Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
158.56 |
158.54 |
-0.02 |
0.0% |
159.03 |
| High |
158.79 |
159.25 |
0.46 |
0.3% |
159.25 |
| Low |
158.02 |
158.40 |
0.38 |
0.2% |
157.75 |
| Close |
158.06 |
158.79 |
0.73 |
0.5% |
158.79 |
| Range |
0.77 |
0.85 |
0.08 |
10.4% |
1.50 |
| ATR |
0.57 |
0.62 |
0.04 |
7.7% |
0.00 |
| Volume |
1,054,065 |
736,060 |
-318,005 |
-30.2% |
3,952,766 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.36 |
160.93 |
159.26 |
|
| R3 |
160.51 |
160.08 |
159.02 |
|
| R2 |
159.66 |
159.66 |
158.95 |
|
| R1 |
159.23 |
159.23 |
158.87 |
159.45 |
| PP |
158.81 |
158.81 |
158.81 |
158.92 |
| S1 |
158.38 |
158.38 |
158.71 |
158.60 |
| S2 |
157.96 |
157.96 |
158.63 |
|
| S3 |
157.11 |
157.53 |
158.56 |
|
| S4 |
156.26 |
156.68 |
158.32 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.10 |
162.44 |
159.62 |
|
| R3 |
161.60 |
160.94 |
159.20 |
|
| R2 |
160.10 |
160.10 |
159.07 |
|
| R1 |
159.44 |
159.44 |
158.93 |
159.02 |
| PP |
158.60 |
158.60 |
158.60 |
158.39 |
| S1 |
157.94 |
157.94 |
158.65 |
157.52 |
| S2 |
157.10 |
157.10 |
158.52 |
|
| S3 |
155.60 |
156.44 |
158.38 |
|
| S4 |
154.10 |
154.94 |
157.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.25 |
157.75 |
1.50 |
0.9% |
0.72 |
0.5% |
69% |
True |
False |
790,553 |
| 10 |
159.29 |
157.75 |
1.54 |
1.0% |
0.61 |
0.4% |
68% |
False |
False |
731,788 |
| 20 |
160.82 |
157.75 |
3.07 |
1.9% |
0.57 |
0.4% |
34% |
False |
False |
721,925 |
| 40 |
161.33 |
157.75 |
3.58 |
2.3% |
0.52 |
0.3% |
29% |
False |
False |
396,167 |
| 60 |
161.33 |
157.75 |
3.58 |
2.3% |
0.49 |
0.3% |
29% |
False |
False |
264,603 |
| 80 |
161.33 |
156.90 |
4.43 |
2.8% |
0.47 |
0.3% |
43% |
False |
False |
198,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.86 |
|
2.618 |
161.48 |
|
1.618 |
160.63 |
|
1.000 |
160.10 |
|
0.618 |
159.78 |
|
HIGH |
159.25 |
|
0.618 |
158.93 |
|
0.500 |
158.83 |
|
0.382 |
158.72 |
|
LOW |
158.40 |
|
0.618 |
157.87 |
|
1.000 |
157.55 |
|
1.618 |
157.02 |
|
2.618 |
156.17 |
|
4.250 |
154.79 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.83 |
158.72 |
| PP |
158.81 |
158.64 |
| S1 |
158.80 |
158.57 |
|