Euro Bund Future June 2018
| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
158.64 |
158.68 |
0.04 |
0.0% |
157.88 |
| High |
158.91 |
158.70 |
-0.21 |
-0.1% |
158.78 |
| Low |
158.38 |
158.44 |
0.06 |
0.0% |
157.43 |
| Close |
158.74 |
158.59 |
-0.15 |
-0.1% |
158.66 |
| Range |
0.53 |
0.26 |
-0.27 |
-50.9% |
1.35 |
| ATR |
0.56 |
0.54 |
-0.02 |
-3.3% |
0.00 |
| Volume |
612,130 |
894,937 |
282,807 |
46.2% |
3,507,620 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.36 |
159.23 |
158.73 |
|
| R3 |
159.10 |
158.97 |
158.66 |
|
| R2 |
158.84 |
158.84 |
158.64 |
|
| R1 |
158.71 |
158.71 |
158.61 |
158.65 |
| PP |
158.58 |
158.58 |
158.58 |
158.54 |
| S1 |
158.45 |
158.45 |
158.57 |
158.39 |
| S2 |
158.32 |
158.32 |
158.54 |
|
| S3 |
158.06 |
158.19 |
158.52 |
|
| S4 |
157.80 |
157.93 |
158.45 |
|
|
| 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 |
158.91 |
157.45 |
1.46 |
0.9% |
0.47 |
0.3% |
78% |
False |
False |
702,839 |
| 10 |
159.55 |
157.43 |
2.12 |
1.3% |
0.54 |
0.3% |
55% |
False |
False |
771,571 |
| 20 |
159.66 |
157.43 |
2.23 |
1.4% |
0.49 |
0.3% |
52% |
False |
False |
712,004 |
| 40 |
159.69 |
156.22 |
3.47 |
2.2% |
0.52 |
0.3% |
68% |
False |
False |
710,360 |
| 60 |
159.69 |
154.62 |
5.07 |
3.2% |
0.58 |
0.4% |
78% |
False |
False |
514,877 |
| 80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.58 |
0.4% |
78% |
False |
False |
387,800 |
| 100 |
160.98 |
154.62 |
6.36 |
4.0% |
0.52 |
0.3% |
62% |
False |
False |
310,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.81 |
|
2.618 |
159.38 |
|
1.618 |
159.12 |
|
1.000 |
158.96 |
|
0.618 |
158.86 |
|
HIGH |
158.70 |
|
0.618 |
158.60 |
|
0.500 |
158.57 |
|
0.382 |
158.54 |
|
LOW |
158.44 |
|
0.618 |
158.28 |
|
1.000 |
158.18 |
|
1.618 |
158.02 |
|
2.618 |
157.76 |
|
4.250 |
157.34 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.58 |
158.65 |
| PP |
158.58 |
158.63 |
| S1 |
158.57 |
158.61 |
|