Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
163.53 |
163.65 |
0.12 |
0.1% |
163.46 |
| High |
163.88 |
163.74 |
-0.14 |
-0.1% |
163.88 |
| Low |
163.42 |
163.42 |
0.00 |
0.0% |
163.10 |
| Close |
163.67 |
163.73 |
0.06 |
0.0% |
163.67 |
| Range |
0.46 |
0.32 |
-0.14 |
-30.4% |
0.78 |
| ATR |
0.56 |
0.54 |
-0.02 |
-3.1% |
0.00 |
| Volume |
354,620 |
469,569 |
114,949 |
32.4% |
2,134,508 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.59 |
164.48 |
163.91 |
|
| R3 |
164.27 |
164.16 |
163.82 |
|
| R2 |
163.95 |
163.95 |
163.79 |
|
| R1 |
163.84 |
163.84 |
163.76 |
163.90 |
| PP |
163.63 |
163.63 |
163.63 |
163.66 |
| S1 |
163.52 |
163.52 |
163.70 |
163.58 |
| S2 |
163.31 |
163.31 |
163.67 |
|
| S3 |
162.99 |
163.20 |
163.64 |
|
| S4 |
162.67 |
162.88 |
163.55 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.89 |
165.56 |
164.10 |
|
| R3 |
165.11 |
164.78 |
163.88 |
|
| R2 |
164.33 |
164.33 |
163.81 |
|
| R1 |
164.00 |
164.00 |
163.74 |
164.17 |
| PP |
163.55 |
163.55 |
163.55 |
163.63 |
| S1 |
163.22 |
163.22 |
163.60 |
163.39 |
| S2 |
162.77 |
162.77 |
163.53 |
|
| S3 |
161.99 |
162.44 |
163.46 |
|
| S4 |
161.21 |
161.66 |
163.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.88 |
163.10 |
0.78 |
0.5% |
0.41 |
0.3% |
81% |
False |
False |
433,826 |
| 10 |
163.88 |
161.96 |
1.92 |
1.2% |
0.43 |
0.3% |
92% |
False |
False |
479,919 |
| 20 |
163.88 |
160.86 |
3.02 |
1.8% |
0.51 |
0.3% |
95% |
False |
False |
514,696 |
| 40 |
163.88 |
160.86 |
3.02 |
1.8% |
0.52 |
0.3% |
95% |
False |
False |
501,871 |
| 60 |
164.19 |
159.37 |
4.82 |
2.9% |
0.67 |
0.4% |
90% |
False |
False |
581,095 |
| 80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.65 |
0.4% |
93% |
False |
False |
442,590 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
93% |
False |
False |
355,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.10 |
|
2.618 |
164.58 |
|
1.618 |
164.26 |
|
1.000 |
164.06 |
|
0.618 |
163.94 |
|
HIGH |
163.74 |
|
0.618 |
163.62 |
|
0.500 |
163.58 |
|
0.382 |
163.54 |
|
LOW |
163.42 |
|
0.618 |
163.22 |
|
1.000 |
163.10 |
|
1.618 |
162.90 |
|
2.618 |
162.58 |
|
4.250 |
162.06 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.68 |
163.69 |
| PP |
163.63 |
163.66 |
| S1 |
163.58 |
163.62 |
|