Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 04-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
161.67 |
161.24 |
-0.43 |
-0.3% |
161.86 |
High |
161.83 |
161.42 |
-0.41 |
-0.3% |
164.15 |
Low |
160.99 |
160.78 |
-0.21 |
-0.1% |
160.95 |
Close |
161.46 |
160.89 |
-0.57 |
-0.4% |
161.46 |
Range |
0.84 |
0.64 |
-0.20 |
-23.8% |
3.20 |
ATR |
0.98 |
0.95 |
-0.02 |
-2.2% |
0.00 |
Volume |
1,738,616 |
1,885,827 |
147,211 |
8.5% |
6,061,999 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.95 |
162.56 |
161.24 |
|
R3 |
162.31 |
161.92 |
161.07 |
|
R2 |
161.67 |
161.67 |
161.01 |
|
R1 |
161.28 |
161.28 |
160.95 |
161.16 |
PP |
161.03 |
161.03 |
161.03 |
160.97 |
S1 |
160.64 |
160.64 |
160.83 |
160.52 |
S2 |
160.39 |
160.39 |
160.77 |
|
S3 |
159.75 |
160.00 |
160.71 |
|
S4 |
159.11 |
159.36 |
160.54 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.79 |
169.82 |
163.22 |
|
R3 |
168.59 |
166.62 |
162.34 |
|
R2 |
165.39 |
165.39 |
162.05 |
|
R1 |
163.42 |
163.42 |
161.75 |
162.81 |
PP |
162.19 |
162.19 |
162.19 |
161.88 |
S1 |
160.22 |
160.22 |
161.17 |
159.61 |
S2 |
158.99 |
158.99 |
160.87 |
|
S3 |
155.79 |
157.02 |
160.58 |
|
S4 |
152.59 |
153.82 |
159.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.15 |
160.78 |
3.37 |
2.1% |
1.35 |
0.8% |
3% |
False |
True |
1,589,565 |
10 |
164.15 |
158.61 |
5.54 |
3.4% |
1.14 |
0.7% |
41% |
False |
False |
1,334,758 |
20 |
164.15 |
157.61 |
6.54 |
4.1% |
0.86 |
0.5% |
50% |
False |
False |
1,031,237 |
40 |
164.15 |
157.43 |
6.72 |
4.2% |
0.69 |
0.4% |
51% |
False |
False |
862,350 |
60 |
164.15 |
156.22 |
7.93 |
4.9% |
0.63 |
0.4% |
59% |
False |
False |
793,266 |
80 |
164.15 |
154.62 |
9.53 |
5.9% |
0.64 |
0.4% |
66% |
False |
False |
654,818 |
100 |
164.15 |
154.62 |
9.53 |
5.9% |
0.63 |
0.4% |
66% |
False |
False |
525,255 |
120 |
164.15 |
154.62 |
9.53 |
5.9% |
0.58 |
0.4% |
66% |
False |
False |
437,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.14 |
2.618 |
163.10 |
1.618 |
162.46 |
1.000 |
162.06 |
0.618 |
161.82 |
HIGH |
161.42 |
0.618 |
161.18 |
0.500 |
161.10 |
0.382 |
161.02 |
LOW |
160.78 |
0.618 |
160.38 |
1.000 |
160.14 |
1.618 |
159.74 |
2.618 |
159.10 |
4.250 |
158.06 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
161.10 |
161.51 |
PP |
161.03 |
161.30 |
S1 |
160.96 |
161.10 |
|