Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 11-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
159.34 |
159.17 |
-0.17 |
-0.1% |
159.57 |
High |
159.59 |
159.65 |
0.06 |
0.0% |
159.66 |
Low |
159.00 |
159.17 |
0.17 |
0.1% |
158.89 |
Close |
159.05 |
159.50 |
0.45 |
0.3% |
159.50 |
Range |
0.59 |
0.48 |
-0.11 |
-18.6% |
0.77 |
ATR |
0.54 |
0.54 |
0.00 |
0.8% |
0.00 |
Volume |
665,485 |
659,304 |
-6,181 |
-0.9% |
2,489,838 |
|
Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.88 |
160.67 |
159.76 |
|
R3 |
160.40 |
160.19 |
159.63 |
|
R2 |
159.92 |
159.92 |
159.59 |
|
R1 |
159.71 |
159.71 |
159.54 |
159.82 |
PP |
159.44 |
159.44 |
159.44 |
159.49 |
S1 |
159.23 |
159.23 |
159.46 |
159.34 |
S2 |
158.96 |
158.96 |
159.41 |
|
S3 |
158.48 |
158.75 |
159.37 |
|
S4 |
158.00 |
158.27 |
159.24 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.66 |
161.35 |
159.92 |
|
R3 |
160.89 |
160.58 |
159.71 |
|
R2 |
160.12 |
160.12 |
159.64 |
|
R1 |
159.81 |
159.81 |
159.57 |
159.58 |
PP |
159.35 |
159.35 |
159.35 |
159.24 |
S1 |
159.04 |
159.04 |
159.43 |
158.81 |
S2 |
158.58 |
158.58 |
159.36 |
|
S3 |
157.81 |
158.27 |
159.29 |
|
S4 |
157.04 |
157.50 |
159.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.65 |
158.89 |
0.76 |
0.5% |
0.42 |
0.3% |
80% |
True |
False |
653,119 |
10 |
159.69 |
158.73 |
0.96 |
0.6% |
0.47 |
0.3% |
80% |
False |
False |
679,712 |
20 |
159.69 |
157.17 |
2.52 |
1.6% |
0.48 |
0.3% |
92% |
False |
False |
668,539 |
40 |
159.69 |
154.77 |
4.92 |
3.1% |
0.55 |
0.3% |
96% |
False |
False |
515,110 |
60 |
159.69 |
154.62 |
5.07 |
3.2% |
0.59 |
0.4% |
96% |
False |
False |
345,653 |
80 |
160.92 |
154.62 |
6.30 |
3.9% |
0.55 |
0.3% |
77% |
False |
False |
259,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.69 |
2.618 |
160.91 |
1.618 |
160.43 |
1.000 |
160.13 |
0.618 |
159.95 |
HIGH |
159.65 |
0.618 |
159.47 |
0.500 |
159.41 |
0.382 |
159.35 |
LOW |
159.17 |
0.618 |
158.87 |
1.000 |
158.69 |
1.618 |
158.39 |
2.618 |
157.91 |
4.250 |
157.13 |
|
|
Fisher Pivots for day following 11-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
159.47 |
159.44 |
PP |
159.44 |
159.38 |
S1 |
159.41 |
159.33 |
|