Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 14-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
Open |
158.92 |
158.98 |
0.06 |
0.0% |
159.10 |
High |
159.16 |
159.01 |
-0.15 |
-0.1% |
159.42 |
Low |
158.79 |
158.12 |
-0.67 |
-0.4% |
158.52 |
Close |
158.85 |
158.14 |
-0.71 |
-0.4% |
158.85 |
Range |
0.37 |
0.89 |
0.52 |
140.5% |
0.90 |
ATR |
0.51 |
0.53 |
0.03 |
5.4% |
0.00 |
Volume |
747,329 |
832,065 |
84,736 |
11.3% |
2,873,695 |
|
Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.09 |
160.51 |
158.63 |
|
R3 |
160.20 |
159.62 |
158.38 |
|
R2 |
159.31 |
159.31 |
158.30 |
|
R1 |
158.73 |
158.73 |
158.22 |
158.58 |
PP |
158.42 |
158.42 |
158.42 |
158.35 |
S1 |
157.84 |
157.84 |
158.06 |
157.69 |
S2 |
157.53 |
157.53 |
157.98 |
|
S3 |
156.64 |
156.95 |
157.90 |
|
S4 |
155.75 |
156.06 |
157.65 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.63 |
161.14 |
159.35 |
|
R3 |
160.73 |
160.24 |
159.10 |
|
R2 |
159.83 |
159.83 |
159.02 |
|
R1 |
159.34 |
159.34 |
158.93 |
159.14 |
PP |
158.93 |
158.93 |
158.93 |
158.83 |
S1 |
158.44 |
158.44 |
158.77 |
158.24 |
S2 |
158.03 |
158.03 |
158.69 |
|
S3 |
157.13 |
157.54 |
158.60 |
|
S4 |
156.23 |
156.64 |
158.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.28 |
158.12 |
1.16 |
0.7% |
0.52 |
0.3% |
2% |
False |
True |
631,743 |
10 |
159.42 |
158.12 |
1.30 |
0.8% |
0.50 |
0.3% |
2% |
False |
True |
609,371 |
20 |
159.55 |
157.43 |
2.12 |
1.3% |
0.53 |
0.3% |
33% |
False |
False |
682,018 |
40 |
159.69 |
157.43 |
2.26 |
1.4% |
0.50 |
0.3% |
31% |
False |
False |
671,587 |
60 |
159.69 |
154.77 |
4.92 |
3.1% |
0.54 |
0.3% |
68% |
False |
False |
589,803 |
80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.57 |
0.4% |
69% |
False |
False |
444,554 |
100 |
160.75 |
154.62 |
6.13 |
3.9% |
0.54 |
0.3% |
57% |
False |
False |
356,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.79 |
2.618 |
161.34 |
1.618 |
160.45 |
1.000 |
159.90 |
0.618 |
159.56 |
HIGH |
159.01 |
0.618 |
158.67 |
0.500 |
158.57 |
0.382 |
158.46 |
LOW |
158.12 |
0.618 |
157.57 |
1.000 |
157.23 |
1.618 |
156.68 |
2.618 |
155.79 |
4.250 |
154.34 |
|
|
Fisher Pivots for day following 14-May-2018 |
Pivot |
1 day |
3 day |
R1 |
158.57 |
158.69 |
PP |
158.42 |
158.50 |
S1 |
158.28 |
158.32 |
|