Euro Bund Future September 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	163.21	162.88	-0.33	-0.2%	163.17
High	163.22	163.03	-0.19	-0.1%	163.36
Low	162.80	162.28	-0.52	-0.3%	162.10
Close	162.87	162.44	-0.43	-0.3%	163.27
Range	0.42	0.75	0.33	78.6%	1.26
ATR	0.55	0.57	0.01	2.5%	0.00
Volume	489,970	29,850	-460,120	-93.9%	4,683,126

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	164.83	164.39	162.85
R3	164.08	163.64	162.65
R2	163.33	163.33	162.58
R1	162.89	162.89	162.51	162.74
PP	162.58	162.58	162.58	162.51
S1	162.14	162.14	162.37	161.99
S2	161.83	161.83	162.30
S3	161.08	161.39	162.23
S4	160.33	160.64	162.03

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	163.32	162.10	1.22	0.8%	0.64	0.4%	28%	False	False	735,781
10	163.45	162.10	1.35	0.8%	0.57	0.4%	25%	False	False	655,024
20	163.88	161.96	1.92	1.2%	0.51	0.3%	25%	False	False	579,951
40	163.88	160.86	3.02	1.9%	0.53	0.3%	52%	False	False	541,287
60	163.88	159.37	4.51	2.8%	0.55	0.3%	68%	False	False	555,187
80	164.19	157.37	6.82	4.2%	0.67	0.4%	74%	False	False	529,959
100	164.19	157.14	7.05	4.3%	0.62	0.4%	75%	False	False	426,772
120	164.19	157.00	7.19	4.4%	0.57	0.4%	76%	False	False	355,725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	166.22
2.618	164.99
1.618	164.24
1.000	163.78
0.618	163.49
HIGH	163.03
0.618	162.74
0.500	162.66
0.382	162.57
LOW	162.28
0.618	161.82
1.000	161.53
1.618	161.07
2.618	160.32
4.250	159.09

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	162.66	162.80
PP	162.58	162.68
S1	162.51	162.56

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols