Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
158.73 |
158.75 |
0.02 |
0.0% |
159.28 |
| High |
158.93 |
159.10 |
0.17 |
0.1% |
159.29 |
| Low |
158.38 |
158.68 |
0.30 |
0.2% |
158.38 |
| Close |
158.74 |
159.00 |
0.26 |
0.2% |
159.00 |
| Range |
0.55 |
0.42 |
-0.13 |
-23.6% |
0.91 |
| ATR |
0.53 |
0.52 |
-0.01 |
-1.5% |
0.00 |
| Volume |
530,180 |
745,994 |
215,814 |
40.7% |
3,365,121 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.19 |
160.01 |
159.23 |
|
| R3 |
159.77 |
159.59 |
159.12 |
|
| R2 |
159.35 |
159.35 |
159.08 |
|
| R1 |
159.17 |
159.17 |
159.04 |
159.26 |
| PP |
158.93 |
158.93 |
158.93 |
158.97 |
| S1 |
158.75 |
158.75 |
158.96 |
158.84 |
| S2 |
158.51 |
158.51 |
158.92 |
|
| S3 |
158.09 |
158.33 |
158.88 |
|
| S4 |
157.67 |
157.91 |
158.77 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.62 |
161.22 |
159.50 |
|
| R3 |
160.71 |
160.31 |
159.25 |
|
| R2 |
159.80 |
159.80 |
159.17 |
|
| R1 |
159.40 |
159.40 |
159.08 |
159.15 |
| PP |
158.89 |
158.89 |
158.89 |
158.76 |
| S1 |
158.49 |
158.49 |
158.92 |
158.24 |
| S2 |
157.98 |
157.98 |
158.83 |
|
| S3 |
157.07 |
157.58 |
158.75 |
|
| S4 |
156.16 |
156.67 |
158.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.29 |
158.38 |
0.91 |
0.6% |
0.49 |
0.3% |
68% |
False |
False |
673,024 |
| 10 |
160.10 |
158.38 |
1.72 |
1.1% |
0.50 |
0.3% |
36% |
False |
False |
637,090 |
| 20 |
160.82 |
158.38 |
2.44 |
1.5% |
0.55 |
0.3% |
25% |
False |
False |
585,831 |
| 40 |
161.33 |
158.37 |
2.96 |
1.9% |
0.49 |
0.3% |
21% |
False |
False |
297,947 |
| 60 |
161.33 |
158.37 |
2.96 |
1.9% |
0.47 |
0.3% |
21% |
False |
False |
198,730 |
| 80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.45 |
0.3% |
47% |
False |
False |
149,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.89 |
|
2.618 |
160.20 |
|
1.618 |
159.78 |
|
1.000 |
159.52 |
|
0.618 |
159.36 |
|
HIGH |
159.10 |
|
0.618 |
158.94 |
|
0.500 |
158.89 |
|
0.382 |
158.84 |
|
LOW |
158.68 |
|
0.618 |
158.42 |
|
1.000 |
158.26 |
|
1.618 |
158.00 |
|
2.618 |
157.58 |
|
4.250 |
156.90 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.96 |
158.91 |
| PP |
158.93 |
158.83 |
| S1 |
158.89 |
158.74 |
|