Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
162.62 |
162.28 |
-0.34 |
-0.2% |
163.65 |
| High |
162.68 |
163.08 |
0.40 |
0.2% |
163.74 |
| Low |
162.10 |
162.13 |
0.03 |
0.0% |
162.80 |
| Close |
162.18 |
162.98 |
0.80 |
0.5% |
163.09 |
| Range |
0.58 |
0.95 |
0.37 |
63.8% |
0.94 |
| ATR |
0.54 |
0.57 |
0.03 |
5.5% |
0.00 |
| Volume |
865,703 |
1,041,441 |
175,738 |
20.3% |
2,413,993 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.58 |
165.23 |
163.50 |
|
| R3 |
164.63 |
164.28 |
163.24 |
|
| R2 |
163.68 |
163.68 |
163.15 |
|
| R1 |
163.33 |
163.33 |
163.07 |
163.51 |
| PP |
162.73 |
162.73 |
162.73 |
162.82 |
| S1 |
162.38 |
162.38 |
162.89 |
162.56 |
| S2 |
161.78 |
161.78 |
162.81 |
|
| S3 |
160.83 |
161.43 |
162.72 |
|
| S4 |
159.88 |
160.48 |
162.46 |
|
|
| 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 |
163.36 |
162.10 |
1.26 |
0.8% |
0.64 |
0.4% |
70% |
False |
False |
764,618 |
| 10 |
163.88 |
162.10 |
1.78 |
1.1% |
0.54 |
0.3% |
49% |
False |
False |
619,979 |
| 20 |
163.88 |
161.37 |
2.51 |
1.5% |
0.51 |
0.3% |
64% |
False |
False |
543,427 |
| 40 |
163.88 |
160.86 |
3.02 |
1.9% |
0.52 |
0.3% |
70% |
False |
False |
533,052 |
| 60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.57 |
0.3% |
80% |
False |
False |
562,625 |
| 80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.66 |
0.4% |
82% |
False |
False |
508,363 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
83% |
False |
False |
409,106 |
| 120 |
164.19 |
156.54 |
7.65 |
4.7% |
0.56 |
0.3% |
84% |
False |
False |
340,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.12 |
|
2.618 |
165.57 |
|
1.618 |
164.62 |
|
1.000 |
164.03 |
|
0.618 |
163.67 |
|
HIGH |
163.08 |
|
0.618 |
162.72 |
|
0.500 |
162.61 |
|
0.382 |
162.49 |
|
LOW |
162.13 |
|
0.618 |
161.54 |
|
1.000 |
161.18 |
|
1.618 |
160.59 |
|
2.618 |
159.64 |
|
4.250 |
158.09 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.86 |
162.85 |
| PP |
162.73 |
162.72 |
| S1 |
162.61 |
162.59 |
|