Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 15-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
Open |
158.98 |
158.13 |
-0.85 |
-0.5% |
159.10 |
High |
159.01 |
158.17 |
-0.84 |
-0.5% |
159.42 |
Low |
158.12 |
157.61 |
-0.51 |
-0.3% |
158.52 |
Close |
158.14 |
157.76 |
-0.38 |
-0.2% |
158.85 |
Range |
0.89 |
0.56 |
-0.33 |
-37.1% |
0.90 |
ATR |
0.53 |
0.54 |
0.00 |
0.3% |
0.00 |
Volume |
832,065 |
1,085,172 |
253,107 |
30.4% |
2,873,695 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.53 |
159.20 |
158.07 |
|
R3 |
158.97 |
158.64 |
157.91 |
|
R2 |
158.41 |
158.41 |
157.86 |
|
R1 |
158.08 |
158.08 |
157.81 |
157.97 |
PP |
157.85 |
157.85 |
157.85 |
157.79 |
S1 |
157.52 |
157.52 |
157.71 |
157.41 |
S2 |
157.29 |
157.29 |
157.66 |
|
S3 |
156.73 |
156.96 |
157.61 |
|
S4 |
156.17 |
156.40 |
157.45 |
|
|
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 |
159.25 |
157.61 |
1.64 |
1.0% |
0.53 |
0.3% |
9% |
False |
True |
731,721 |
10 |
159.42 |
157.61 |
1.81 |
1.1% |
0.50 |
0.3% |
8% |
False |
True |
656,675 |
20 |
159.55 |
157.43 |
2.12 |
1.3% |
0.53 |
0.3% |
16% |
False |
False |
707,029 |
40 |
159.69 |
157.43 |
2.26 |
1.4% |
0.50 |
0.3% |
15% |
False |
False |
687,065 |
60 |
159.69 |
155.01 |
4.68 |
3.0% |
0.54 |
0.3% |
59% |
False |
False |
607,714 |
80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.58 |
0.4% |
62% |
False |
False |
458,100 |
100 |
160.62 |
154.62 |
6.00 |
3.8% |
0.55 |
0.3% |
52% |
False |
False |
367,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.55 |
2.618 |
159.64 |
1.618 |
159.08 |
1.000 |
158.73 |
0.618 |
158.52 |
HIGH |
158.17 |
0.618 |
157.96 |
0.500 |
157.89 |
0.382 |
157.82 |
LOW |
157.61 |
0.618 |
157.26 |
1.000 |
157.05 |
1.618 |
156.70 |
2.618 |
156.14 |
4.250 |
155.23 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
157.89 |
158.39 |
PP |
157.85 |
158.18 |
S1 |
157.80 |
157.97 |
|