Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 31-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
Open |
163.03 |
161.60 |
-1.43 |
-0.9% |
158.46 |
High |
163.03 |
162.15 |
-0.88 |
-0.5% |
161.24 |
Low |
161.28 |
160.82 |
-0.46 |
-0.3% |
158.46 |
Close |
161.90 |
162.08 |
0.18 |
0.1% |
160.91 |
Range |
1.75 |
1.33 |
-0.42 |
-24.0% |
2.78 |
ATR |
0.93 |
0.96 |
0.03 |
3.1% |
0.00 |
Volume |
357,396 |
451,059 |
93,663 |
26.2% |
348,860 |
|
Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.67 |
165.21 |
162.81 |
|
R3 |
164.34 |
163.88 |
162.45 |
|
R2 |
163.01 |
163.01 |
162.32 |
|
R1 |
162.55 |
162.55 |
162.20 |
162.78 |
PP |
161.68 |
161.68 |
161.68 |
161.80 |
S1 |
161.22 |
161.22 |
161.96 |
161.45 |
S2 |
160.35 |
160.35 |
161.84 |
|
S3 |
159.02 |
159.89 |
161.71 |
|
S4 |
157.69 |
158.56 |
161.35 |
|
|
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 |
159.15 |
5.04 |
3.1% |
1.57 |
1.0% |
58% |
False |
False |
276,194 |
10 |
164.19 |
157.53 |
6.66 |
4.1% |
1.17 |
0.7% |
68% |
False |
False |
156,831 |
20 |
164.19 |
157.37 |
6.82 |
4.2% |
0.83 |
0.5% |
69% |
False |
False |
88,529 |
40 |
164.19 |
157.14 |
7.05 |
4.3% |
0.62 |
0.4% |
70% |
False |
False |
48,794 |
60 |
164.19 |
155.74 |
8.45 |
5.2% |
0.52 |
0.3% |
75% |
False |
False |
32,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.80 |
2.618 |
165.63 |
1.618 |
164.30 |
1.000 |
163.48 |
0.618 |
162.97 |
HIGH |
162.15 |
0.618 |
161.64 |
0.500 |
161.49 |
0.382 |
161.33 |
LOW |
160.82 |
0.618 |
160.00 |
1.000 |
159.49 |
1.618 |
158.67 |
2.618 |
157.34 |
4.250 |
155.17 |
|
|
Fisher Pivots for day following 31-May-2018 |
Pivot |
1 day |
3 day |
R1 |
161.88 |
162.51 |
PP |
161.68 |
162.36 |
S1 |
161.49 |
162.22 |
|