Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
162.13 |
161.90 |
-0.23 |
-0.1% |
162.41 |
High |
162.30 |
162.05 |
-0.25 |
-0.2% |
162.54 |
Low |
161.33 |
161.41 |
0.08 |
0.0% |
161.82 |
Close |
161.43 |
161.58 |
0.15 |
0.1% |
162.07 |
Range |
0.97 |
0.64 |
-0.33 |
-34.0% |
0.72 |
ATR |
0.61 |
0.61 |
0.00 |
0.4% |
0.00 |
Volume |
692,914 |
690,866 |
-2,048 |
-0.3% |
2,605,723 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.60 |
163.23 |
161.93 |
|
R3 |
162.96 |
162.59 |
161.76 |
|
R2 |
162.32 |
162.32 |
161.70 |
|
R1 |
161.95 |
161.95 |
161.64 |
161.82 |
PP |
161.68 |
161.68 |
161.68 |
161.61 |
S1 |
161.31 |
161.31 |
161.52 |
161.18 |
S2 |
161.04 |
161.04 |
161.46 |
|
S3 |
160.40 |
160.67 |
161.40 |
|
S4 |
159.76 |
160.03 |
161.23 |
|
|
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% |
0.59 |
0.4% |
22% |
False |
False |
602,307 |
10 |
163.39 |
161.33 |
2.06 |
1.3% |
0.60 |
0.4% |
12% |
False |
False |
561,398 |
20 |
163.39 |
161.33 |
2.06 |
1.3% |
0.53 |
0.3% |
12% |
False |
False |
492,550 |
40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.63 |
0.4% |
55% |
False |
False |
601,730 |
60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.70 |
0.4% |
62% |
False |
False |
474,632 |
80 |
164.19 |
157.14 |
7.05 |
4.4% |
0.64 |
0.4% |
63% |
False |
False |
358,708 |
100 |
164.19 |
156.10 |
8.09 |
5.0% |
0.56 |
0.3% |
68% |
False |
False |
286,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.77 |
2.618 |
163.73 |
1.618 |
163.09 |
1.000 |
162.69 |
0.618 |
162.45 |
HIGH |
162.05 |
0.618 |
161.81 |
0.500 |
161.73 |
0.382 |
161.65 |
LOW |
161.41 |
0.618 |
161.01 |
1.000 |
160.77 |
1.618 |
160.37 |
2.618 |
159.73 |
4.250 |
158.69 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
161.73 |
161.82 |
PP |
161.68 |
161.74 |
S1 |
161.63 |
161.66 |
|