Euro Bund Future June 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 157.82 158.64 0.82 0.5% 158.98
High 158.82 159.50 0.68 0.4% 159.01
Low 157.80 158.61 0.81 0.5% 157.61
Close 158.67 159.24 0.57 0.4% 158.67
Range 1.02 0.89 -0.13 -12.7% 1.40
ATR 0.59 0.61 0.02 3.6% 0.00
Volume 803,279 958,509 155,230 19.3% 4,403,467
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 161.79 161.40 159.73
R3 160.90 160.51 159.48
R2 160.01 160.01 159.40
R1 159.62 159.62 159.32 159.82
PP 159.12 159.12 159.12 159.21
S1 158.73 158.73 159.16 158.93
S2 158.23 158.23 159.08
S3 157.34 157.84 159.00
S4 156.45 156.95 158.75
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 162.63 162.05 159.44
R3 161.23 160.65 159.06
R2 159.83 159.83 158.93
R1 159.25 159.25 158.80 158.84
PP 158.43 158.43 158.43 158.23
S1 157.85 157.85 158.54 157.44
S2 157.03 157.03 158.41
S3 155.63 156.45 158.29
S4 154.23 155.05 157.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.50 157.61 1.89 1.2% 0.76 0.5% 86% True False 905,982
10 159.50 157.61 1.89 1.2% 0.64 0.4% 86% True False 768,862
20 159.50 157.43 2.07 1.3% 0.56 0.4% 87% True False 706,562
40 159.69 157.43 2.26 1.4% 0.54 0.3% 80% False False 708,274
60 159.69 155.55 4.14 2.6% 0.55 0.3% 89% False False 662,831
80 159.69 154.62 5.07 3.2% 0.60 0.4% 91% False False 500,787
100 159.69 154.62 5.07 3.2% 0.56 0.4% 91% False False 401,555
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.28
2.618 161.83
1.618 160.94
1.000 160.39
0.618 160.05
HIGH 159.50
0.618 159.16
0.500 159.06
0.382 158.95
LOW 158.61
0.618 158.06
1.000 157.72
1.618 157.17
2.618 156.28
4.250 154.83
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 159.18 159.03
PP 159.12 158.82
S1 159.06 158.62

These figures are updated between 7pm and 10pm EST after a trading day.

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