Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 21-Jun-2018
Day Change Summary
Previous Current
20-Jun-2018 21-Jun-2018 Change Change % Previous Week
Open 161.43 161.31 -0.12 -0.1% 160.22
High 161.69 162.35 0.66 0.4% 161.52
Low 161.31 161.26 -0.05 0.0% 159.37
Close 161.51 162.15 0.64 0.4% 161.16
Range 0.38 1.09 0.71 186.8% 2.15
ATR 0.89 0.90 0.01 1.6% 0.00
Volume 977,018 536,054 -440,964 -45.1% 3,457,498
Daily Pivots for day following 21-Jun-2018
Classic Woodie Camarilla DeMark
R4 165.19 164.76 162.75
R3 164.10 163.67 162.45
R2 163.01 163.01 162.35
R1 162.58 162.58 162.25 162.80
PP 161.92 161.92 161.92 162.03
S1 161.49 161.49 162.05 161.71
S2 160.83 160.83 161.95
S3 159.74 160.40 161.85
S4 158.65 159.31 161.55
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
5 162.35 160.75 1.60 1.0% 0.61 0.4% 88% True False 642,506
10 162.35 159.37 2.98 1.8% 0.72 0.4% 93% True False 683,691
20 164.19 159.15 5.04 3.1% 1.00 0.6% 60% False False 719,114
40 164.19 157.17 7.02 4.3% 0.77 0.5% 71% False False 370,767
60 164.19 157.14 7.05 4.3% 0.64 0.4% 71% False False 249,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 166.98
2.618 165.20
1.618 164.11
1.000 163.44
0.618 163.02
HIGH 162.35
0.618 161.93
0.500 161.81
0.382 161.68
LOW 161.26
0.618 160.59
1.000 160.17
1.618 159.50
2.618 158.41
4.250 156.63
Fisher Pivots for day following 21-Jun-2018
Pivot 1 day 3 day
R1 162.04 162.04
PP 161.92 161.92
S1 161.81 161.81

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

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