Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
159.50 |
159.98 |
0.48 |
0.3% |
158.46 |
| High |
160.16 |
161.24 |
1.08 |
0.7% |
161.24 |
| Low |
159.15 |
159.94 |
0.79 |
0.5% |
158.46 |
| Close |
160.09 |
160.91 |
0.82 |
0.5% |
160.91 |
| Range |
1.01 |
1.30 |
0.29 |
28.7% |
2.78 |
| ATR |
0.63 |
0.68 |
0.05 |
7.6% |
0.00 |
| Volume |
101,611 |
102,849 |
1,238 |
1.2% |
348,860 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.60 |
164.05 |
161.63 |
|
| R3 |
163.30 |
162.75 |
161.27 |
|
| R2 |
162.00 |
162.00 |
161.15 |
|
| R1 |
161.45 |
161.45 |
161.03 |
161.73 |
| PP |
160.70 |
160.70 |
160.70 |
160.83 |
| S1 |
160.15 |
160.15 |
160.79 |
160.43 |
| S2 |
159.40 |
159.40 |
160.67 |
|
| S3 |
158.10 |
158.85 |
160.55 |
|
| S4 |
156.80 |
157.55 |
160.20 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.54 |
167.51 |
162.44 |
|
| R3 |
165.76 |
164.73 |
161.67 |
|
| R2 |
162.98 |
162.98 |
161.42 |
|
| R1 |
161.95 |
161.95 |
161.16 |
162.47 |
| PP |
160.20 |
160.20 |
160.20 |
160.46 |
| S1 |
159.17 |
159.17 |
160.66 |
159.69 |
| S2 |
157.42 |
157.42 |
160.40 |
|
| S3 |
154.64 |
156.39 |
160.15 |
|
| S4 |
151.86 |
153.61 |
159.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161.24 |
158.46 |
2.78 |
1.7% |
0.93 |
0.6% |
88% |
True |
False |
69,772 |
| 10 |
161.24 |
157.37 |
3.87 |
2.4% |
0.79 |
0.5% |
91% |
True |
False |
48,650 |
| 20 |
161.24 |
157.37 |
3.87 |
2.4% |
0.61 |
0.4% |
91% |
True |
False |
31,698 |
| 40 |
161.24 |
157.14 |
4.10 |
2.5% |
0.50 |
0.3% |
92% |
True |
False |
19,384 |
| 60 |
161.24 |
155.74 |
5.50 |
3.4% |
0.44 |
0.3% |
94% |
True |
False |
12,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.77 |
|
2.618 |
164.64 |
|
1.618 |
163.34 |
|
1.000 |
162.54 |
|
0.618 |
162.04 |
|
HIGH |
161.24 |
|
0.618 |
160.74 |
|
0.500 |
160.59 |
|
0.382 |
160.44 |
|
LOW |
159.94 |
|
0.618 |
159.14 |
|
1.000 |
158.64 |
|
1.618 |
157.84 |
|
2.618 |
156.54 |
|
4.250 |
154.42 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
160.80 |
160.63 |
| PP |
160.70 |
160.35 |
| S1 |
160.59 |
160.07 |
|