Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
158.21 |
157.92 |
-0.29 |
-0.2% |
159.28 |
| High |
158.21 |
158.49 |
0.28 |
0.2% |
159.29 |
| Low |
157.75 |
157.89 |
0.14 |
0.1% |
158.38 |
| Close |
157.87 |
158.04 |
0.17 |
0.1% |
159.00 |
| Range |
0.46 |
0.60 |
0.14 |
30.4% |
0.91 |
| ATR |
0.55 |
0.56 |
0.00 |
0.9% |
0.00 |
| Volume |
518,047 |
861,140 |
343,093 |
66.2% |
3,365,121 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.94 |
159.59 |
158.37 |
|
| R3 |
159.34 |
158.99 |
158.21 |
|
| R2 |
158.74 |
158.74 |
158.15 |
|
| R1 |
158.39 |
158.39 |
158.10 |
158.57 |
| PP |
158.14 |
158.14 |
158.14 |
158.23 |
| S1 |
157.79 |
157.79 |
157.99 |
157.97 |
| S2 |
157.54 |
157.54 |
157.93 |
|
| S3 |
156.94 |
157.19 |
157.88 |
|
| S4 |
156.34 |
156.59 |
157.71 |
|
|
| 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% |
0.59 |
0.4% |
21% |
False |
False |
687,763 |
| 10 |
159.78 |
157.75 |
2.03 |
1.3% |
0.55 |
0.3% |
14% |
False |
False |
657,559 |
| 20 |
160.82 |
157.75 |
3.07 |
1.9% |
0.57 |
0.4% |
9% |
False |
False |
674,564 |
| 40 |
161.33 |
157.75 |
3.58 |
2.3% |
0.50 |
0.3% |
8% |
False |
False |
351,481 |
| 60 |
161.33 |
157.75 |
3.58 |
2.3% |
0.48 |
0.3% |
8% |
False |
False |
234,770 |
| 80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.47 |
0.3% |
26% |
False |
False |
176,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.04 |
|
2.618 |
160.06 |
|
1.618 |
159.46 |
|
1.000 |
159.09 |
|
0.618 |
158.86 |
|
HIGH |
158.49 |
|
0.618 |
158.26 |
|
0.500 |
158.19 |
|
0.382 |
158.12 |
|
LOW |
157.89 |
|
0.618 |
157.52 |
|
1.000 |
157.29 |
|
1.618 |
156.92 |
|
2.618 |
156.32 |
|
4.250 |
155.34 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.19 |
158.45 |
| PP |
158.14 |
158.31 |
| S1 |
158.09 |
158.18 |
|