Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
162.23 |
162.04 |
-0.19 |
-0.1% |
162.13 |
| High |
162.39 |
162.27 |
-0.12 |
-0.1% |
162.30 |
| Low |
161.97 |
161.96 |
-0.01 |
0.0% |
160.86 |
| Close |
162.01 |
162.11 |
0.10 |
0.1% |
162.05 |
| Range |
0.42 |
0.31 |
-0.11 |
-26.2% |
1.44 |
| ATR |
0.61 |
0.59 |
-0.02 |
-3.5% |
0.00 |
| Volume |
347,532 |
445,903 |
98,371 |
28.3% |
3,083,867 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.04 |
162.89 |
162.28 |
|
| R3 |
162.73 |
162.58 |
162.20 |
|
| R2 |
162.42 |
162.42 |
162.17 |
|
| R1 |
162.27 |
162.27 |
162.14 |
162.35 |
| PP |
162.11 |
162.11 |
162.11 |
162.15 |
| S1 |
161.96 |
161.96 |
162.08 |
162.04 |
| S2 |
161.80 |
161.80 |
162.05 |
|
| S3 |
161.49 |
161.65 |
162.02 |
|
| S4 |
161.18 |
161.34 |
161.94 |
|
|
| 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 |
161.05 |
1.34 |
0.8% |
0.51 |
0.3% |
79% |
False |
False |
431,120 |
| 10 |
162.39 |
160.86 |
1.53 |
0.9% |
0.55 |
0.3% |
82% |
False |
False |
530,043 |
| 20 |
163.39 |
160.86 |
2.53 |
1.6% |
0.54 |
0.3% |
49% |
False |
False |
504,282 |
| 40 |
163.39 |
159.45 |
3.94 |
2.4% |
0.57 |
0.3% |
68% |
False |
False |
538,441 |
| 60 |
164.19 |
157.37 |
6.82 |
4.2% |
0.71 |
0.4% |
70% |
False |
False |
520,307 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.65 |
0.4% |
70% |
False |
False |
394,049 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.58 |
0.4% |
70% |
False |
False |
315,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.59 |
|
2.618 |
163.08 |
|
1.618 |
162.77 |
|
1.000 |
162.58 |
|
0.618 |
162.46 |
|
HIGH |
162.27 |
|
0.618 |
162.15 |
|
0.500 |
162.12 |
|
0.382 |
162.08 |
|
LOW |
161.96 |
|
0.618 |
161.77 |
|
1.000 |
161.65 |
|
1.618 |
161.46 |
|
2.618 |
161.15 |
|
4.250 |
160.64 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.12 |
162.11 |
| PP |
162.11 |
162.11 |
| S1 |
162.11 |
162.11 |
|