Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
161.06 |
160.12 |
-0.94 |
-0.6% |
161.86 |
High |
161.32 |
160.14 |
-1.18 |
-0.7% |
164.15 |
Low |
159.94 |
159.54 |
-0.40 |
-0.3% |
160.95 |
Close |
160.24 |
159.57 |
-0.67 |
-0.4% |
161.46 |
Range |
1.38 |
0.60 |
-0.78 |
-56.5% |
3.20 |
ATR |
0.99 |
0.97 |
-0.02 |
-2.1% |
0.00 |
Volume |
600,579 |
32,268 |
-568,311 |
-94.6% |
6,061,999 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.55 |
161.16 |
159.90 |
|
R3 |
160.95 |
160.56 |
159.74 |
|
R2 |
160.35 |
160.35 |
159.68 |
|
R1 |
159.96 |
159.96 |
159.63 |
159.86 |
PP |
159.75 |
159.75 |
159.75 |
159.70 |
S1 |
159.36 |
159.36 |
159.52 |
159.26 |
S2 |
159.15 |
159.15 |
159.46 |
|
S3 |
158.55 |
158.76 |
159.41 |
|
S4 |
157.95 |
158.16 |
159.24 |
|
|
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 |
161.83 |
159.54 |
2.29 |
1.4% |
0.87 |
0.5% |
1% |
False |
True |
971,573 |
10 |
164.15 |
159.31 |
4.84 |
3.0% |
1.19 |
0.7% |
5% |
False |
False |
1,137,101 |
20 |
164.15 |
157.61 |
6.54 |
4.1% |
0.94 |
0.6% |
30% |
False |
False |
1,007,658 |
40 |
164.15 |
157.43 |
6.72 |
4.2% |
0.73 |
0.5% |
32% |
False |
False |
841,313 |
60 |
164.15 |
156.91 |
7.24 |
4.5% |
0.64 |
0.4% |
37% |
False |
False |
784,107 |
80 |
164.15 |
154.77 |
9.38 |
5.9% |
0.64 |
0.4% |
51% |
False |
False |
669,993 |
100 |
164.15 |
154.62 |
9.53 |
6.0% |
0.64 |
0.4% |
52% |
False |
False |
537,467 |
120 |
164.15 |
154.62 |
9.53 |
6.0% |
0.61 |
0.4% |
52% |
False |
False |
448,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.69 |
2.618 |
161.71 |
1.618 |
161.11 |
1.000 |
160.74 |
0.618 |
160.51 |
HIGH |
160.14 |
0.618 |
159.91 |
0.500 |
159.84 |
0.382 |
159.77 |
LOW |
159.54 |
0.618 |
159.17 |
1.000 |
158.94 |
1.618 |
158.57 |
2.618 |
157.97 |
4.250 |
156.99 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
159.84 |
160.61 |
PP |
159.75 |
160.26 |
S1 |
159.66 |
159.92 |
|