Euro Bund Future June 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
157.79 |
158.38 |
0.59 |
0.4% |
157.88 |
| High |
158.46 |
158.78 |
0.32 |
0.2% |
158.78 |
| Low |
157.74 |
158.38 |
0.64 |
0.4% |
157.43 |
| Close |
158.31 |
158.66 |
0.35 |
0.2% |
158.66 |
| Range |
0.72 |
0.40 |
-0.32 |
-44.4% |
1.35 |
| ATR |
0.56 |
0.56 |
-0.01 |
-1.2% |
0.00 |
| Volume |
647,938 |
606,831 |
-41,107 |
-6.3% |
3,507,620 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.81 |
159.63 |
158.88 |
|
| R3 |
159.41 |
159.23 |
158.77 |
|
| R2 |
159.01 |
159.01 |
158.73 |
|
| R1 |
158.83 |
158.83 |
158.70 |
158.92 |
| PP |
158.61 |
158.61 |
158.61 |
158.65 |
| S1 |
158.43 |
158.43 |
158.62 |
158.52 |
| S2 |
158.21 |
158.21 |
158.59 |
|
| S3 |
157.81 |
158.03 |
158.55 |
|
| S4 |
157.41 |
157.63 |
158.44 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.34 |
161.85 |
159.40 |
|
| R3 |
160.99 |
160.50 |
159.03 |
|
| R2 |
159.64 |
159.64 |
158.91 |
|
| R1 |
159.15 |
159.15 |
158.78 |
159.40 |
| PP |
158.29 |
158.29 |
158.29 |
158.41 |
| S1 |
157.80 |
157.80 |
158.54 |
158.05 |
| S2 |
156.94 |
156.94 |
158.41 |
|
| S3 |
155.59 |
156.45 |
158.29 |
|
| S4 |
154.24 |
155.10 |
157.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158.78 |
157.43 |
1.35 |
0.9% |
0.50 |
0.3% |
91% |
True |
False |
701,524 |
| 10 |
159.55 |
157.43 |
2.12 |
1.3% |
0.56 |
0.4% |
58% |
False |
False |
754,665 |
| 20 |
159.66 |
157.43 |
2.23 |
1.4% |
0.49 |
0.3% |
55% |
False |
False |
707,081 |
| 40 |
159.69 |
156.22 |
3.47 |
2.2% |
0.53 |
0.3% |
70% |
False |
False |
708,421 |
| 60 |
159.69 |
154.62 |
5.07 |
3.2% |
0.59 |
0.4% |
80% |
False |
False |
489,992 |
| 80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.57 |
0.4% |
80% |
False |
False |
369,114 |
| 100 |
160.98 |
154.62 |
6.36 |
4.0% |
0.52 |
0.3% |
64% |
False |
False |
295,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.48 |
|
2.618 |
159.83 |
|
1.618 |
159.43 |
|
1.000 |
159.18 |
|
0.618 |
159.03 |
|
HIGH |
158.78 |
|
0.618 |
158.63 |
|
0.500 |
158.58 |
|
0.382 |
158.53 |
|
LOW |
158.38 |
|
0.618 |
158.13 |
|
1.000 |
157.98 |
|
1.618 |
157.73 |
|
2.618 |
157.33 |
|
4.250 |
156.68 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.63 |
158.48 |
| PP |
158.61 |
158.30 |
| S1 |
158.58 |
158.12 |
|