Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
162.01 |
162.23 |
0.22 |
0.1% |
162.13 |
| High |
162.38 |
162.39 |
0.01 |
0.0% |
162.30 |
| Low |
161.83 |
161.97 |
0.14 |
0.1% |
160.86 |
| Close |
162.35 |
162.01 |
-0.34 |
-0.2% |
162.05 |
| Range |
0.55 |
0.42 |
-0.13 |
-23.6% |
1.44 |
| ATR |
0.63 |
0.61 |
-0.01 |
-2.4% |
0.00 |
| Volume |
341,621 |
347,532 |
5,911 |
1.7% |
3,083,867 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.38 |
163.12 |
162.24 |
|
| R3 |
162.96 |
162.70 |
162.13 |
|
| R2 |
162.54 |
162.54 |
162.09 |
|
| R1 |
162.28 |
162.28 |
162.05 |
162.20 |
| PP |
162.12 |
162.12 |
162.12 |
162.09 |
| S1 |
161.86 |
161.86 |
161.97 |
161.78 |
| S2 |
161.70 |
161.70 |
161.93 |
|
| S3 |
161.28 |
161.44 |
161.89 |
|
| S4 |
160.86 |
161.02 |
161.78 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.06 |
165.49 |
162.84 |
|
| R3 |
164.62 |
164.05 |
162.45 |
|
| R2 |
163.18 |
163.18 |
162.31 |
|
| R1 |
162.61 |
162.61 |
162.18 |
162.18 |
| PP |
161.74 |
161.74 |
161.74 |
161.52 |
| S1 |
161.17 |
161.17 |
161.92 |
160.74 |
| S2 |
160.30 |
160.30 |
161.79 |
|
| S3 |
158.86 |
159.73 |
161.65 |
|
| S4 |
157.42 |
158.29 |
161.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.39 |
160.86 |
1.53 |
0.9% |
0.56 |
0.3% |
75% |
True |
False |
477,848 |
| 10 |
162.47 |
160.86 |
1.61 |
1.0% |
0.57 |
0.4% |
71% |
False |
False |
540,077 |
| 20 |
163.39 |
160.86 |
2.53 |
1.6% |
0.55 |
0.3% |
45% |
False |
False |
502,623 |
| 40 |
163.39 |
159.37 |
4.02 |
2.5% |
0.57 |
0.4% |
66% |
False |
False |
542,805 |
| 60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.72 |
0.4% |
68% |
False |
False |
513,295 |
| 80 |
164.19 |
157.14 |
7.05 |
4.4% |
0.65 |
0.4% |
69% |
False |
False |
388,477 |
| 100 |
164.19 |
157.00 |
7.19 |
4.4% |
0.58 |
0.4% |
70% |
False |
False |
310,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.18 |
|
2.618 |
163.49 |
|
1.618 |
163.07 |
|
1.000 |
162.81 |
|
0.618 |
162.65 |
|
HIGH |
162.39 |
|
0.618 |
162.23 |
|
0.500 |
162.18 |
|
0.382 |
162.13 |
|
LOW |
161.97 |
|
0.618 |
161.71 |
|
1.000 |
161.55 |
|
1.618 |
161.29 |
|
2.618 |
160.87 |
|
4.250 |
160.19 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.18 |
161.97 |
| PP |
162.12 |
161.92 |
| S1 |
162.07 |
161.88 |
|