Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
159.84 |
159.80 |
-0.04 |
0.0% |
161.16 |
High |
159.92 |
160.22 |
0.30 |
0.2% |
161.66 |
Low |
159.37 |
159.63 |
0.26 |
0.2% |
159.39 |
Close |
159.85 |
160.07 |
0.22 |
0.1% |
160.40 |
Range |
0.55 |
0.59 |
0.04 |
7.3% |
2.27 |
ATR |
1.00 |
0.97 |
-0.03 |
-2.9% |
0.00 |
Volume |
620,454 |
953,585 |
333,131 |
53.7% |
5,584,793 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.74 |
161.50 |
160.39 |
|
R3 |
161.15 |
160.91 |
160.23 |
|
R2 |
160.56 |
160.56 |
160.18 |
|
R1 |
160.32 |
160.32 |
160.12 |
160.44 |
PP |
159.97 |
159.97 |
159.97 |
160.04 |
S1 |
159.73 |
159.73 |
160.02 |
159.85 |
S2 |
159.38 |
159.38 |
159.96 |
|
S3 |
158.79 |
159.14 |
159.91 |
|
S4 |
158.20 |
158.55 |
159.75 |
|
|
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 |
161.13 |
159.37 |
1.76 |
1.1% |
0.77 |
0.5% |
40% |
False |
False |
758,421 |
10 |
162.15 |
159.37 |
2.78 |
1.7% |
0.91 |
0.6% |
25% |
False |
False |
944,761 |
20 |
164.19 |
157.53 |
6.66 |
4.2% |
1.01 |
0.6% |
38% |
False |
False |
530,533 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.74 |
0.5% |
42% |
False |
False |
273,456 |
60 |
164.19 |
157.14 |
7.05 |
4.4% |
0.59 |
0.4% |
42% |
False |
False |
182,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.73 |
2.618 |
161.76 |
1.618 |
161.17 |
1.000 |
160.81 |
0.618 |
160.58 |
HIGH |
160.22 |
0.618 |
159.99 |
0.500 |
159.93 |
0.382 |
159.86 |
LOW |
159.63 |
0.618 |
159.27 |
1.000 |
159.04 |
1.618 |
158.68 |
2.618 |
158.09 |
4.250 |
157.12 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
160.02 |
159.98 |
PP |
159.97 |
159.89 |
S1 |
159.93 |
159.80 |
|