Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 23-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
Open |
159.38 |
159.06 |
-0.32 |
-0.2% |
158.98 |
High |
159.43 |
159.84 |
0.41 |
0.3% |
159.01 |
Low |
158.74 |
159.03 |
0.29 |
0.2% |
157.61 |
Close |
158.90 |
159.76 |
0.86 |
0.5% |
158.67 |
Range |
0.69 |
0.81 |
0.12 |
17.4% |
1.40 |
ATR |
0.62 |
0.64 |
0.02 |
3.7% |
0.00 |
Volume |
1,195,176 |
1,056,314 |
-138,862 |
-11.6% |
4,403,467 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.97 |
161.68 |
160.21 |
|
R3 |
161.16 |
160.87 |
159.98 |
|
R2 |
160.35 |
160.35 |
159.91 |
|
R1 |
160.06 |
160.06 |
159.83 |
160.21 |
PP |
159.54 |
159.54 |
159.54 |
159.62 |
S1 |
159.25 |
159.25 |
159.69 |
159.40 |
S2 |
158.73 |
158.73 |
159.61 |
|
S3 |
157.92 |
158.44 |
159.54 |
|
S4 |
157.11 |
157.63 |
159.31 |
|
|
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 |
159.84 |
157.73 |
2.11 |
1.3% |
0.81 |
0.5% |
96% |
True |
False |
958,193 |
10 |
159.84 |
157.61 |
2.23 |
1.4% |
0.70 |
0.4% |
96% |
True |
False |
878,216 |
20 |
159.84 |
157.45 |
2.39 |
1.5% |
0.59 |
0.4% |
97% |
True |
False |
744,111 |
40 |
159.84 |
157.43 |
2.41 |
1.5% |
0.54 |
0.3% |
97% |
True |
False |
728,820 |
60 |
159.84 |
156.22 |
3.62 |
2.3% |
0.55 |
0.3% |
98% |
True |
False |
696,143 |
80 |
159.84 |
154.62 |
5.22 |
3.3% |
0.60 |
0.4% |
98% |
True |
False |
528,673 |
100 |
159.84 |
154.62 |
5.22 |
3.3% |
0.57 |
0.4% |
98% |
True |
False |
424,058 |
120 |
160.98 |
154.62 |
6.36 |
4.0% |
0.53 |
0.3% |
81% |
False |
False |
353,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.28 |
2.618 |
161.96 |
1.618 |
161.15 |
1.000 |
160.65 |
0.618 |
160.34 |
HIGH |
159.84 |
0.618 |
159.53 |
0.500 |
159.44 |
0.382 |
159.34 |
LOW |
159.03 |
0.618 |
158.53 |
1.000 |
158.22 |
1.618 |
157.72 |
2.618 |
156.91 |
4.250 |
155.59 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
159.65 |
159.58 |
PP |
159.54 |
159.40 |
S1 |
159.44 |
159.23 |
|