Euro Bund Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
162.15 |
162.57 |
0.42 |
0.3% |
162.34 |
| High |
162.65 |
162.89 |
0.24 |
0.1% |
162.66 |
| Low |
161.85 |
162.42 |
0.57 |
0.4% |
161.75 |
| Close |
162.55 |
162.63 |
0.08 |
0.0% |
162.55 |
| Range |
0.80 |
0.47 |
-0.33 |
-41.3% |
0.91 |
| ATR |
0.79 |
0.76 |
-0.02 |
-2.9% |
0.00 |
| Volume |
460,778 |
504,751 |
43,973 |
9.5% |
2,878,224 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.06 |
163.81 |
162.89 |
|
| R3 |
163.59 |
163.34 |
162.76 |
|
| R2 |
163.12 |
163.12 |
162.72 |
|
| R1 |
162.87 |
162.87 |
162.67 |
163.00 |
| PP |
162.65 |
162.65 |
162.65 |
162.71 |
| S1 |
162.40 |
162.40 |
162.59 |
162.53 |
| S2 |
162.18 |
162.18 |
162.54 |
|
| S3 |
161.71 |
161.93 |
162.50 |
|
| S4 |
161.24 |
161.46 |
162.37 |
|
|
| 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 |
162.89 |
161.75 |
1.14 |
0.7% |
0.58 |
0.4% |
77% |
True |
False |
556,932 |
| 10 |
162.89 |
161.26 |
1.63 |
1.0% |
0.58 |
0.4% |
84% |
True |
False |
592,795 |
| 20 |
162.89 |
159.37 |
3.52 |
2.2% |
0.73 |
0.5% |
93% |
True |
False |
710,911 |
| 40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.79 |
0.5% |
77% |
False |
False |
465,673 |
| 60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.67 |
0.4% |
78% |
False |
False |
314,095 |
| 80 |
164.19 |
156.10 |
8.09 |
5.0% |
0.57 |
0.4% |
81% |
False |
False |
235,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.89 |
|
2.618 |
164.12 |
|
1.618 |
163.65 |
|
1.000 |
163.36 |
|
0.618 |
163.18 |
|
HIGH |
162.89 |
|
0.618 |
162.71 |
|
0.500 |
162.66 |
|
0.382 |
162.60 |
|
LOW |
162.42 |
|
0.618 |
162.13 |
|
1.000 |
161.95 |
|
1.618 |
161.66 |
|
2.618 |
161.19 |
|
4.250 |
160.42 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.66 |
162.54 |
| PP |
162.65 |
162.46 |
| S1 |
162.64 |
162.37 |
|