Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
162.42 |
162.15 |
-0.27 |
-0.2% |
162.34 |
| High |
162.66 |
162.65 |
-0.01 |
0.0% |
162.66 |
| Low |
162.18 |
161.85 |
-0.33 |
-0.2% |
161.75 |
| Close |
162.46 |
162.55 |
0.09 |
0.1% |
162.55 |
| Range |
0.48 |
0.80 |
0.32 |
66.7% |
0.91 |
| ATR |
0.79 |
0.79 |
0.00 |
0.1% |
0.00 |
| Volume |
699,207 |
460,778 |
-238,429 |
-34.1% |
2,878,224 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.75 |
164.45 |
162.99 |
|
| R3 |
163.95 |
163.65 |
162.77 |
|
| R2 |
163.15 |
163.15 |
162.70 |
|
| R1 |
162.85 |
162.85 |
162.62 |
163.00 |
| PP |
162.35 |
162.35 |
162.35 |
162.43 |
| S1 |
162.05 |
162.05 |
162.48 |
162.20 |
| S2 |
161.55 |
161.55 |
162.40 |
|
| S3 |
160.75 |
161.25 |
162.33 |
|
| S4 |
159.95 |
160.45 |
162.11 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.05 |
164.71 |
163.05 |
|
| R3 |
164.14 |
163.80 |
162.80 |
|
| R2 |
163.23 |
163.23 |
162.72 |
|
| R1 |
162.89 |
162.89 |
162.63 |
163.06 |
| PP |
162.32 |
162.32 |
162.32 |
162.41 |
| S1 |
161.98 |
161.98 |
162.47 |
162.15 |
| S2 |
161.41 |
161.41 |
162.38 |
|
| S3 |
160.50 |
161.07 |
162.30 |
|
| S4 |
159.59 |
160.16 |
162.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.66 |
161.75 |
0.91 |
0.6% |
0.60 |
0.4% |
88% |
False |
False |
575,644 |
| 10 |
162.66 |
161.02 |
1.64 |
1.0% |
0.57 |
0.4% |
93% |
False |
False |
614,470 |
| 20 |
162.66 |
159.37 |
3.29 |
2.0% |
0.74 |
0.5% |
97% |
False |
False |
759,349 |
| 40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.78 |
0.5% |
76% |
False |
False |
453,118 |
| 60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.67 |
0.4% |
77% |
False |
False |
305,687 |
| 80 |
164.19 |
155.74 |
8.45 |
5.2% |
0.58 |
0.4% |
81% |
False |
False |
229,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.05 |
|
2.618 |
164.74 |
|
1.618 |
163.94 |
|
1.000 |
163.45 |
|
0.618 |
163.14 |
|
HIGH |
162.65 |
|
0.618 |
162.34 |
|
0.500 |
162.25 |
|
0.382 |
162.16 |
|
LOW |
161.85 |
|
0.618 |
161.36 |
|
1.000 |
161.05 |
|
1.618 |
160.56 |
|
2.618 |
159.76 |
|
4.250 |
158.45 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.45 |
162.45 |
| PP |
162.35 |
162.35 |
| S1 |
162.25 |
162.26 |
|