Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 31-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
Open |
163.04 |
161.75 |
-1.29 |
-0.8% |
158.64 |
High |
163.06 |
162.23 |
-0.83 |
-0.5% |
161.34 |
Low |
161.41 |
160.95 |
-0.46 |
-0.3% |
158.61 |
Close |
162.02 |
162.14 |
0.12 |
0.1% |
161.02 |
Range |
1.65 |
1.28 |
-0.37 |
-22.4% |
2.73 |
ATR |
0.94 |
0.96 |
0.02 |
2.6% |
0.00 |
Volume |
1,468,191 |
1,225,610 |
-242,581 |
-16.5% |
5,399,760 |
|
Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.61 |
165.16 |
162.84 |
|
R3 |
164.33 |
163.88 |
162.49 |
|
R2 |
163.05 |
163.05 |
162.37 |
|
R1 |
162.60 |
162.60 |
162.26 |
162.83 |
PP |
161.77 |
161.77 |
161.77 |
161.89 |
S1 |
161.32 |
161.32 |
162.02 |
161.55 |
S2 |
160.49 |
160.49 |
161.91 |
|
S3 |
159.21 |
160.04 |
161.79 |
|
S4 |
157.93 |
158.76 |
161.44 |
|
|
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 |
159.31 |
4.84 |
3.0% |
1.51 |
0.9% |
58% |
False |
False |
1,302,628 |
10 |
164.15 |
157.73 |
6.42 |
4.0% |
1.16 |
0.7% |
69% |
False |
False |
1,130,411 |
20 |
164.15 |
157.61 |
6.54 |
4.0% |
0.85 |
0.5% |
69% |
False |
False |
894,059 |
40 |
164.15 |
157.43 |
6.72 |
4.1% |
0.67 |
0.4% |
70% |
False |
False |
803,031 |
60 |
164.15 |
156.22 |
7.93 |
4.9% |
0.63 |
0.4% |
75% |
False |
False |
771,593 |
80 |
164.15 |
154.62 |
9.53 |
5.9% |
0.65 |
0.4% |
79% |
False |
False |
609,672 |
100 |
164.15 |
154.62 |
9.53 |
5.9% |
0.63 |
0.4% |
79% |
False |
False |
489,051 |
120 |
164.15 |
154.62 |
9.53 |
5.9% |
0.58 |
0.4% |
79% |
False |
False |
407,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.67 |
2.618 |
165.58 |
1.618 |
164.30 |
1.000 |
163.51 |
0.618 |
163.02 |
HIGH |
162.23 |
0.618 |
161.74 |
0.500 |
161.59 |
0.382 |
161.44 |
LOW |
160.95 |
0.618 |
160.16 |
1.000 |
159.67 |
1.618 |
158.88 |
2.618 |
157.60 |
4.250 |
155.51 |
|
|
Fisher Pivots for day following 31-May-2018 |
Pivot |
1 day |
3 day |
R1 |
161.96 |
162.55 |
PP |
161.77 |
162.41 |
S1 |
161.59 |
162.28 |
|