Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 30-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
Open |
161.86 |
163.04 |
1.18 |
0.7% |
158.64 |
High |
164.15 |
163.06 |
-1.09 |
-0.7% |
161.34 |
Low |
161.79 |
161.41 |
-0.38 |
-0.2% |
158.61 |
Close |
162.80 |
162.02 |
-0.78 |
-0.5% |
161.02 |
Range |
2.36 |
1.65 |
-0.71 |
-30.1% |
2.73 |
ATR |
0.88 |
0.94 |
0.05 |
6.2% |
0.00 |
Volume |
1,629,582 |
1,468,191 |
-161,391 |
-9.9% |
5,399,760 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.11 |
166.22 |
162.93 |
|
R3 |
165.46 |
164.57 |
162.47 |
|
R2 |
163.81 |
163.81 |
162.32 |
|
R1 |
162.92 |
162.92 |
162.17 |
162.54 |
PP |
162.16 |
162.16 |
162.16 |
161.98 |
S1 |
161.27 |
161.27 |
161.87 |
160.89 |
S2 |
160.51 |
160.51 |
161.72 |
|
S3 |
158.86 |
159.62 |
161.57 |
|
S4 |
157.21 |
157.97 |
161.11 |
|
|
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 |
159.03 |
5.12 |
3.2% |
1.42 |
0.9% |
58% |
False |
False |
1,268,769 |
10 |
164.15 |
157.73 |
6.42 |
4.0% |
1.10 |
0.7% |
67% |
False |
False |
1,098,376 |
20 |
164.15 |
157.61 |
6.54 |
4.0% |
0.80 |
0.5% |
67% |
False |
False |
877,525 |
40 |
164.15 |
157.43 |
6.72 |
4.1% |
0.65 |
0.4% |
68% |
False |
False |
790,041 |
60 |
164.15 |
156.22 |
7.93 |
4.9% |
0.62 |
0.4% |
73% |
False |
False |
768,871 |
80 |
164.15 |
154.62 |
9.53 |
5.9% |
0.64 |
0.4% |
78% |
False |
False |
594,463 |
100 |
164.15 |
154.62 |
9.53 |
5.9% |
0.62 |
0.4% |
78% |
False |
False |
476,816 |
120 |
164.15 |
154.62 |
9.53 |
5.9% |
0.57 |
0.4% |
78% |
False |
False |
397,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.07 |
2.618 |
167.38 |
1.618 |
165.73 |
1.000 |
164.71 |
0.618 |
164.08 |
HIGH |
163.06 |
0.618 |
162.43 |
0.500 |
162.24 |
0.382 |
162.04 |
LOW |
161.41 |
0.618 |
160.39 |
1.000 |
159.76 |
1.618 |
158.74 |
2.618 |
157.09 |
4.250 |
154.40 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
162.24 |
162.10 |
PP |
162.16 |
162.07 |
S1 |
162.09 |
162.05 |
|