Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
162.28 |
162.92 |
0.64 |
0.4% |
163.17 |
| High |
163.08 |
163.32 |
0.24 |
0.1% |
163.36 |
| Low |
162.13 |
162.83 |
0.70 |
0.4% |
162.10 |
| Close |
162.98 |
163.27 |
0.29 |
0.2% |
163.27 |
| Range |
0.95 |
0.49 |
-0.46 |
-48.4% |
1.26 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.0% |
0.00 |
| Volume |
1,041,441 |
1,251,943 |
210,502 |
20.2% |
4,683,126 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.61 |
164.43 |
163.54 |
|
| R3 |
164.12 |
163.94 |
163.40 |
|
| R2 |
163.63 |
163.63 |
163.36 |
|
| R1 |
163.45 |
163.45 |
163.31 |
163.54 |
| PP |
163.14 |
163.14 |
163.14 |
163.19 |
| S1 |
162.96 |
162.96 |
163.23 |
163.05 |
| S2 |
162.65 |
162.65 |
163.18 |
|
| S3 |
162.16 |
162.47 |
163.14 |
|
| S4 |
161.67 |
161.98 |
163.00 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.69 |
166.24 |
163.96 |
|
| R3 |
165.43 |
164.98 |
163.62 |
|
| R2 |
164.17 |
164.17 |
163.50 |
|
| R1 |
163.72 |
163.72 |
163.39 |
163.95 |
| PP |
162.91 |
162.91 |
162.91 |
163.02 |
| S1 |
162.46 |
162.46 |
163.15 |
162.69 |
| S2 |
161.65 |
161.65 |
163.04 |
|
| S3 |
160.39 |
161.20 |
162.92 |
|
| S4 |
159.13 |
159.94 |
162.58 |
|
|
| 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% |
0.67 |
0.4% |
93% |
False |
False |
936,625 |
| 10 |
163.74 |
162.10 |
1.64 |
1.0% |
0.54 |
0.3% |
71% |
False |
False |
709,711 |
| 20 |
163.88 |
161.83 |
2.05 |
1.3% |
0.50 |
0.3% |
70% |
False |
False |
588,418 |
| 40 |
163.88 |
160.86 |
3.02 |
1.8% |
0.52 |
0.3% |
80% |
False |
False |
554,193 |
| 60 |
163.88 |
159.37 |
4.51 |
2.8% |
0.56 |
0.3% |
86% |
False |
False |
567,491 |
| 80 |
164.19 |
157.37 |
6.82 |
4.2% |
0.66 |
0.4% |
87% |
False |
False |
523,665 |
| 100 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
87% |
False |
False |
421,618 |
| 120 |
164.19 |
156.80 |
7.39 |
4.5% |
0.56 |
0.3% |
88% |
False |
False |
351,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.40 |
|
2.618 |
164.60 |
|
1.618 |
164.11 |
|
1.000 |
163.81 |
|
0.618 |
163.62 |
|
HIGH |
163.32 |
|
0.618 |
163.13 |
|
0.500 |
163.08 |
|
0.382 |
163.02 |
|
LOW |
162.83 |
|
0.618 |
162.53 |
|
1.000 |
162.34 |
|
1.618 |
162.04 |
|
2.618 |
161.55 |
|
4.250 |
160.75 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.21 |
163.08 |
| PP |
163.14 |
162.90 |
| S1 |
163.08 |
162.71 |
|