Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
159.67 |
159.35 |
-0.32 |
-0.2% |
160.70 |
High |
159.67 |
159.80 |
0.13 |
0.1% |
160.71 |
Low |
159.23 |
159.34 |
0.11 |
0.1% |
159.75 |
Close |
159.30 |
159.63 |
0.33 |
0.2% |
159.95 |
Range |
0.44 |
0.46 |
0.02 |
4.5% |
0.96 |
ATR |
0.54 |
0.54 |
0.00 |
-0.5% |
0.00 |
Volume |
669,389 |
676,492 |
7,103 |
1.1% |
3,070,556 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.97 |
160.76 |
159.88 |
|
R3 |
160.51 |
160.30 |
159.76 |
|
R2 |
160.05 |
160.05 |
159.71 |
|
R1 |
159.84 |
159.84 |
159.67 |
159.95 |
PP |
159.59 |
159.59 |
159.59 |
159.64 |
S1 |
159.38 |
159.38 |
159.59 |
159.49 |
S2 |
159.13 |
159.13 |
159.55 |
|
S3 |
158.67 |
158.92 |
159.50 |
|
S4 |
158.21 |
158.46 |
159.38 |
|
|
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 |
160.48 |
159.23 |
1.25 |
0.8% |
0.53 |
0.3% |
32% |
False |
False |
626,870 |
10 |
160.82 |
159.23 |
1.59 |
1.0% |
0.59 |
0.4% |
25% |
False |
False |
691,570 |
20 |
161.33 |
159.23 |
2.10 |
1.3% |
0.52 |
0.3% |
19% |
False |
False |
372,700 |
40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.49 |
0.3% |
43% |
False |
False |
187,693 |
60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.45 |
0.3% |
43% |
False |
False |
125,188 |
80 |
161.33 |
156.75 |
4.58 |
2.9% |
0.42 |
0.3% |
63% |
False |
False |
93,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.76 |
2.618 |
161.00 |
1.618 |
160.54 |
1.000 |
160.26 |
0.618 |
160.08 |
HIGH |
159.80 |
0.618 |
159.62 |
0.500 |
159.57 |
0.382 |
159.52 |
LOW |
159.34 |
0.618 |
159.06 |
1.000 |
158.88 |
1.618 |
158.60 |
2.618 |
158.14 |
4.250 |
157.39 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
159.61 |
159.67 |
PP |
159.59 |
159.65 |
S1 |
159.57 |
159.64 |
|