Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 160.22 159.84 -0.38 -0.2% 161.16
High 160.22 159.92 -0.30 -0.2% 161.66
Low 159.55 159.37 -0.18 -0.1% 159.39
Close 159.74 159.85 0.11 0.1% 160.40
Range 0.67 0.55 -0.12 -17.9% 2.27
ATR 1.03 1.00 -0.03 -3.3% 0.00
Volume 634,990 620,454 -14,536 -2.3% 5,584,793
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 161.36 161.16 160.15
R3 160.81 160.61 160.00
R2 160.26 160.26 159.95
R1 160.06 160.06 159.90 160.16
PP 159.71 159.71 159.71 159.77
S1 159.51 159.51 159.80 159.61
S2 159.16 159.16 159.75
S3 158.61 158.96 159.70
S4 158.06 158.41 159.55
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
5 161.31 159.37 1.94 1.2% 0.95 0.6% 25% False True 768,545
10 163.03 159.37 3.66 2.3% 1.03 0.6% 13% False True 885,142
20 164.19 157.37 6.82 4.3% 1.00 0.6% 36% False False 484,041
40 164.19 157.14 7.05 4.4% 0.74 0.5% 38% False False 249,657
60 164.19 157.14 7.05 4.4% 0.59 0.4% 38% False False 166,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 162.26
2.618 161.36
1.618 160.81
1.000 160.47
0.618 160.26
HIGH 159.92
0.618 159.71
0.500 159.65
0.382 159.58
LOW 159.37
0.618 159.03
1.000 158.82
1.618 158.48
2.618 157.93
4.250 157.03
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 159.78 160.25
PP 159.71 160.12
S1 159.65 159.98

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

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