Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 06-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
160.82 |
161.06 |
0.24 |
0.1% |
161.86 |
High |
161.68 |
161.32 |
-0.36 |
-0.2% |
164.15 |
Low |
160.81 |
159.94 |
-0.87 |
-0.5% |
160.95 |
Close |
161.46 |
160.24 |
-1.22 |
-0.8% |
161.46 |
Range |
0.87 |
1.38 |
0.51 |
58.6% |
3.20 |
ATR |
0.95 |
0.99 |
0.04 |
4.3% |
0.00 |
Volume |
600,579 |
600,579 |
0 |
0.0% |
6,061,999 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.64 |
163.82 |
161.00 |
|
R3 |
163.26 |
162.44 |
160.62 |
|
R2 |
161.88 |
161.88 |
160.49 |
|
R1 |
161.06 |
161.06 |
160.37 |
160.78 |
PP |
160.50 |
160.50 |
160.50 |
160.36 |
S1 |
159.68 |
159.68 |
160.11 |
159.40 |
S2 |
159.12 |
159.12 |
159.99 |
|
S3 |
157.74 |
158.30 |
159.86 |
|
S4 |
156.36 |
156.92 |
159.48 |
|
|
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 |
162.23 |
159.94 |
2.29 |
1.4% |
1.00 |
0.6% |
13% |
False |
True |
1,210,242 |
10 |
164.15 |
159.03 |
5.12 |
3.2% |
1.21 |
0.8% |
24% |
False |
False |
1,239,505 |
20 |
164.15 |
157.61 |
6.54 |
4.1% |
0.93 |
0.6% |
40% |
False |
False |
1,034,679 |
40 |
164.15 |
157.43 |
6.72 |
4.2% |
0.73 |
0.5% |
42% |
False |
False |
857,144 |
60 |
164.15 |
156.88 |
7.27 |
4.5% |
0.64 |
0.4% |
46% |
False |
False |
790,906 |
80 |
164.15 |
154.77 |
9.38 |
5.9% |
0.64 |
0.4% |
58% |
False |
False |
669,739 |
100 |
164.15 |
154.62 |
9.53 |
5.9% |
0.64 |
0.4% |
59% |
False |
False |
537,160 |
120 |
164.15 |
154.62 |
9.53 |
5.9% |
0.60 |
0.4% |
59% |
False |
False |
447,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.19 |
2.618 |
164.93 |
1.618 |
163.55 |
1.000 |
162.70 |
0.618 |
162.17 |
HIGH |
161.32 |
0.618 |
160.79 |
0.500 |
160.63 |
0.382 |
160.47 |
LOW |
159.94 |
0.618 |
159.09 |
1.000 |
158.56 |
1.618 |
157.71 |
2.618 |
156.33 |
4.250 |
154.08 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
160.63 |
160.81 |
PP |
160.50 |
160.62 |
S1 |
160.37 |
160.43 |
|