Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 29-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
Open |
160.09 |
161.86 |
1.77 |
1.1% |
158.64 |
High |
161.34 |
164.15 |
2.81 |
1.7% |
161.34 |
Low |
160.05 |
161.79 |
1.74 |
1.1% |
158.61 |
Close |
161.02 |
162.80 |
1.78 |
1.1% |
161.02 |
Range |
1.29 |
2.36 |
1.07 |
82.9% |
2.73 |
ATR |
0.71 |
0.88 |
0.17 |
24.3% |
0.00 |
Volume |
857,650 |
1,629,582 |
771,932 |
90.0% |
5,399,760 |
|
Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.99 |
168.76 |
164.10 |
|
R3 |
167.63 |
166.40 |
163.45 |
|
R2 |
165.27 |
165.27 |
163.23 |
|
R1 |
164.04 |
164.04 |
163.02 |
164.66 |
PP |
162.91 |
162.91 |
162.91 |
163.22 |
S1 |
161.68 |
161.68 |
162.58 |
162.30 |
S2 |
160.55 |
160.55 |
162.37 |
|
S3 |
158.19 |
159.32 |
162.15 |
|
S4 |
155.83 |
156.96 |
161.50 |
|
|
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 |
164.15 |
158.74 |
5.41 |
3.3% |
1.23 |
0.8% |
75% |
True |
False |
1,214,166 |
10 |
164.15 |
157.61 |
6.54 |
4.0% |
0.99 |
0.6% |
79% |
True |
False |
1,060,074 |
20 |
164.15 |
157.61 |
6.54 |
4.0% |
0.75 |
0.5% |
79% |
True |
False |
834,722 |
40 |
164.15 |
157.43 |
6.72 |
4.1% |
0.62 |
0.4% |
80% |
True |
False |
770,902 |
60 |
164.15 |
156.22 |
7.93 |
4.9% |
0.60 |
0.4% |
83% |
True |
False |
750,521 |
80 |
164.15 |
154.62 |
9.53 |
5.9% |
0.63 |
0.4% |
86% |
True |
False |
576,174 |
100 |
164.15 |
154.62 |
9.53 |
5.9% |
0.61 |
0.4% |
86% |
True |
False |
462,235 |
120 |
164.15 |
154.62 |
9.53 |
5.9% |
0.55 |
0.3% |
86% |
True |
False |
385,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.18 |
2.618 |
170.33 |
1.618 |
167.97 |
1.000 |
166.51 |
0.618 |
165.61 |
HIGH |
164.15 |
0.618 |
163.25 |
0.500 |
162.97 |
0.382 |
162.69 |
LOW |
161.79 |
0.618 |
160.33 |
1.000 |
159.43 |
1.618 |
157.97 |
2.618 |
155.61 |
4.250 |
151.76 |
|
|
Fisher Pivots for day following 29-May-2018 |
Pivot |
1 day |
3 day |
R1 |
162.97 |
162.44 |
PP |
162.91 |
162.09 |
S1 |
162.86 |
161.73 |
|