Euro Bund Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
158.13 |
157.90 |
-0.23 |
-0.1% |
159.10 |
| High |
158.17 |
158.50 |
0.33 |
0.2% |
159.42 |
| Low |
157.61 |
157.84 |
0.23 |
0.1% |
158.52 |
| Close |
157.76 |
158.18 |
0.42 |
0.3% |
158.85 |
| Range |
0.56 |
0.66 |
0.10 |
17.9% |
0.90 |
| ATR |
0.54 |
0.55 |
0.01 |
2.7% |
0.00 |
| Volume |
1,085,172 |
905,263 |
-179,909 |
-16.6% |
2,873,695 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.15 |
159.83 |
158.54 |
|
| R3 |
159.49 |
159.17 |
158.36 |
|
| R2 |
158.83 |
158.83 |
158.30 |
|
| R1 |
158.51 |
158.51 |
158.24 |
158.67 |
| PP |
158.17 |
158.17 |
158.17 |
158.26 |
| S1 |
157.85 |
157.85 |
158.12 |
158.01 |
| S2 |
157.51 |
157.51 |
158.06 |
|
| S3 |
156.85 |
157.19 |
158.00 |
|
| S4 |
156.19 |
156.53 |
157.82 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.63 |
161.14 |
159.35 |
|
| R3 |
160.73 |
160.24 |
159.10 |
|
| R2 |
159.83 |
159.83 |
159.02 |
|
| R1 |
159.34 |
159.34 |
158.93 |
159.14 |
| PP |
158.93 |
158.93 |
158.93 |
158.83 |
| S1 |
158.44 |
158.44 |
158.77 |
158.24 |
| S2 |
158.03 |
158.03 |
158.69 |
|
| S3 |
157.13 |
157.54 |
158.60 |
|
| S4 |
156.23 |
156.64 |
158.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.25 |
157.61 |
1.64 |
1.0% |
0.58 |
0.4% |
35% |
False |
False |
798,239 |
| 10 |
159.42 |
157.61 |
1.81 |
1.1% |
0.54 |
0.3% |
31% |
False |
False |
657,707 |
| 20 |
159.55 |
157.43 |
2.12 |
1.3% |
0.54 |
0.3% |
35% |
False |
False |
714,639 |
| 40 |
159.69 |
157.43 |
2.26 |
1.4% |
0.51 |
0.3% |
33% |
False |
False |
693,313 |
| 60 |
159.69 |
155.25 |
4.44 |
2.8% |
0.53 |
0.3% |
66% |
False |
False |
622,628 |
| 80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.58 |
0.4% |
70% |
False |
False |
469,304 |
| 100 |
159.69 |
154.62 |
5.07 |
3.2% |
0.54 |
0.3% |
70% |
False |
False |
376,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.31 |
|
2.618 |
160.23 |
|
1.618 |
159.57 |
|
1.000 |
159.16 |
|
0.618 |
158.91 |
|
HIGH |
158.50 |
|
0.618 |
158.25 |
|
0.500 |
158.17 |
|
0.382 |
158.09 |
|
LOW |
157.84 |
|
0.618 |
157.43 |
|
1.000 |
157.18 |
|
1.618 |
156.77 |
|
2.618 |
156.11 |
|
4.250 |
155.04 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
158.18 |
158.31 |
| PP |
158.17 |
158.27 |
| S1 |
158.17 |
158.22 |
|