Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 07-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
159.92 |
160.42 |
0.50 |
0.3% |
160.70 |
High |
160.48 |
160.43 |
-0.05 |
0.0% |
160.71 |
Low |
159.91 |
159.83 |
-0.08 |
-0.1% |
159.75 |
Close |
160.43 |
159.95 |
-0.48 |
-0.3% |
159.95 |
Range |
0.57 |
0.60 |
0.03 |
5.3% |
0.96 |
ATR |
0.54 |
0.54 |
0.00 |
0.8% |
0.00 |
Volume |
568,738 |
607,667 |
38,929 |
6.8% |
3,070,556 |
|
Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.87 |
161.51 |
160.28 |
|
R3 |
161.27 |
160.91 |
160.12 |
|
R2 |
160.67 |
160.67 |
160.06 |
|
R1 |
160.31 |
160.31 |
160.01 |
160.19 |
PP |
160.07 |
160.07 |
160.07 |
160.01 |
S1 |
159.71 |
159.71 |
159.90 |
159.59 |
S2 |
159.47 |
159.47 |
159.84 |
|
S3 |
158.87 |
159.11 |
159.79 |
|
S4 |
158.27 |
158.51 |
159.62 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.02 |
162.44 |
160.48 |
|
R3 |
162.06 |
161.48 |
160.21 |
|
R2 |
161.10 |
161.10 |
160.13 |
|
R1 |
160.52 |
160.52 |
160.04 |
160.33 |
PP |
160.14 |
160.14 |
160.14 |
160.04 |
S1 |
159.56 |
159.56 |
159.86 |
159.37 |
S2 |
159.18 |
159.18 |
159.77 |
|
S3 |
158.22 |
158.60 |
159.69 |
|
S4 |
157.26 |
157.64 |
159.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.82 |
159.75 |
1.07 |
0.7% |
0.57 |
0.4% |
19% |
False |
False |
822,970 |
10 |
160.82 |
159.59 |
1.23 |
0.8% |
0.60 |
0.4% |
29% |
False |
False |
534,572 |
20 |
161.33 |
159.59 |
1.74 |
1.1% |
0.51 |
0.3% |
21% |
False |
False |
275,391 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.48 |
0.3% |
53% |
False |
False |
138,778 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.44 |
0.3% |
53% |
False |
False |
92,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.98 |
2.618 |
162.00 |
1.618 |
161.40 |
1.000 |
161.03 |
0.618 |
160.80 |
HIGH |
160.43 |
0.618 |
160.20 |
0.500 |
160.13 |
0.382 |
160.06 |
LOW |
159.83 |
0.618 |
159.46 |
1.000 |
159.23 |
1.618 |
158.86 |
2.618 |
158.26 |
4.250 |
157.28 |
|
|
Fisher Pivots for day following 07-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
160.13 |
160.14 |
PP |
160.07 |
160.07 |
S1 |
160.01 |
160.01 |
|