Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
157.92 |
158.56 |
0.64 |
0.4% |
159.28 |
| High |
158.49 |
158.79 |
0.30 |
0.2% |
159.29 |
| Low |
157.89 |
158.02 |
0.13 |
0.1% |
158.38 |
| Close |
158.04 |
158.06 |
0.02 |
0.0% |
159.00 |
| Range |
0.60 |
0.77 |
0.17 |
28.3% |
0.91 |
| ATR |
0.56 |
0.57 |
0.02 |
2.7% |
0.00 |
| Volume |
861,140 |
1,054,065 |
192,925 |
22.4% |
3,365,121 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.60 |
160.10 |
158.48 |
|
| R3 |
159.83 |
159.33 |
158.27 |
|
| R2 |
159.06 |
159.06 |
158.20 |
|
| R1 |
158.56 |
158.56 |
158.13 |
158.43 |
| PP |
158.29 |
158.29 |
158.29 |
158.22 |
| S1 |
157.79 |
157.79 |
157.99 |
157.66 |
| S2 |
157.52 |
157.52 |
157.92 |
|
| S3 |
156.75 |
157.02 |
157.85 |
|
| S4 |
155.98 |
156.25 |
157.64 |
|
|
| 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% |
0.64 |
0.4% |
22% |
False |
False |
792,540 |
| 10 |
159.54 |
157.75 |
1.79 |
1.1% |
0.58 |
0.4% |
17% |
False |
False |
707,159 |
| 20 |
160.82 |
157.75 |
3.07 |
1.9% |
0.58 |
0.4% |
10% |
False |
False |
715,097 |
| 40 |
161.33 |
157.75 |
3.58 |
2.3% |
0.51 |
0.3% |
9% |
False |
False |
377,782 |
| 60 |
161.33 |
157.75 |
3.58 |
2.3% |
0.49 |
0.3% |
9% |
False |
False |
252,337 |
| 80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.46 |
0.3% |
26% |
False |
False |
189,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.06 |
|
2.618 |
160.81 |
|
1.618 |
160.04 |
|
1.000 |
159.56 |
|
0.618 |
159.27 |
|
HIGH |
158.79 |
|
0.618 |
158.50 |
|
0.500 |
158.41 |
|
0.382 |
158.31 |
|
LOW |
158.02 |
|
0.618 |
157.54 |
|
1.000 |
157.25 |
|
1.618 |
156.77 |
|
2.618 |
156.00 |
|
4.250 |
154.75 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.41 |
158.27 |
| PP |
158.29 |
158.20 |
| S1 |
158.18 |
158.13 |
|