Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
159.17 |
157.99 |
-1.18 |
-0.7% |
159.03 |
| High |
159.46 |
158.48 |
-0.98 |
-0.6% |
159.25 |
| Low |
158.21 |
157.74 |
-0.47 |
-0.3% |
157.75 |
| Close |
158.93 |
158.04 |
-0.89 |
-0.6% |
158.79 |
| Range |
1.25 |
0.74 |
-0.51 |
-40.8% |
1.50 |
| ATR |
0.69 |
0.73 |
0.04 |
5.1% |
0.00 |
| Volume |
1,039,039 |
848,352 |
-190,687 |
-18.4% |
3,952,766 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.31 |
159.91 |
158.45 |
|
| R3 |
159.57 |
159.17 |
158.24 |
|
| R2 |
158.83 |
158.83 |
158.18 |
|
| R1 |
158.43 |
158.43 |
158.11 |
158.63 |
| PP |
158.09 |
158.09 |
158.09 |
158.19 |
| S1 |
157.69 |
157.69 |
157.97 |
157.89 |
| S2 |
157.35 |
157.35 |
157.90 |
|
| S3 |
156.61 |
156.95 |
157.84 |
|
| S4 |
155.87 |
156.21 |
157.63 |
|
|
| 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 |
159.78 |
157.74 |
2.04 |
1.3% |
0.85 |
0.5% |
15% |
False |
True |
873,015 |
| 10 |
159.78 |
157.74 |
2.04 |
1.3% |
0.74 |
0.5% |
15% |
False |
True |
832,777 |
| 20 |
160.43 |
157.74 |
2.69 |
1.7% |
0.63 |
0.4% |
11% |
False |
True |
728,017 |
| 40 |
161.33 |
157.74 |
3.59 |
2.3% |
0.56 |
0.4% |
8% |
False |
True |
486,759 |
| 60 |
161.33 |
157.74 |
3.59 |
2.3% |
0.53 |
0.3% |
8% |
False |
True |
325,074 |
| 80 |
161.33 |
157.17 |
4.16 |
2.6% |
0.49 |
0.3% |
21% |
False |
False |
243,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.63 |
|
2.618 |
160.42 |
|
1.618 |
159.68 |
|
1.000 |
159.22 |
|
0.618 |
158.94 |
|
HIGH |
158.48 |
|
0.618 |
158.20 |
|
0.500 |
158.11 |
|
0.382 |
158.02 |
|
LOW |
157.74 |
|
0.618 |
157.28 |
|
1.000 |
157.00 |
|
1.618 |
156.54 |
|
2.618 |
155.80 |
|
4.250 |
154.60 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.11 |
158.76 |
| PP |
158.09 |
158.52 |
| S1 |
158.06 |
158.28 |
|