Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
161.17 |
161.49 |
0.32 |
0.2% |
160.22 |
| High |
161.41 |
161.86 |
0.45 |
0.3% |
161.52 |
| Low |
161.02 |
161.46 |
0.44 |
0.3% |
159.37 |
| Close |
161.15 |
161.53 |
0.38 |
0.2% |
161.16 |
| Range |
0.39 |
0.40 |
0.01 |
2.6% |
2.15 |
| ATR |
0.94 |
0.92 |
-0.02 |
-1.8% |
0.00 |
| Volume |
721,501 |
521,727 |
-199,774 |
-27.7% |
3,457,498 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.82 |
162.57 |
161.75 |
|
| R3 |
162.42 |
162.17 |
161.64 |
|
| R2 |
162.02 |
162.02 |
161.60 |
|
| R1 |
161.77 |
161.77 |
161.57 |
161.90 |
| PP |
161.62 |
161.62 |
161.62 |
161.68 |
| S1 |
161.37 |
161.37 |
161.49 |
161.50 |
| S2 |
161.22 |
161.22 |
161.46 |
|
| S3 |
160.82 |
160.97 |
161.42 |
|
| S4 |
160.42 |
160.57 |
161.31 |
|
|
| 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 |
161.86 |
159.45 |
2.41 |
1.5% |
0.71 |
0.4% |
86% |
True |
False |
689,056 |
| 10 |
161.86 |
159.37 |
2.49 |
1.5% |
0.83 |
0.5% |
87% |
True |
False |
728,801 |
| 20 |
164.19 |
158.53 |
5.66 |
3.5% |
1.01 |
0.6% |
53% |
False |
False |
648,602 |
| 40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.76 |
0.5% |
62% |
False |
False |
333,591 |
| 60 |
164.19 |
157.14 |
7.05 |
4.4% |
0.63 |
0.4% |
62% |
False |
False |
224,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.56 |
|
2.618 |
162.91 |
|
1.618 |
162.51 |
|
1.000 |
162.26 |
|
0.618 |
162.11 |
|
HIGH |
161.86 |
|
0.618 |
161.71 |
|
0.500 |
161.66 |
|
0.382 |
161.61 |
|
LOW |
161.46 |
|
0.618 |
161.21 |
|
1.000 |
161.06 |
|
1.618 |
160.81 |
|
2.618 |
160.41 |
|
4.250 |
159.76 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
161.66 |
161.46 |
| PP |
161.62 |
161.38 |
| S1 |
161.57 |
161.31 |
|