Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 24-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
Open |
159.06 |
159.70 |
0.64 |
0.4% |
158.98 |
High |
159.84 |
160.29 |
0.45 |
0.3% |
159.01 |
Low |
159.03 |
159.31 |
0.28 |
0.2% |
157.61 |
Close |
159.76 |
160.22 |
0.46 |
0.3% |
158.67 |
Range |
0.81 |
0.98 |
0.17 |
21.0% |
1.40 |
ATR |
0.64 |
0.67 |
0.02 |
3.8% |
0.00 |
Volume |
1,056,314 |
1,332,111 |
275,797 |
26.1% |
4,403,467 |
|
Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.88 |
162.53 |
160.76 |
|
R3 |
161.90 |
161.55 |
160.49 |
|
R2 |
160.92 |
160.92 |
160.40 |
|
R1 |
160.57 |
160.57 |
160.31 |
160.75 |
PP |
159.94 |
159.94 |
159.94 |
160.03 |
S1 |
159.59 |
159.59 |
160.13 |
159.77 |
S2 |
158.96 |
158.96 |
160.04 |
|
S3 |
157.98 |
158.61 |
159.95 |
|
S4 |
157.00 |
157.63 |
159.68 |
|
|
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 |
160.29 |
157.80 |
2.49 |
1.6% |
0.88 |
0.5% |
97% |
True |
False |
1,069,077 |
10 |
160.29 |
157.61 |
2.68 |
1.7% |
0.75 |
0.5% |
97% |
True |
False |
969,290 |
20 |
160.29 |
157.61 |
2.68 |
1.7% |
0.62 |
0.4% |
97% |
True |
False |
773,099 |
40 |
160.29 |
157.43 |
2.86 |
1.8% |
0.56 |
0.3% |
98% |
True |
False |
743,786 |
60 |
160.29 |
156.22 |
4.07 |
2.5% |
0.56 |
0.3% |
98% |
True |
False |
715,937 |
80 |
160.29 |
154.62 |
5.67 |
3.5% |
0.60 |
0.4% |
99% |
True |
False |
545,230 |
100 |
160.29 |
154.62 |
5.67 |
3.5% |
0.58 |
0.4% |
99% |
True |
False |
437,378 |
120 |
160.98 |
154.62 |
6.36 |
4.0% |
0.54 |
0.3% |
88% |
False |
False |
364,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.46 |
2.618 |
162.86 |
1.618 |
161.88 |
1.000 |
161.27 |
0.618 |
160.90 |
HIGH |
160.29 |
0.618 |
159.92 |
0.500 |
159.80 |
0.382 |
159.68 |
LOW |
159.31 |
0.618 |
158.70 |
1.000 |
158.33 |
1.618 |
157.72 |
2.618 |
156.74 |
4.250 |
155.15 |
|
|
Fisher Pivots for day following 24-May-2018 |
Pivot |
1 day |
3 day |
R1 |
160.08 |
159.99 |
PP |
159.94 |
159.75 |
S1 |
159.80 |
159.52 |
|