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 |
|
|
|
| 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 |
|