Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
163.65 |
163.60 |
-0.05 |
0.0% |
163.46 |
| High |
163.74 |
163.71 |
-0.03 |
0.0% |
163.88 |
| Low |
163.42 |
163.17 |
-0.25 |
-0.2% |
163.10 |
| Close |
163.73 |
163.24 |
-0.49 |
-0.3% |
163.67 |
| Range |
0.32 |
0.54 |
0.22 |
68.8% |
0.78 |
| ATR |
0.54 |
0.54 |
0.00 |
0.2% |
0.00 |
| Volume |
469,569 |
597,125 |
127,556 |
27.2% |
2,134,508 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.99 |
164.66 |
163.54 |
|
| R3 |
164.45 |
164.12 |
163.39 |
|
| R2 |
163.91 |
163.91 |
163.34 |
|
| R1 |
163.58 |
163.58 |
163.29 |
163.48 |
| PP |
163.37 |
163.37 |
163.37 |
163.32 |
| S1 |
163.04 |
163.04 |
163.19 |
162.94 |
| S2 |
162.83 |
162.83 |
163.14 |
|
| S3 |
162.29 |
162.50 |
163.09 |
|
| S4 |
161.75 |
161.96 |
162.94 |
|
|
| 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% |
0.47 |
0.3% |
18% |
False |
False |
451,879 |
| 10 |
163.88 |
161.96 |
1.92 |
1.2% |
0.45 |
0.3% |
67% |
False |
False |
504,878 |
| 20 |
163.88 |
160.86 |
3.02 |
1.9% |
0.51 |
0.3% |
79% |
False |
False |
522,478 |
| 40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.52 |
0.3% |
79% |
False |
False |
501,842 |
| 60 |
164.19 |
159.37 |
4.82 |
3.0% |
0.66 |
0.4% |
80% |
False |
False |
589,333 |
| 80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.65 |
0.4% |
86% |
False |
False |
449,924 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
87% |
False |
False |
361,353 |
| 120 |
164.19 |
155.74 |
8.45 |
5.2% |
0.55 |
0.3% |
89% |
False |
False |
301,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.01 |
|
2.618 |
165.12 |
|
1.618 |
164.58 |
|
1.000 |
164.25 |
|
0.618 |
164.04 |
|
HIGH |
163.71 |
|
0.618 |
163.50 |
|
0.500 |
163.44 |
|
0.382 |
163.38 |
|
LOW |
163.17 |
|
0.618 |
162.84 |
|
1.000 |
162.63 |
|
1.618 |
162.30 |
|
2.618 |
161.76 |
|
4.250 |
160.88 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.44 |
163.53 |
| PP |
163.37 |
163.43 |
| S1 |
163.31 |
163.34 |
|