Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
161.07 |
160.00 |
-1.07 |
-0.7% |
161.83 |
| High |
161.31 |
160.48 |
-0.83 |
-0.5% |
164.19 |
| Low |
159.83 |
159.39 |
-0.44 |
-0.3% |
160.82 |
| Close |
160.16 |
159.64 |
-0.52 |
-0.3% |
161.39 |
| Range |
1.48 |
1.09 |
-0.39 |
-26.4% |
3.37 |
| ATR |
1.00 |
1.01 |
0.01 |
0.6% |
0.00 |
| Volume |
1,004,209 |
959,958 |
-44,251 |
-4.4% |
2,379,247 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.11 |
162.46 |
160.24 |
|
| R3 |
162.02 |
161.37 |
159.94 |
|
| R2 |
160.93 |
160.93 |
159.84 |
|
| R1 |
160.28 |
160.28 |
159.74 |
160.06 |
| PP |
159.84 |
159.84 |
159.84 |
159.73 |
| S1 |
159.19 |
159.19 |
159.54 |
158.97 |
| S2 |
158.75 |
158.75 |
159.44 |
|
| S3 |
157.66 |
158.10 |
159.34 |
|
| S4 |
156.57 |
157.01 |
159.04 |
|
|
| 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 |
161.75 |
159.39 |
2.36 |
1.5% |
1.01 |
0.6% |
11% |
False |
True |
1,232,882 |
| 10 |
164.19 |
159.15 |
5.04 |
3.2% |
1.29 |
0.8% |
10% |
False |
False |
754,538 |
| 20 |
164.19 |
157.37 |
6.82 |
4.3% |
0.96 |
0.6% |
33% |
False |
False |
392,186 |
| 40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.71 |
0.4% |
35% |
False |
False |
202,807 |
| 60 |
164.19 |
156.80 |
7.39 |
4.6% |
0.56 |
0.4% |
38% |
False |
False |
135,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.11 |
|
2.618 |
163.33 |
|
1.618 |
162.24 |
|
1.000 |
161.57 |
|
0.618 |
161.15 |
|
HIGH |
160.48 |
|
0.618 |
160.06 |
|
0.500 |
159.94 |
|
0.382 |
159.81 |
|
LOW |
159.39 |
|
0.618 |
158.72 |
|
1.000 |
158.30 |
|
1.618 |
157.63 |
|
2.618 |
156.54 |
|
4.250 |
154.76 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
159.94 |
160.53 |
| PP |
159.84 |
160.23 |
| S1 |
159.74 |
159.94 |
|