Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 18-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
Open |
158.02 |
157.82 |
-0.20 |
-0.1% |
158.98 |
High |
158.39 |
158.82 |
0.43 |
0.3% |
159.01 |
Low |
157.73 |
157.80 |
0.07 |
0.0% |
157.61 |
Close |
157.87 |
158.67 |
0.80 |
0.5% |
158.67 |
Range |
0.66 |
1.02 |
0.36 |
54.5% |
1.40 |
ATR |
0.56 |
0.59 |
0.03 |
5.9% |
0.00 |
Volume |
777,688 |
803,279 |
25,591 |
3.3% |
4,403,467 |
|
Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.49 |
161.10 |
159.23 |
|
R3 |
160.47 |
160.08 |
158.95 |
|
R2 |
159.45 |
159.45 |
158.86 |
|
R1 |
159.06 |
159.06 |
158.76 |
159.26 |
PP |
158.43 |
158.43 |
158.43 |
158.53 |
S1 |
158.04 |
158.04 |
158.58 |
158.24 |
S2 |
157.41 |
157.41 |
158.48 |
|
S3 |
156.39 |
157.02 |
158.39 |
|
S4 |
155.37 |
156.00 |
158.11 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.63 |
162.05 |
159.44 |
|
R3 |
161.23 |
160.65 |
159.06 |
|
R2 |
159.83 |
159.83 |
158.93 |
|
R1 |
159.25 |
159.25 |
158.80 |
158.84 |
PP |
158.43 |
158.43 |
158.43 |
158.23 |
S1 |
157.85 |
157.85 |
158.54 |
157.44 |
S2 |
157.03 |
157.03 |
158.41 |
|
S3 |
155.63 |
156.45 |
158.29 |
|
S4 |
154.23 |
155.05 |
157.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.01 |
157.61 |
1.40 |
0.9% |
0.76 |
0.5% |
76% |
False |
False |
880,693 |
10 |
159.42 |
157.61 |
1.81 |
1.1% |
0.58 |
0.4% |
59% |
False |
False |
727,716 |
20 |
159.42 |
157.43 |
1.99 |
1.3% |
0.55 |
0.3% |
62% |
False |
False |
701,729 |
40 |
159.69 |
157.43 |
2.26 |
1.4% |
0.53 |
0.3% |
55% |
False |
False |
708,032 |
60 |
159.69 |
155.53 |
4.16 |
2.6% |
0.55 |
0.3% |
75% |
False |
False |
647,587 |
80 |
159.69 |
154.62 |
5.07 |
3.2% |
0.59 |
0.4% |
80% |
False |
False |
488,973 |
100 |
159.69 |
154.62 |
5.07 |
3.2% |
0.55 |
0.3% |
80% |
False |
False |
391,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.16 |
2.618 |
161.49 |
1.618 |
160.47 |
1.000 |
159.84 |
0.618 |
159.45 |
HIGH |
158.82 |
0.618 |
158.43 |
0.500 |
158.31 |
0.382 |
158.19 |
LOW |
157.80 |
0.618 |
157.17 |
1.000 |
156.78 |
1.618 |
156.15 |
2.618 |
155.13 |
4.250 |
153.47 |
|
|
Fisher Pivots for day following 18-May-2018 |
Pivot |
1 day |
3 day |
R1 |
158.55 |
158.54 |
PP |
158.43 |
158.41 |
S1 |
158.31 |
158.28 |
|