Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
160.43 |
160.70 |
0.27 |
0.2% |
160.59 |
| High |
160.82 |
160.71 |
-0.11 |
-0.1% |
160.82 |
| Low |
160.33 |
160.28 |
-0.05 |
0.0% |
159.59 |
| Close |
160.78 |
160.35 |
-0.43 |
-0.3% |
160.78 |
| Range |
0.49 |
0.43 |
-0.06 |
-12.2% |
1.23 |
| ATR |
0.52 |
0.52 |
0.00 |
-0.3% |
0.00 |
| Volume |
1,044,296 |
1,209,772 |
165,476 |
15.8% |
2,244,231 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.74 |
161.47 |
160.59 |
|
| R3 |
161.31 |
161.04 |
160.47 |
|
| R2 |
160.88 |
160.88 |
160.43 |
|
| R1 |
160.61 |
160.61 |
160.39 |
160.53 |
| PP |
160.45 |
160.45 |
160.45 |
160.41 |
| S1 |
160.18 |
160.18 |
160.31 |
160.10 |
| S2 |
160.02 |
160.02 |
160.27 |
|
| S3 |
159.59 |
159.75 |
160.23 |
|
| S4 |
159.16 |
159.32 |
160.11 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.09 |
163.66 |
161.46 |
|
| R3 |
162.86 |
162.43 |
161.12 |
|
| R2 |
161.63 |
161.63 |
161.01 |
|
| R1 |
161.20 |
161.20 |
160.89 |
161.42 |
| PP |
160.40 |
160.40 |
160.40 |
160.50 |
| S1 |
159.97 |
159.97 |
160.67 |
160.19 |
| S2 |
159.17 |
159.17 |
160.55 |
|
| S3 |
157.94 |
158.74 |
160.44 |
|
| S4 |
156.71 |
157.51 |
160.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.82 |
159.59 |
1.23 |
0.8% |
0.59 |
0.4% |
62% |
False |
False |
658,543 |
| 10 |
161.15 |
159.59 |
1.56 |
1.0% |
0.53 |
0.3% |
49% |
False |
False |
358,809 |
| 20 |
161.33 |
159.48 |
1.85 |
1.2% |
0.46 |
0.3% |
47% |
False |
False |
183,038 |
| 40 |
161.33 |
158.37 |
2.96 |
1.8% |
0.46 |
0.3% |
67% |
False |
False |
92,289 |
| 60 |
161.33 |
156.90 |
4.43 |
2.8% |
0.43 |
0.3% |
78% |
False |
False |
61,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.54 |
|
2.618 |
161.84 |
|
1.618 |
161.41 |
|
1.000 |
161.14 |
|
0.618 |
160.98 |
|
HIGH |
160.71 |
|
0.618 |
160.55 |
|
0.500 |
160.50 |
|
0.382 |
160.44 |
|
LOW |
160.28 |
|
0.618 |
160.01 |
|
1.000 |
159.85 |
|
1.618 |
159.58 |
|
2.618 |
159.15 |
|
4.250 |
158.45 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
160.50 |
160.31 |
| PP |
160.45 |
160.26 |
| S1 |
160.40 |
160.22 |
|