Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 23-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
163.36 |
163.22 |
-0.14 |
-0.1% |
163.46 |
High |
163.45 |
163.23 |
-0.22 |
-0.1% |
163.88 |
Low |
162.91 |
162.93 |
0.02 |
0.0% |
163.10 |
Close |
163.00 |
163.06 |
0.06 |
0.0% |
163.67 |
Range |
0.54 |
0.30 |
-0.24 |
-44.4% |
0.78 |
ATR |
0.54 |
0.53 |
-0.02 |
-3.2% |
0.00 |
Volume |
454,718 |
500,671 |
45,953 |
10.1% |
2,134,508 |
|
Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.97 |
163.82 |
163.23 |
|
R3 |
163.67 |
163.52 |
163.14 |
|
R2 |
163.37 |
163.37 |
163.12 |
|
R1 |
163.22 |
163.22 |
163.09 |
163.15 |
PP |
163.07 |
163.07 |
163.07 |
163.04 |
S1 |
162.92 |
162.92 |
163.03 |
162.85 |
S2 |
162.77 |
162.77 |
163.01 |
|
S3 |
162.47 |
162.62 |
162.98 |
|
S4 |
162.17 |
162.32 |
162.90 |
|
|
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% |
15% |
False |
False |
475,340 |
10 |
163.88 |
162.69 |
1.19 |
0.7% |
0.46 |
0.3% |
31% |
False |
False |
480,398 |
20 |
163.88 |
160.86 |
3.02 |
1.9% |
0.50 |
0.3% |
73% |
False |
False |
520,431 |
40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.51 |
0.3% |
73% |
False |
False |
497,728 |
60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.60 |
0.4% |
82% |
False |
False |
593,165 |
80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.65 |
0.4% |
83% |
False |
False |
461,666 |
100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.60 |
0.4% |
84% |
False |
False |
370,907 |
120 |
164.19 |
155.74 |
8.45 |
5.2% |
0.55 |
0.3% |
87% |
False |
False |
309,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.51 |
2.618 |
164.02 |
1.618 |
163.72 |
1.000 |
163.53 |
0.618 |
163.42 |
HIGH |
163.23 |
0.618 |
163.12 |
0.500 |
163.08 |
0.382 |
163.04 |
LOW |
162.93 |
0.618 |
162.74 |
1.000 |
162.63 |
1.618 |
162.44 |
2.618 |
162.14 |
4.250 |
161.66 |
|
|
Fisher Pivots for day following 23-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
163.08 |
163.31 |
PP |
163.07 |
163.23 |
S1 |
163.07 |
163.14 |
|