Euro Bund Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
158.79 |
158.84 |
0.05 |
0.0% |
158.64 |
| High |
158.90 |
159.25 |
0.35 |
0.2% |
159.39 |
| Low |
158.52 |
158.81 |
0.29 |
0.2% |
158.38 |
| Close |
158.85 |
159.07 |
0.22 |
0.1% |
159.08 |
| Range |
0.38 |
0.44 |
0.06 |
15.8% |
1.01 |
| ATR |
0.52 |
0.52 |
-0.01 |
-1.1% |
0.00 |
| Volume |
572,673 |
421,368 |
-151,305 |
-26.4% |
2,387,950 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.36 |
160.16 |
159.31 |
|
| R3 |
159.92 |
159.72 |
159.19 |
|
| R2 |
159.48 |
159.48 |
159.15 |
|
| R1 |
159.28 |
159.28 |
159.11 |
159.38 |
| PP |
159.04 |
159.04 |
159.04 |
159.10 |
| S1 |
158.84 |
158.84 |
159.03 |
158.94 |
| S2 |
158.60 |
158.60 |
158.99 |
|
| S3 |
158.16 |
158.40 |
158.95 |
|
| S4 |
157.72 |
157.96 |
158.83 |
|
|
| 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 |
158.52 |
0.90 |
0.6% |
0.40 |
0.3% |
61% |
False |
False |
476,099 |
| 10 |
159.42 |
157.74 |
1.68 |
1.1% |
0.49 |
0.3% |
79% |
False |
False |
576,908 |
| 20 |
159.55 |
157.43 |
2.12 |
1.3% |
0.51 |
0.3% |
77% |
False |
False |
663,072 |
| 40 |
159.69 |
157.17 |
2.52 |
1.6% |
0.49 |
0.3% |
75% |
False |
False |
665,805 |
| 60 |
159.69 |
154.77 |
4.92 |
3.1% |
0.54 |
0.3% |
87% |
False |
False |
564,430 |
| 80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.57 |
0.4% |
88% |
False |
False |
425,007 |
| 100 |
160.92 |
154.62 |
6.30 |
4.0% |
0.54 |
0.3% |
71% |
False |
False |
340,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.12 |
|
2.618 |
160.40 |
|
1.618 |
159.96 |
|
1.000 |
159.69 |
|
0.618 |
159.52 |
|
HIGH |
159.25 |
|
0.618 |
159.08 |
|
0.500 |
159.03 |
|
0.382 |
158.98 |
|
LOW |
158.81 |
|
0.618 |
158.54 |
|
1.000 |
158.37 |
|
1.618 |
158.10 |
|
2.618 |
157.66 |
|
4.250 |
156.94 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
159.06 |
159.01 |
| PP |
159.04 |
158.96 |
| S1 |
159.03 |
158.90 |
|