Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
162.04 |
162.27 |
0.23 |
0.1% |
162.13 |
| High |
162.27 |
162.62 |
0.35 |
0.2% |
162.30 |
| Low |
161.96 |
162.22 |
0.26 |
0.2% |
160.86 |
| Close |
162.11 |
162.50 |
0.39 |
0.2% |
162.05 |
| Range |
0.31 |
0.40 |
0.09 |
29.0% |
1.44 |
| ATR |
0.59 |
0.59 |
-0.01 |
-1.0% |
0.00 |
| Volume |
445,903 |
754,285 |
308,382 |
69.2% |
3,083,867 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.65 |
163.47 |
162.72 |
|
| R3 |
163.25 |
163.07 |
162.61 |
|
| R2 |
162.85 |
162.85 |
162.57 |
|
| R1 |
162.67 |
162.67 |
162.54 |
162.76 |
| PP |
162.45 |
162.45 |
162.45 |
162.49 |
| S1 |
162.27 |
162.27 |
162.46 |
162.36 |
| S2 |
162.05 |
162.05 |
162.43 |
|
| S3 |
161.65 |
161.87 |
162.39 |
|
| S4 |
161.25 |
161.47 |
162.28 |
|
|
| 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 |
162.62 |
161.37 |
1.25 |
0.8% |
0.49 |
0.3% |
90% |
True |
False |
448,292 |
| 10 |
162.62 |
160.86 |
1.76 |
1.1% |
0.54 |
0.3% |
93% |
True |
False |
560,464 |
| 20 |
163.39 |
160.86 |
2.53 |
1.6% |
0.55 |
0.3% |
65% |
False |
False |
519,360 |
| 40 |
163.39 |
159.45 |
3.94 |
2.4% |
0.56 |
0.3% |
77% |
False |
False |
533,458 |
| 60 |
164.19 |
157.53 |
6.66 |
4.1% |
0.71 |
0.4% |
75% |
False |
False |
532,483 |
| 80 |
164.19 |
157.14 |
7.05 |
4.3% |
0.65 |
0.4% |
76% |
False |
False |
403,457 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.58 |
0.4% |
76% |
False |
False |
322,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.32 |
|
2.618 |
163.67 |
|
1.618 |
163.27 |
|
1.000 |
163.02 |
|
0.618 |
162.87 |
|
HIGH |
162.62 |
|
0.618 |
162.47 |
|
0.500 |
162.42 |
|
0.382 |
162.37 |
|
LOW |
162.22 |
|
0.618 |
161.97 |
|
1.000 |
161.82 |
|
1.618 |
161.57 |
|
2.618 |
161.17 |
|
4.250 |
160.52 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.47 |
162.43 |
| PP |
162.45 |
162.36 |
| S1 |
162.42 |
162.29 |
|