Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 25-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
Open |
159.70 |
160.09 |
0.39 |
0.2% |
158.64 |
High |
160.29 |
161.34 |
1.05 |
0.7% |
161.34 |
Low |
159.31 |
160.05 |
0.74 |
0.5% |
158.61 |
Close |
160.22 |
161.02 |
0.80 |
0.5% |
161.02 |
Range |
0.98 |
1.29 |
0.31 |
31.6% |
2.73 |
ATR |
0.67 |
0.71 |
0.04 |
6.7% |
0.00 |
Volume |
1,332,111 |
857,650 |
-474,461 |
-35.6% |
5,399,760 |
|
Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.67 |
164.14 |
161.73 |
|
R3 |
163.38 |
162.85 |
161.37 |
|
R2 |
162.09 |
162.09 |
161.26 |
|
R1 |
161.56 |
161.56 |
161.14 |
161.83 |
PP |
160.80 |
160.80 |
160.80 |
160.94 |
S1 |
160.27 |
160.27 |
160.90 |
160.54 |
S2 |
159.51 |
159.51 |
160.78 |
|
S3 |
158.22 |
158.98 |
160.67 |
|
S4 |
156.93 |
157.69 |
160.31 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.51 |
167.50 |
162.52 |
|
R3 |
165.78 |
164.77 |
161.77 |
|
R2 |
163.05 |
163.05 |
161.52 |
|
R1 |
162.04 |
162.04 |
161.27 |
162.55 |
PP |
160.32 |
160.32 |
160.32 |
160.58 |
S1 |
159.31 |
159.31 |
160.77 |
159.82 |
S2 |
157.59 |
157.59 |
160.52 |
|
S3 |
154.86 |
156.58 |
160.27 |
|
S4 |
152.13 |
153.85 |
159.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.34 |
158.61 |
2.73 |
1.7% |
0.93 |
0.6% |
88% |
True |
False |
1,079,952 |
10 |
161.34 |
157.61 |
3.73 |
2.3% |
0.85 |
0.5% |
91% |
True |
False |
980,322 |
20 |
161.34 |
157.61 |
3.73 |
2.3% |
0.65 |
0.4% |
91% |
True |
False |
783,585 |
40 |
161.34 |
157.43 |
3.91 |
2.4% |
0.57 |
0.4% |
92% |
True |
False |
744,622 |
60 |
161.34 |
156.22 |
5.12 |
3.2% |
0.57 |
0.4% |
94% |
True |
False |
727,916 |
80 |
161.34 |
154.62 |
6.72 |
4.2% |
0.61 |
0.4% |
95% |
True |
False |
555,879 |
100 |
161.34 |
154.62 |
6.72 |
4.2% |
0.59 |
0.4% |
95% |
True |
False |
445,942 |
120 |
161.34 |
154.62 |
6.72 |
4.2% |
0.54 |
0.3% |
95% |
True |
False |
371,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.82 |
2.618 |
164.72 |
1.618 |
163.43 |
1.000 |
162.63 |
0.618 |
162.14 |
HIGH |
161.34 |
0.618 |
160.85 |
0.500 |
160.70 |
0.382 |
160.54 |
LOW |
160.05 |
0.618 |
159.25 |
1.000 |
158.76 |
1.618 |
157.96 |
2.618 |
156.67 |
4.250 |
154.57 |
|
|
Fisher Pivots for day following 25-May-2018 |
Pivot |
1 day |
3 day |
R1 |
160.91 |
160.74 |
PP |
160.80 |
160.46 |
S1 |
160.70 |
160.19 |
|