Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 160.88 161.17 0.29 0.2% 160.22
High 161.52 161.41 -0.11 -0.1% 161.52
Low 160.75 161.02 0.27 0.2% 159.37
Close 161.16 161.15 -0.01 0.0% 161.16
Range 0.77 0.39 -0.38 -49.4% 2.15
ATR 0.98 0.94 -0.04 -4.3% 0.00
Volume 456,231 721,501 265,270 58.1% 3,457,498
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 162.36 162.15 161.36
R3 161.97 161.76 161.26
R2 161.58 161.58 161.22
R1 161.37 161.37 161.19 161.28
PP 161.19 161.19 161.19 161.15
S1 160.98 160.98 161.11 160.89
S2 160.80 160.80 161.08
S3 160.41 160.59 161.04
S4 160.02 160.20 160.94
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% 0.74 0.5% 83% False False 708,801
10 161.66 159.37 2.29 1.4% 0.89 0.6% 78% False False 829,027
20 164.19 158.46 5.73 3.6% 1.03 0.6% 47% False False 624,594
40 164.19 157.14 7.05 4.4% 0.76 0.5% 57% False False 322,378
60 164.19 157.14 7.05 4.4% 0.63 0.4% 57% False False 215,322
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 163.07
2.618 162.43
1.618 162.04
1.000 161.80
0.618 161.65
HIGH 161.41
0.618 161.26
0.500 161.22
0.382 161.17
LOW 161.02
0.618 160.78
1.000 160.63
1.618 160.39
2.618 160.00
4.250 159.36
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 161.22 160.93
PP 161.19 160.71
S1 161.17 160.49

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

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