
162.96 |
162.82 |
|