Euro Bund Future September 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 |
159.98 |
161.83 |
1.85 |
1.2% |
158.46 |
| High |
161.24 |
164.19 |
2.95 |
1.8% |
161.24 |
| Low |
159.94 |
161.73 |
1.79 |
1.1% |
158.46 |
| Close |
160.91 |
162.75 |
1.84 |
1.1% |
160.91 |
| Range |
1.30 |
2.46 |
1.16 |
89.2% |
2.78 |
| ATR |
0.68 |
0.86 |
0.19 |
27.4% |
0.00 |
| Volume |
102,849 |
368,057 |
265,208 |
257.9% |
348,860 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.27 |
168.97 |
164.10 |
|
| R3 |
167.81 |
166.51 |
163.43 |
|
| R2 |
165.35 |
165.35 |
163.20 |
|
| R1 |
164.05 |
164.05 |
162.98 |
164.70 |
| PP |
162.89 |
162.89 |
162.89 |
163.22 |
| S1 |
161.59 |
161.59 |
162.52 |
162.24 |
| S2 |
160.43 |
160.43 |
162.30 |
|
| S3 |
157.97 |
159.13 |
162.07 |
|
| S4 |
155.51 |
156.67 |
161.40 |
|
|
| 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 |
164.19 |
158.53 |
5.66 |
3.5% |
1.25 |
0.8% |
75% |
True |
False |
135,067 |
| 10 |
164.19 |
157.37 |
6.82 |
4.2% |
0.98 |
0.6% |
79% |
True |
False |
82,939 |
| 20 |
164.19 |
157.37 |
6.82 |
4.2% |
0.71 |
0.4% |
79% |
True |
False |
49,822 |
| 40 |
164.19 |
157.14 |
7.05 |
4.3% |
0.56 |
0.3% |
80% |
True |
False |
28,585 |
| 60 |
164.19 |
155.74 |
8.45 |
5.2% |
0.48 |
0.3% |
83% |
True |
False |
19,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174.65 |
|
2.618 |
170.63 |
|
1.618 |
168.17 |
|
1.000 |
166.65 |
|
0.618 |
165.71 |
|
HIGH |
164.19 |
|
0.618 |
163.25 |
|
0.500 |
162.96 |
|
0.382 |
162.67 |
|
LOW |
161.73 |
|
0.618 |
160.21 |
|
1.000 |
159.27 |
|
1.618 |
157.75 |
|
2.618 |
155.29 |
|
4.250 |
151.28 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.96 |
162.39 |
| PP |
162.89 |
162.03 |
| S1 |
162.82 |
161.67 |
|