Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 06-Jun-2018
Day Change Summary
Previous Current
05-Jun-2018 06-Jun-2018 Change Change % Previous Week
Open 160.68 161.07 0.39 0.2% 161.83
High 161.66 161.31 -0.35 -0.2% 164.19
Low 160.68 159.83 -0.85 -0.5% 160.82
Close 161.45 160.16 -1.29 -0.8% 161.39
Range 0.98 1.48 0.50 51.0% 3.37
ATR 0.96 1.00 0.05 5.0% 0.00
Volume 1,523,991 1,004,209 -519,782 -34.1% 2,379,247
Daily Pivots for day following 06-Jun-2018
Classic Woodie Camarilla DeMark
R4 164.87 164.00 160.97
R3 163.39 162.52 160.57
R2 161.91 161.91 160.43
R1 161.04 161.04 160.30 160.74
PP 160.43 160.43 160.43 160.28
S1 159.56 159.56 160.02 159.26
S2 158.95 158.95 159.89
S3 157.47 158.08 159.75
S4 155.99 156.60 159.35
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
5 162.15 159.83 2.32 1.4% 1.06 0.7% 14% False True 1,131,102
10 164.19 158.89 5.30 3.3% 1.26 0.8% 24% False False 663,155
20 164.19 157.37 6.82 4.3% 0.92 0.6% 41% False False 345,576
40 164.19 157.14 7.05 4.4% 0.69 0.4% 43% False False 178,828
60 164.19 156.54 7.65 4.8% 0.55 0.3% 47% False False 119,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 167.60
2.618 165.18
1.618 163.70
1.000 162.79
0.618 162.22
HIGH 161.31
0.618 160.74
0.500 160.57
0.382 160.40
LOW 159.83
0.618 158.92
1.000 158.35
1.618 157.44
2.618 155.96
4.250 153.54
Fisher Pivots for day following 06-Jun-2018
Pivot 1 day 3 day
R1 160.57 160.75
PP 160.43 160.55
S1 160.30 160.36

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

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