Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
163.17 |
162.67 |
-0.50 |
-0.3% |
163.65 |
| High |
163.36 |
162.87 |
-0.49 |
-0.3% |
163.74 |
| Low |
162.55 |
162.35 |
-0.20 |
-0.1% |
162.80 |
| Close |
162.64 |
162.52 |
-0.12 |
-0.1% |
163.09 |
| Range |
0.81 |
0.52 |
-0.29 |
-35.8% |
0.94 |
| ATR |
0.53 |
0.53 |
0.00 |
-0.2% |
0.00 |
| Volume |
815,847 |
708,192 |
-107,655 |
-13.2% |
2,413,993 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.14 |
163.85 |
162.81 |
|
| R3 |
163.62 |
163.33 |
162.66 |
|
| R2 |
163.10 |
163.10 |
162.62 |
|
| R1 |
162.81 |
162.81 |
162.57 |
162.70 |
| PP |
162.58 |
162.58 |
162.58 |
162.52 |
| S1 |
162.29 |
162.29 |
162.47 |
162.18 |
| S2 |
162.06 |
162.06 |
162.42 |
|
| S3 |
161.54 |
161.77 |
162.38 |
|
| S4 |
161.02 |
161.25 |
162.23 |
|
|
| 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 |
163.45 |
162.35 |
1.10 |
0.7% |
0.51 |
0.3% |
15% |
False |
True |
574,267 |
| 10 |
163.88 |
162.35 |
1.53 |
0.9% |
0.49 |
0.3% |
11% |
False |
True |
513,073 |
| 20 |
163.88 |
160.86 |
3.02 |
1.9% |
0.49 |
0.3% |
55% |
False |
False |
515,468 |
| 40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.51 |
0.3% |
55% |
False |
False |
504,009 |
| 60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.58 |
0.4% |
70% |
False |
False |
572,976 |
| 80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.65 |
0.4% |
76% |
False |
False |
484,841 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.61 |
0.4% |
76% |
False |
False |
390,060 |
| 120 |
164.19 |
156.10 |
8.09 |
5.0% |
0.55 |
0.3% |
79% |
False |
False |
325,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.08 |
|
2.618 |
164.23 |
|
1.618 |
163.71 |
|
1.000 |
163.39 |
|
0.618 |
163.19 |
|
HIGH |
162.87 |
|
0.618 |
162.67 |
|
0.500 |
162.61 |
|
0.382 |
162.55 |
|
LOW |
162.35 |
|
0.618 |
162.03 |
|
1.000 |
161.83 |
|
1.618 |
161.51 |
|
2.618 |
160.99 |
|
4.250 |
160.14 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.61 |
162.86 |
| PP |
162.58 |
162.74 |
| S1 |
162.55 |
162.63 |
|