Euro Bund Future June 2018


Trading Metrics calculated at close of trading on 29-May-2018
Day Change Summary
Previous Current
25-May-2018 29-May-2018 Change Change % Previous Week
Open 160.09 161.86 1.77 1.1% 158.64
High 161.34 164.15 2.81 1.7% 161.34
Low 160.05 161.79 1.74 1.1% 158.61
Close 161.02 162.80 1.78 1.1% 161.02
Range 1.29 2.36 1.07 82.9% 2.73
ATR 0.71 0.88 0.17 24.3% 0.00
Volume 857,650 1,629,582 771,932 90.0% 5,399,760
Daily Pivots for day following 29-May-2018
Classic Woodie Camarilla DeMark
R4 169.99 168.76 164.10
R3 167.63 166.40 163.45
R2 165.27 165.27 163.23
R1 164.04 164.04 163.02 164.66
PP 162.91 162.91 162.91 163.22
S1 161.68 161.68 162.58 162.30
S2 160.55 160.55 162.37
S3 158.19 159.32 162.15
S4 155.83 156.96 161.50
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 168.51 167.50 162.52
R3 165.78 164.77 161.77
R2 163.05 163.05 161.52
R1 162.04 162.04 161.27 162.55
PP 160.32 160.32 160.32 160.58
S1 159.31 159.31 160.77 159.82
S2 157.59 157.59 160.52
S3 154.86 156.58 160.27
S4 152.13 153.85 159.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.15 158.74 5.41 3.3% 1.23 0.8% 75% True False 1,214,166
10 164.15 157.61 6.54 4.0% 0.99 0.6% 79% True False 1,060,074
20 164.15 157.61 6.54 4.0% 0.75 0.5% 79% True False 834,722
40 164.15 157.43 6.72 4.1% 0.62 0.4% 80% True False 770,902
60 164.15 156.22 7.93 4.9% 0.60 0.4% 83% True False 750,521
80 164.15 154.62 9.53 5.9% 0.63 0.4% 86% True False 576,174
100 164.15 154.62 9.53 5.9% 0.61 0.4% 86% True False 462,235
120 164.15 154.62 9.53 5.9% 0.55 0.3% 86% True False 385,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 174.18
2.618 170.33
1.618 167.97
1.000 166.51
0.618 165.61
HIGH 164.15
0.618 163.25
0.500 162.97
0.382 162.69
LOW 161.79
0.618 160.33
1.000 159.43
1.618 157.97
2.618 155.61
4.250 151.76
Fisher Pivots for day following 29-May-2018
Pivot 1 day 3 day
R1 162.97 162.44
PP 162.91 162.09
S1 162.86 161.73

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

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