Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
163.60 |
163.36 |
-0.24 |
-0.1% |
163.46 |
| High |
163.71 |
163.45 |
-0.26 |
-0.2% |
163.88 |
| Low |
163.17 |
162.91 |
-0.26 |
-0.2% |
163.10 |
| Close |
163.24 |
163.00 |
-0.24 |
-0.1% |
163.67 |
| Range |
0.54 |
0.54 |
0.00 |
0.0% |
0.78 |
| ATR |
0.54 |
0.54 |
0.00 |
0.0% |
0.00 |
| Volume |
597,125 |
454,718 |
-142,407 |
-23.8% |
2,134,508 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.74 |
164.41 |
163.30 |
|
| R3 |
164.20 |
163.87 |
163.15 |
|
| R2 |
163.66 |
163.66 |
163.10 |
|
| R1 |
163.33 |
163.33 |
163.05 |
163.23 |
| PP |
163.12 |
163.12 |
163.12 |
163.07 |
| S1 |
162.79 |
162.79 |
162.95 |
162.69 |
| S2 |
162.58 |
162.58 |
162.90 |
|
| S3 |
162.04 |
162.25 |
162.85 |
|
| S4 |
161.50 |
161.71 |
162.70 |
|
|
| 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 |
162.91 |
0.97 |
0.6% |
0.43 |
0.3% |
9% |
False |
True |
462,259 |
| 10 |
163.88 |
162.22 |
1.66 |
1.0% |
0.47 |
0.3% |
47% |
False |
False |
505,759 |
| 20 |
163.88 |
160.86 |
3.02 |
1.9% |
0.51 |
0.3% |
71% |
False |
False |
517,901 |
| 40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.52 |
0.3% |
71% |
False |
False |
498,034 |
| 60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.63 |
0.4% |
80% |
False |
False |
590,777 |
| 80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.65 |
0.4% |
83% |
False |
False |
455,539 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
83% |
False |
False |
365,900 |
| 120 |
164.19 |
155.74 |
8.45 |
5.2% |
0.55 |
0.3% |
86% |
False |
False |
304,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.75 |
|
2.618 |
164.86 |
|
1.618 |
164.32 |
|
1.000 |
163.99 |
|
0.618 |
163.78 |
|
HIGH |
163.45 |
|
0.618 |
163.24 |
|
0.500 |
163.18 |
|
0.382 |
163.12 |
|
LOW |
162.91 |
|
0.618 |
162.58 |
|
1.000 |
162.37 |
|
1.618 |
162.04 |
|
2.618 |
161.50 |
|
4.250 |
160.62 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.18 |
163.33 |
| PP |
163.12 |
163.22 |
| S1 |
163.06 |
163.11 |
|