Euro Bund Future June 2018
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
159.14 |
159.10 |
-0.04 |
0.0% |
158.64 |
| High |
159.39 |
159.42 |
0.03 |
0.0% |
159.39 |
| Low |
159.05 |
159.07 |
0.02 |
0.0% |
158.38 |
| Close |
159.08 |
159.31 |
0.23 |
0.1% |
159.08 |
| Range |
0.34 |
0.35 |
0.01 |
2.9% |
1.01 |
| ATR |
0.55 |
0.53 |
-0.01 |
-2.6% |
0.00 |
| Volume |
254,131 |
547,045 |
292,914 |
115.3% |
2,387,950 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.32 |
160.16 |
159.50 |
|
| R3 |
159.97 |
159.81 |
159.41 |
|
| R2 |
159.62 |
159.62 |
159.37 |
|
| R1 |
159.46 |
159.46 |
159.34 |
159.54 |
| PP |
159.27 |
159.27 |
159.27 |
159.31 |
| S1 |
159.11 |
159.11 |
159.28 |
159.19 |
| S2 |
158.92 |
158.92 |
159.25 |
|
| S3 |
158.57 |
158.76 |
159.21 |
|
| S4 |
158.22 |
158.41 |
159.12 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.98 |
161.54 |
159.64 |
|
| R3 |
160.97 |
160.53 |
159.36 |
|
| R2 |
159.96 |
159.96 |
159.27 |
|
| R1 |
159.52 |
159.52 |
159.17 |
159.74 |
| PP |
158.95 |
158.95 |
158.95 |
159.06 |
| S1 |
158.51 |
158.51 |
158.99 |
158.73 |
| S2 |
157.94 |
157.94 |
158.89 |
|
| S3 |
156.93 |
157.50 |
158.80 |
|
| S4 |
155.92 |
156.49 |
158.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.42 |
158.38 |
1.04 |
0.7% |
0.48 |
0.3% |
89% |
True |
False |
586,999 |
| 10 |
159.42 |
157.43 |
1.99 |
1.2% |
0.49 |
0.3% |
94% |
True |
False |
644,261 |
| 20 |
159.65 |
157.43 |
2.22 |
1.4% |
0.51 |
0.3% |
85% |
False |
False |
694,208 |
| 40 |
159.69 |
156.22 |
3.47 |
2.2% |
0.51 |
0.3% |
89% |
False |
False |
667,585 |
| 60 |
159.69 |
154.62 |
5.07 |
3.2% |
0.56 |
0.3% |
93% |
False |
False |
538,372 |
| 80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.58 |
0.4% |
93% |
False |
False |
405,481 |
| 100 |
160.98 |
154.62 |
6.36 |
4.0% |
0.53 |
0.3% |
74% |
False |
False |
324,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.91 |
|
2.618 |
160.34 |
|
1.618 |
159.99 |
|
1.000 |
159.77 |
|
0.618 |
159.64 |
|
HIGH |
159.42 |
|
0.618 |
159.29 |
|
0.500 |
159.25 |
|
0.382 |
159.20 |
|
LOW |
159.07 |
|
0.618 |
158.85 |
|
1.000 |
158.72 |
|
1.618 |
158.50 |
|
2.618 |
158.15 |
|
4.250 |
157.58 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
159.29 |
159.18 |
| PP |
159.27 |
159.05 |
| S1 |
159.25 |
158.93 |
|