Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
160.36 |
159.92 |
-0.44 |
-0.3% |
160.59 |
| High |
160.52 |
160.48 |
-0.04 |
0.0% |
160.82 |
| Low |
159.75 |
159.91 |
0.16 |
0.1% |
159.59 |
| Close |
159.92 |
160.43 |
0.51 |
0.3% |
160.78 |
| Range |
0.77 |
0.57 |
-0.20 |
-26.0% |
1.23 |
| ATR |
0.54 |
0.54 |
0.00 |
0.5% |
0.00 |
| Volume |
684,379 |
568,738 |
-115,641 |
-16.9% |
2,244,231 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.98 |
161.78 |
160.74 |
|
| R3 |
161.41 |
161.21 |
160.59 |
|
| R2 |
160.84 |
160.84 |
160.53 |
|
| R1 |
160.64 |
160.64 |
160.48 |
160.74 |
| PP |
160.27 |
160.27 |
160.27 |
160.33 |
| S1 |
160.07 |
160.07 |
160.38 |
160.17 |
| S2 |
159.70 |
159.70 |
160.33 |
|
| S3 |
159.13 |
159.50 |
160.27 |
|
| S4 |
158.56 |
158.93 |
160.12 |
|
|
| 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 |
159.62 |
1.20 |
0.7% |
0.64 |
0.4% |
68% |
False |
False |
821,336 |
| 10 |
160.82 |
159.59 |
1.23 |
0.8% |
0.56 |
0.4% |
68% |
False |
False |
479,497 |
| 20 |
161.33 |
159.59 |
1.74 |
1.1% |
0.50 |
0.3% |
48% |
False |
False |
245,500 |
| 40 |
161.33 |
158.37 |
2.96 |
1.8% |
0.48 |
0.3% |
70% |
False |
False |
123,602 |
| 60 |
161.33 |
157.17 |
4.16 |
2.6% |
0.44 |
0.3% |
78% |
False |
False |
82,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.90 |
|
2.618 |
161.97 |
|
1.618 |
161.40 |
|
1.000 |
161.05 |
|
0.618 |
160.83 |
|
HIGH |
160.48 |
|
0.618 |
160.26 |
|
0.500 |
160.20 |
|
0.382 |
160.13 |
|
LOW |
159.91 |
|
0.618 |
159.56 |
|
1.000 |
159.34 |
|
1.618 |
158.99 |
|
2.618 |
158.42 |
|
4.250 |
157.49 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
160.35 |
160.36 |
| PP |
160.27 |
160.30 |
| S1 |
160.20 |
160.23 |
|