Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
162.05 |
162.13 |
0.08 |
0.0% |
162.41 |
| High |
162.23 |
162.30 |
0.07 |
0.0% |
162.54 |
| Low |
161.97 |
161.33 |
-0.64 |
-0.4% |
161.82 |
| Close |
162.07 |
161.43 |
-0.64 |
-0.4% |
162.07 |
| Range |
0.26 |
0.97 |
0.71 |
273.1% |
0.72 |
| ATR |
0.58 |
0.61 |
0.03 |
4.8% |
0.00 |
| Volume |
631,434 |
692,914 |
61,480 |
9.7% |
2,605,723 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.60 |
163.98 |
161.96 |
|
| R3 |
163.63 |
163.01 |
161.70 |
|
| R2 |
162.66 |
162.66 |
161.61 |
|
| R1 |
162.04 |
162.04 |
161.52 |
161.87 |
| PP |
161.69 |
161.69 |
161.69 |
161.60 |
| S1 |
161.07 |
161.07 |
161.34 |
160.90 |
| S2 |
160.72 |
160.72 |
161.25 |
|
| S3 |
159.75 |
160.10 |
161.16 |
|
| S4 |
158.78 |
159.13 |
160.90 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.30 |
163.91 |
162.47 |
|
| R3 |
163.58 |
163.19 |
162.27 |
|
| R2 |
162.86 |
162.86 |
162.20 |
|
| R1 |
162.47 |
162.47 |
162.14 |
162.31 |
| PP |
162.14 |
162.14 |
162.14 |
162.06 |
| S1 |
161.75 |
161.75 |
162.00 |
161.59 |
| S2 |
161.42 |
161.42 |
161.94 |
|
| S3 |
160.70 |
161.03 |
161.87 |
|
| S4 |
159.98 |
160.31 |
161.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.47 |
161.33 |
1.14 |
0.7% |
0.56 |
0.3% |
9% |
False |
True |
552,433 |
| 10 |
163.39 |
161.33 |
2.06 |
1.3% |
0.57 |
0.4% |
5% |
False |
True |
535,285 |
| 20 |
163.39 |
161.33 |
2.06 |
1.3% |
0.52 |
0.3% |
5% |
False |
True |
483,244 |
| 40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.63 |
0.4% |
51% |
False |
False |
621,297 |
| 60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.70 |
0.4% |
60% |
False |
False |
463,160 |
| 80 |
164.19 |
157.14 |
7.05 |
4.4% |
0.63 |
0.4% |
61% |
False |
False |
350,076 |
| 100 |
164.19 |
155.74 |
8.45 |
5.2% |
0.57 |
0.4% |
67% |
False |
False |
280,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.42 |
|
2.618 |
164.84 |
|
1.618 |
163.87 |
|
1.000 |
163.27 |
|
0.618 |
162.90 |
|
HIGH |
162.30 |
|
0.618 |
161.93 |
|
0.500 |
161.82 |
|
0.382 |
161.70 |
|
LOW |
161.33 |
|
0.618 |
160.73 |
|
1.000 |
160.36 |
|
1.618 |
159.76 |
|
2.618 |
158.79 |
|
4.250 |
157.21 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
161.82 |
161.85 |
| PP |
161.69 |
161.71 |
| S1 |
161.56 |
161.57 |
|