Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
159.03 |
158.21 |
-0.82 |
-0.5% |
159.28 |
| High |
159.14 |
158.21 |
-0.93 |
-0.6% |
159.29 |
| Low |
158.21 |
157.75 |
-0.46 |
-0.3% |
158.38 |
| Close |
158.32 |
157.87 |
-0.45 |
-0.3% |
159.00 |
| Range |
0.93 |
0.46 |
-0.47 |
-50.5% |
0.91 |
| ATR |
0.55 |
0.55 |
0.00 |
0.2% |
0.00 |
| Volume |
783,454 |
518,047 |
-265,407 |
-33.9% |
3,365,121 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.32 |
159.06 |
158.12 |
|
| R3 |
158.86 |
158.60 |
158.00 |
|
| R2 |
158.40 |
158.40 |
157.95 |
|
| R1 |
158.14 |
158.14 |
157.91 |
158.04 |
| PP |
157.94 |
157.94 |
157.94 |
157.90 |
| S1 |
157.68 |
157.68 |
157.83 |
157.58 |
| S2 |
157.48 |
157.48 |
157.79 |
|
| S3 |
157.02 |
157.22 |
157.74 |
|
| S4 |
156.56 |
156.76 |
157.62 |
|
|
| 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 |
159.14 |
157.75 |
1.39 |
0.9% |
0.56 |
0.4% |
9% |
False |
True |
662,380 |
| 10 |
159.80 |
157.75 |
2.05 |
1.3% |
0.54 |
0.3% |
6% |
False |
True |
639,094 |
| 20 |
160.82 |
157.75 |
3.07 |
1.9% |
0.56 |
0.4% |
4% |
False |
True |
641,295 |
| 40 |
161.33 |
157.75 |
3.58 |
2.3% |
0.50 |
0.3% |
3% |
False |
True |
330,370 |
| 60 |
161.33 |
157.75 |
3.58 |
2.3% |
0.48 |
0.3% |
3% |
False |
True |
220,420 |
| 80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.47 |
0.3% |
22% |
False |
False |
165,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.17 |
|
2.618 |
159.41 |
|
1.618 |
158.95 |
|
1.000 |
158.67 |
|
0.618 |
158.49 |
|
HIGH |
158.21 |
|
0.618 |
158.03 |
|
0.500 |
157.98 |
|
0.382 |
157.93 |
|
LOW |
157.75 |
|
0.618 |
157.47 |
|
1.000 |
157.29 |
|
1.618 |
157.01 |
|
2.618 |
156.55 |
|
4.250 |
155.80 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
157.98 |
158.45 |
| PP |
157.94 |
158.25 |
| S1 |
157.91 |
158.06 |
|