Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
162.03 |
162.34 |
0.31 |
0.2% |
162.97 |
| High |
162.33 |
162.47 |
0.14 |
0.1% |
163.39 |
| Low |
161.82 |
161.90 |
0.08 |
0.0% |
162.44 |
| Close |
162.28 |
162.37 |
0.09 |
0.1% |
162.53 |
| Range |
0.51 |
0.57 |
0.06 |
11.8% |
0.95 |
| ATR |
0.61 |
0.61 |
0.00 |
-0.5% |
0.00 |
| Volume |
441,496 |
546,245 |
104,749 |
23.7% |
2,419,535 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.96 |
163.73 |
162.68 |
|
| R3 |
163.39 |
163.16 |
162.53 |
|
| R2 |
162.82 |
162.82 |
162.47 |
|
| R1 |
162.59 |
162.59 |
162.42 |
162.71 |
| PP |
162.25 |
162.25 |
162.25 |
162.30 |
| S1 |
162.02 |
162.02 |
162.32 |
162.14 |
| S2 |
161.68 |
161.68 |
162.27 |
|
| S3 |
161.11 |
161.45 |
162.21 |
|
| S4 |
160.54 |
160.88 |
162.06 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.64 |
165.03 |
163.05 |
|
| R3 |
164.69 |
164.08 |
162.79 |
|
| R2 |
163.74 |
163.74 |
162.70 |
|
| R1 |
163.13 |
163.13 |
162.62 |
162.96 |
| PP |
162.79 |
162.79 |
162.79 |
162.70 |
| S1 |
162.18 |
162.18 |
162.44 |
162.01 |
| S2 |
161.84 |
161.84 |
162.36 |
|
| S3 |
160.89 |
161.23 |
162.27 |
|
| S4 |
159.94 |
160.28 |
162.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.39 |
161.82 |
1.57 |
1.0% |
0.63 |
0.4% |
35% |
False |
False |
538,256 |
| 10 |
163.39 |
161.82 |
1.57 |
1.0% |
0.54 |
0.3% |
35% |
False |
False |
478,521 |
| 20 |
163.39 |
161.82 |
1.57 |
1.0% |
0.53 |
0.3% |
35% |
False |
False |
478,167 |
| 40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.69 |
0.4% |
75% |
False |
False |
627,216 |
| 60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.70 |
0.4% |
73% |
False |
False |
434,751 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
74% |
False |
False |
327,900 |
| 100 |
164.19 |
155.74 |
8.45 |
5.2% |
0.56 |
0.3% |
78% |
False |
False |
262,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.89 |
|
2.618 |
163.96 |
|
1.618 |
163.39 |
|
1.000 |
163.04 |
|
0.618 |
162.82 |
|
HIGH |
162.47 |
|
0.618 |
162.25 |
|
0.500 |
162.19 |
|
0.382 |
162.12 |
|
LOW |
161.90 |
|
0.618 |
161.55 |
|
1.000 |
161.33 |
|
1.618 |
160.98 |
|
2.618 |
160.41 |
|
4.250 |
159.48 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.31 |
162.31 |
| PP |
162.25 |
162.24 |
| S1 |
162.19 |
162.18 |
|