Euro Bund Future June 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 161.24 160.82 -0.42 -0.3% 161.86
High 161.42 161.68 0.26 0.2% 164.15
Low 160.78 160.81 0.03 0.0% 160.95
Close 160.89 161.46 0.57 0.4% 161.46
Range 0.64 0.87 0.23 35.9% 3.20
ATR 0.95 0.95 -0.01 -0.6% 0.00
Volume 1,885,827 600,579 -1,285,248 -68.2% 6,061,999
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 163.93 163.56 161.94
R3 163.06 162.69 161.70
R2 162.19 162.19 161.62
R1 161.82 161.82 161.54 162.01
PP 161.32 161.32 161.32 161.41
S1 160.95 160.95 161.38 161.14
S2 160.45 160.45 161.30
S3 159.58 160.08 161.22
S4 158.71 159.21 160.98
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 171.79 169.82 163.22
R3 168.59 166.62 162.34
R2 165.39 165.39 162.05
R1 163.42 163.42 161.75 162.81
PP 162.19 162.19 162.19 161.88
S1 160.22 160.22 161.17 159.61
S2 158.99 158.99 160.87
S3 155.79 157.02 160.58
S4 152.59 153.82 159.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.06 160.78 2.28 1.4% 1.06 0.7% 30% False False 1,383,764
10 164.15 158.74 5.41 3.4% 1.14 0.7% 50% False False 1,298,965
20 164.15 157.61 6.54 4.1% 0.89 0.6% 59% False False 1,033,914
40 164.15 157.43 6.72 4.2% 0.70 0.4% 60% False False 864,061
60 164.15 156.22 7.93 4.9% 0.64 0.4% 66% False False 789,694
80 164.15 154.62 9.53 5.9% 0.64 0.4% 72% False False 662,258
100 164.15 154.62 9.53 5.9% 0.64 0.4% 72% False False 531,167
120 164.15 154.62 9.53 5.9% 0.59 0.4% 72% False False 442,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.38
2.618 163.96
1.618 163.09
1.000 162.55
0.618 162.22
HIGH 161.68
0.618 161.35
0.500 161.25
0.382 161.14
LOW 160.81
0.618 160.27
1.000 159.94
1.618 159.40
2.618 158.53
4.250 157.11
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 161.39 161.41
PP 161.32 161.36
S1 161.25 161.31

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

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