Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 30-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
Open |
161.83 |
163.03 |
1.20 |
0.7% |
158.46 |
High |
164.19 |
163.03 |
-1.16 |
-0.7% |
161.24 |
Low |
161.73 |
161.28 |
-0.45 |
-0.3% |
158.46 |
Close |
162.75 |
161.90 |
-0.85 |
-0.5% |
160.91 |
Range |
2.46 |
1.75 |
-0.71 |
-28.9% |
2.78 |
ATR |
0.86 |
0.93 |
0.06 |
7.3% |
0.00 |
Volume |
368,057 |
357,396 |
-10,661 |
-2.9% |
348,860 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.32 |
166.36 |
162.86 |
|
R3 |
165.57 |
164.61 |
162.38 |
|
R2 |
163.82 |
163.82 |
162.22 |
|
R1 |
162.86 |
162.86 |
162.06 |
162.47 |
PP |
162.07 |
162.07 |
162.07 |
161.87 |
S1 |
161.11 |
161.11 |
161.74 |
160.72 |
S2 |
160.32 |
160.32 |
161.58 |
|
S3 |
158.57 |
159.36 |
161.42 |
|
S4 |
156.82 |
157.61 |
160.94 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.54 |
167.51 |
162.44 |
|
R3 |
165.76 |
164.73 |
161.67 |
|
R2 |
162.98 |
162.98 |
161.42 |
|
R1 |
161.95 |
161.95 |
161.16 |
162.47 |
PP |
160.20 |
160.20 |
160.20 |
160.46 |
S1 |
159.17 |
159.17 |
160.66 |
159.69 |
S2 |
157.42 |
157.42 |
160.40 |
|
S3 |
154.64 |
156.39 |
160.15 |
|
S4 |
151.86 |
153.61 |
159.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.19 |
158.89 |
5.30 |
3.3% |
1.47 |
0.9% |
57% |
False |
False |
195,208 |
10 |
164.19 |
157.53 |
6.66 |
4.1% |
1.10 |
0.7% |
66% |
False |
False |
116,306 |
20 |
164.19 |
157.37 |
6.82 |
4.2% |
0.78 |
0.5% |
66% |
False |
False |
67,167 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.59 |
0.4% |
68% |
False |
False |
37,519 |
60 |
164.19 |
155.74 |
8.45 |
5.2% |
0.50 |
0.3% |
73% |
False |
False |
25,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.47 |
2.618 |
167.61 |
1.618 |
165.86 |
1.000 |
164.78 |
0.618 |
164.11 |
HIGH |
163.03 |
0.618 |
162.36 |
0.500 |
162.16 |
0.382 |
161.95 |
LOW |
161.28 |
0.618 |
160.20 |
1.000 |
159.53 |
1.618 |
158.45 |
2.618 |
156.70 |
4.250 |
153.84 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
162.16 |
162.07 |
PP |
162.07 |
162.01 |
S1 |
161.99 |
161.96 |
|