Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
163.01 |
163.17 |
0.16 |
0.1% |
163.65 |
| High |
163.16 |
163.36 |
0.20 |
0.1% |
163.74 |
| Low |
162.80 |
162.55 |
-0.25 |
-0.2% |
162.80 |
| Close |
163.09 |
162.64 |
-0.45 |
-0.3% |
163.09 |
| Range |
0.36 |
0.81 |
0.45 |
125.0% |
0.94 |
| ATR |
0.51 |
0.53 |
0.02 |
4.1% |
0.00 |
| Volume |
391,910 |
815,847 |
423,937 |
108.2% |
2,413,993 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.28 |
164.77 |
163.09 |
|
| R3 |
164.47 |
163.96 |
162.86 |
|
| R2 |
163.66 |
163.66 |
162.79 |
|
| R1 |
163.15 |
163.15 |
162.71 |
163.00 |
| PP |
162.85 |
162.85 |
162.85 |
162.78 |
| S1 |
162.34 |
162.34 |
162.57 |
162.19 |
| S2 |
162.04 |
162.04 |
162.49 |
|
| S3 |
161.23 |
161.53 |
162.42 |
|
| S4 |
160.42 |
160.72 |
162.19 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.03 |
165.50 |
163.61 |
|
| R3 |
165.09 |
164.56 |
163.35 |
|
| R2 |
164.15 |
164.15 |
163.26 |
|
| R1 |
163.62 |
163.62 |
163.18 |
163.42 |
| PP |
163.21 |
163.21 |
163.21 |
163.11 |
| S1 |
162.68 |
162.68 |
163.00 |
162.48 |
| S2 |
162.27 |
162.27 |
162.92 |
|
| S3 |
161.33 |
161.74 |
162.83 |
|
| S4 |
160.39 |
160.80 |
162.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.71 |
162.55 |
1.16 |
0.7% |
0.51 |
0.3% |
8% |
False |
True |
552,054 |
| 10 |
163.88 |
162.55 |
1.33 |
0.8% |
0.46 |
0.3% |
7% |
False |
True |
492,940 |
| 20 |
163.88 |
160.86 |
3.02 |
1.9% |
0.50 |
0.3% |
59% |
False |
False |
514,601 |
| 40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.51 |
0.3% |
59% |
False |
False |
498,923 |
| 60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.59 |
0.4% |
73% |
False |
False |
585,731 |
| 80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.65 |
0.4% |
77% |
False |
False |
476,020 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.61 |
0.4% |
78% |
False |
False |
382,981 |
| 120 |
164.19 |
155.74 |
8.45 |
5.2% |
0.55 |
0.3% |
82% |
False |
False |
319,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.80 |
|
2.618 |
165.48 |
|
1.618 |
164.67 |
|
1.000 |
164.17 |
|
0.618 |
163.86 |
|
HIGH |
163.36 |
|
0.618 |
163.05 |
|
0.500 |
162.96 |
|
0.382 |
162.86 |
|
LOW |
162.55 |
|
0.618 |
162.05 |
|
1.000 |
161.74 |
|
1.618 |
161.24 |
|
2.618 |
160.43 |
|
4.250 |
159.11 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.96 |
162.96 |
| PP |
162.85 |
162.85 |
| S1 |
162.75 |
162.75 |
|