Euro Bund Future September 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 |
161.16 |
160.68 |
-0.48 |
-0.3% |
161.83 |
| High |
161.32 |
161.66 |
0.34 |
0.2% |
164.19 |
| Low |
160.68 |
160.68 |
0.00 |
0.0% |
160.82 |
| Close |
160.81 |
161.45 |
0.64 |
0.4% |
161.39 |
| Range |
0.64 |
0.98 |
0.34 |
53.1% |
3.37 |
| ATR |
0.95 |
0.96 |
0.00 |
0.2% |
0.00 |
| Volume |
1,473,517 |
1,523,991 |
50,474 |
3.4% |
2,379,247 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.20 |
163.81 |
161.99 |
|
| R3 |
163.22 |
162.83 |
161.72 |
|
| R2 |
162.24 |
162.24 |
161.63 |
|
| R1 |
161.85 |
161.85 |
161.54 |
162.05 |
| PP |
161.26 |
161.26 |
161.26 |
161.36 |
| S1 |
160.87 |
160.87 |
161.36 |
161.07 |
| S2 |
160.28 |
160.28 |
161.27 |
|
| S3 |
159.30 |
159.89 |
161.18 |
|
| S4 |
158.32 |
158.91 |
160.91 |
|
|
| 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 |
163.03 |
160.68 |
2.35 |
1.5% |
1.11 |
0.7% |
33% |
False |
True |
1,001,739 |
| 10 |
164.19 |
158.53 |
5.66 |
3.5% |
1.18 |
0.7% |
52% |
False |
False |
568,403 |
| 20 |
164.19 |
157.37 |
6.82 |
4.2% |
0.87 |
0.5% |
60% |
False |
False |
296,152 |
| 40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.66 |
0.4% |
61% |
False |
False |
153,752 |
| 60 |
164.19 |
156.15 |
8.04 |
5.0% |
0.53 |
0.3% |
66% |
False |
False |
102,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.83 |
|
2.618 |
164.23 |
|
1.618 |
163.25 |
|
1.000 |
162.64 |
|
0.618 |
162.27 |
|
HIGH |
161.66 |
|
0.618 |
161.29 |
|
0.500 |
161.17 |
|
0.382 |
161.05 |
|
LOW |
160.68 |
|
0.618 |
160.07 |
|
1.000 |
159.70 |
|
1.618 |
159.09 |
|
2.618 |
158.11 |
|
4.250 |
156.52 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
161.36 |
161.37 |
| PP |
161.26 |
161.29 |
| S1 |
161.17 |
161.22 |
|