Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 08-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
160.00 |
160.23 |
0.23 |
0.1% |
161.16 |
High |
160.48 |
161.13 |
0.65 |
0.4% |
161.66 |
Low |
159.39 |
160.18 |
0.79 |
0.5% |
159.39 |
Close |
159.64 |
160.40 |
0.76 |
0.5% |
160.40 |
Range |
1.09 |
0.95 |
-0.14 |
-12.8% |
2.27 |
ATR |
1.01 |
1.04 |
0.03 |
3.4% |
0.00 |
Volume |
959,958 |
623,118 |
-336,840 |
-35.1% |
5,584,793 |
|
Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.42 |
162.86 |
160.92 |
|
R3 |
162.47 |
161.91 |
160.66 |
|
R2 |
161.52 |
161.52 |
160.57 |
|
R1 |
160.96 |
160.96 |
160.49 |
161.24 |
PP |
160.57 |
160.57 |
160.57 |
160.71 |
S1 |
160.01 |
160.01 |
160.31 |
160.29 |
S2 |
159.62 |
159.62 |
160.23 |
|
S3 |
158.67 |
159.06 |
160.14 |
|
S4 |
157.72 |
158.11 |
159.88 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.29 |
166.12 |
161.65 |
|
R3 |
165.02 |
163.85 |
161.02 |
|
R2 |
162.75 |
162.75 |
160.82 |
|
R1 |
161.58 |
161.58 |
160.61 |
161.03 |
PP |
160.48 |
160.48 |
160.48 |
160.21 |
S1 |
159.31 |
159.31 |
160.19 |
158.76 |
S2 |
158.21 |
158.21 |
159.98 |
|
S3 |
155.94 |
157.04 |
159.78 |
|
S4 |
153.67 |
154.77 |
159.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.66 |
159.39 |
2.27 |
1.4% |
1.03 |
0.6% |
44% |
False |
False |
1,116,958 |
10 |
164.19 |
159.39 |
4.80 |
3.0% |
1.28 |
0.8% |
21% |
False |
False |
806,688 |
20 |
164.19 |
157.37 |
6.82 |
4.3% |
0.99 |
0.6% |
44% |
False |
False |
423,004 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.72 |
0.4% |
46% |
False |
False |
218,279 |
60 |
164.19 |
157.00 |
7.19 |
4.5% |
0.58 |
0.4% |
47% |
False |
False |
145,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.17 |
2.618 |
163.62 |
1.618 |
162.67 |
1.000 |
162.08 |
0.618 |
161.72 |
HIGH |
161.13 |
0.618 |
160.77 |
0.500 |
160.66 |
0.382 |
160.54 |
LOW |
160.18 |
0.618 |
159.59 |
1.000 |
159.23 |
1.618 |
158.64 |
2.618 |
157.69 |
4.250 |
156.14 |
|
|
Fisher Pivots for day following 08-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
160.66 |
160.38 |
PP |
160.57 |
160.37 |
S1 |
160.49 |
160.35 |
|