Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 160.00 160.88 0.88 0.6% 160.22
High 160.85 161.52 0.67 0.4% 161.52
Low 159.45 160.75 1.30 0.8% 159.37
Close 160.71 161.16 0.45 0.3% 161.16
Range 1.40 0.77 -0.63 -45.0% 2.15
ATR 1.00 0.98 -0.01 -1.3% 0.00
Volume 792,238 456,231 -336,007 -42.4% 3,457,498
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 163.45 163.08 161.58
R3 162.68 162.31 161.37
R2 161.91 161.91 161.30
R1 161.54 161.54 161.23 161.73
PP 161.14 161.14 161.14 161.24
S1 160.77 160.77 161.09 160.96
S2 160.37 160.37 161.02
S3 159.60 160.00 160.95
S4 158.83 159.23 160.74
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 167.13 166.30 162.34
R3 164.98 164.15 161.75
R2 162.83 162.83 161.55
R1 162.00 162.00 161.36 162.42
PP 160.68 160.68 160.68 160.89
S1 159.85 159.85 160.96 160.27
S2 158.53 158.53 160.77
S3 156.38 157.70 160.57
S4 154.23 155.55 159.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.52 159.37 2.15 1.3% 0.80 0.5% 83% True False 691,499
10 161.66 159.37 2.29 1.4% 0.91 0.6% 78% False False 904,229
20 164.19 157.64 6.55 4.1% 1.06 0.7% 54% False False 589,669
40 164.19 157.14 7.05 4.4% 0.77 0.5% 57% False False 304,415
60 164.19 157.14 7.05 4.4% 0.62 0.4% 57% False False 203,298
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.79
2.618 163.54
1.618 162.77
1.000 162.29
0.618 162.00
HIGH 161.52
0.618 161.23
0.500 161.14
0.382 161.04
LOW 160.75
0.618 160.27
1.000 159.98
1.618 159.50
2.618 158.73
4.250 157.48
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 161.15 160.94
PP 161.14 160.71
S1 161.14 160.49

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

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