Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 05-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
161.24 |
160.82 |
-0.42 |
-0.3% |
161.86 |
High |
161.42 |
161.68 |
0.26 |
0.2% |
164.15 |
Low |
160.78 |
160.81 |
0.03 |
0.0% |
160.95 |
Close |
160.89 |
161.46 |
0.57 |
0.4% |
161.46 |
Range |
0.64 |
0.87 |
0.23 |
35.9% |
3.20 |
ATR |
0.95 |
0.95 |
-0.01 |
-0.6% |
0.00 |
Volume |
1,885,827 |
600,579 |
-1,285,248 |
-68.2% |
6,061,999 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.93 |
163.56 |
161.94 |
|
R3 |
163.06 |
162.69 |
161.70 |
|
R2 |
162.19 |
162.19 |
161.62 |
|
R1 |
161.82 |
161.82 |
161.54 |
162.01 |
PP |
161.32 |
161.32 |
161.32 |
161.41 |
S1 |
160.95 |
160.95 |
161.38 |
161.14 |
S2 |
160.45 |
160.45 |
161.30 |
|
S3 |
159.58 |
160.08 |
161.22 |
|
S4 |
158.71 |
159.21 |
160.98 |
|
|
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 |
163.06 |
160.78 |
2.28 |
1.4% |
1.06 |
0.7% |
30% |
False |
False |
1,383,764 |
10 |
164.15 |
158.74 |
5.41 |
3.4% |
1.14 |
0.7% |
50% |
False |
False |
1,298,965 |
20 |
164.15 |
157.61 |
6.54 |
4.1% |
0.89 |
0.6% |
59% |
False |
False |
1,033,914 |
40 |
164.15 |
157.43 |
6.72 |
4.2% |
0.70 |
0.4% |
60% |
False |
False |
864,061 |
60 |
164.15 |
156.22 |
7.93 |
4.9% |
0.64 |
0.4% |
66% |
False |
False |
789,694 |
80 |
164.15 |
154.62 |
9.53 |
5.9% |
0.64 |
0.4% |
72% |
False |
False |
662,258 |
100 |
164.15 |
154.62 |
9.53 |
5.9% |
0.64 |
0.4% |
72% |
False |
False |
531,167 |
120 |
164.15 |
154.62 |
9.53 |
5.9% |
0.59 |
0.4% |
72% |
False |
False |
442,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.38 |
2.618 |
163.96 |
1.618 |
163.09 |
1.000 |
162.55 |
0.618 |
162.22 |
HIGH |
161.68 |
0.618 |
161.35 |
0.500 |
161.25 |
0.382 |
161.14 |
LOW |
160.81 |
0.618 |
160.27 |
1.000 |
159.94 |
1.618 |
159.40 |
2.618 |
158.53 |
4.250 |
157.11 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
161.39 |
161.41 |
PP |
161.32 |
161.36 |
S1 |
161.25 |
161.31 |
|