Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 161.60 161.68 0.08 0.0% 161.83
High 162.15 161.75 -0.40 -0.2% 164.19
Low 160.82 160.89 0.07 0.0% 160.82
Close 162.08 161.39 -0.69 -0.4% 161.39
Range 1.33 0.86 -0.47 -35.3% 3.37
ATR 0.96 0.97 0.02 1.8% 0.00
Volume 451,059 1,202,735 751,676 166.6% 2,379,247
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 163.92 163.52 161.86
R3 163.06 162.66 161.63
R2 162.20 162.20 161.55
R1 161.80 161.80 161.47 161.57
PP 161.34 161.34 161.34 161.23
S1 160.94 160.94 161.31 160.71
S2 160.48 160.48 161.23
S3 159.62 160.08 161.15
S4 158.76 159.22 160.92
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 172.24 170.19 163.24
R3 168.87 166.82 162.32
R2 165.50 165.50 162.01
R1 163.45 163.45 161.70 162.79
PP 162.13 162.13 162.13 161.81
S1 160.08 160.08 161.08 159.42
S2 158.76 158.76 160.77
S3 155.39 156.71 160.46
S4 152.02 153.34 159.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.19 159.94 4.25 2.6% 1.54 1.0% 34% False False 496,419
10 164.19 157.64 6.55 4.1% 1.20 0.7% 57% False False 275,109
20 164.19 157.37 6.82 4.2% 0.82 0.5% 59% False False 146,888
40 164.19 157.14 7.05 4.4% 0.64 0.4% 60% False False 78,856
60 164.19 155.74 8.45 5.2% 0.52 0.3% 67% False False 52,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 165.41
2.618 164.00
1.618 163.14
1.000 162.61
0.618 162.28
HIGH 161.75
0.618 161.42
0.500 161.32
0.382 161.22
LOW 160.89
0.618 160.36
1.000 160.03
1.618 159.50
2.618 158.64
4.250 157.24
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 161.37 161.93
PP 161.34 161.75
S1 161.32 161.57

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

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