Euro Bund Future June 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
157.88 |
157.79 |
-0.09 |
-0.1% |
159.24 |
| High |
157.88 |
158.46 |
0.58 |
0.4% |
159.55 |
| Low |
157.45 |
157.74 |
0.29 |
0.2% |
157.90 |
| Close |
157.72 |
158.31 |
0.59 |
0.4% |
158.13 |
| Range |
0.43 |
0.72 |
0.29 |
67.4% |
1.65 |
| ATR |
0.55 |
0.56 |
0.01 |
2.5% |
0.00 |
| Volume |
752,359 |
647,938 |
-104,421 |
-13.9% |
4,039,039 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.33 |
160.04 |
158.71 |
|
| R3 |
159.61 |
159.32 |
158.51 |
|
| R2 |
158.89 |
158.89 |
158.44 |
|
| R1 |
158.60 |
158.60 |
158.38 |
158.75 |
| PP |
158.17 |
158.17 |
158.17 |
158.24 |
| S1 |
157.88 |
157.88 |
158.24 |
158.03 |
| S2 |
157.45 |
157.45 |
158.18 |
|
| S3 |
156.73 |
157.16 |
158.11 |
|
| S4 |
156.01 |
156.44 |
157.91 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.48 |
162.45 |
159.04 |
|
| R3 |
161.83 |
160.80 |
158.58 |
|
| R2 |
160.18 |
160.18 |
158.43 |
|
| R1 |
159.15 |
159.15 |
158.28 |
158.84 |
| PP |
158.53 |
158.53 |
158.53 |
158.37 |
| S1 |
157.50 |
157.50 |
157.98 |
157.19 |
| S2 |
156.88 |
156.88 |
157.83 |
|
| S3 |
155.23 |
155.85 |
157.68 |
|
| S4 |
153.58 |
154.20 |
157.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158.46 |
157.43 |
1.03 |
0.7% |
0.52 |
0.3% |
85% |
True |
False |
752,528 |
| 10 |
159.55 |
157.43 |
2.12 |
1.3% |
0.56 |
0.4% |
42% |
False |
False |
754,006 |
| 20 |
159.69 |
157.43 |
2.26 |
1.4% |
0.50 |
0.3% |
39% |
False |
False |
705,660 |
| 40 |
159.69 |
156.22 |
3.47 |
2.2% |
0.54 |
0.3% |
60% |
False |
False |
700,082 |
| 60 |
159.69 |
154.62 |
5.07 |
3.2% |
0.60 |
0.4% |
73% |
False |
False |
479,977 |
| 80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.57 |
0.4% |
73% |
False |
False |
361,531 |
| 100 |
160.98 |
154.62 |
6.36 |
4.0% |
0.52 |
0.3% |
58% |
False |
False |
289,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.52 |
|
2.618 |
160.34 |
|
1.618 |
159.62 |
|
1.000 |
159.18 |
|
0.618 |
158.90 |
|
HIGH |
158.46 |
|
0.618 |
158.18 |
|
0.500 |
158.10 |
|
0.382 |
158.02 |
|
LOW |
157.74 |
|
0.618 |
157.30 |
|
1.000 |
157.02 |
|
1.618 |
156.58 |
|
2.618 |
155.86 |
|
4.250 |
154.68 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.24 |
158.19 |
| PP |
158.17 |
158.07 |
| S1 |
158.10 |
157.95 |
|