Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
161.60 |
161.68 |
0.08 |
0.0% |
161.83 |
High |
162.15 |
161.75 |
-0.40 |
-0.2% |
164.19 |
Low |
160.82 |
160.89 |
0.07 |
0.0% |
160.82 |
Close |
162.08 |
161.39 |
-0.69 |
-0.4% |
161.39 |
Range |
1.33 |
0.86 |
-0.47 |
-35.3% |
3.37 |
ATR |
0.96 |
0.97 |
0.02 |
1.8% |
0.00 |
Volume |
451,059 |
1,202,735 |
751,676 |
166.6% |
2,379,247 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.92 |
163.52 |
161.86 |
|
R3 |
163.06 |
162.66 |
161.63 |
|
R2 |
162.20 |
162.20 |
161.55 |
|
R1 |
161.80 |
161.80 |
161.47 |
161.57 |
PP |
161.34 |
161.34 |
161.34 |
161.23 |
S1 |
160.94 |
160.94 |
161.31 |
160.71 |
S2 |
160.48 |
160.48 |
161.23 |
|
S3 |
159.62 |
160.08 |
161.15 |
|
S4 |
158.76 |
159.22 |
160.92 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.24 |
170.19 |
163.24 |
|
R3 |
168.87 |
166.82 |
162.32 |
|
R2 |
165.50 |
165.50 |
162.01 |
|
R1 |
163.45 |
163.45 |
161.70 |
162.79 |
PP |
162.13 |
162.13 |
162.13 |
161.81 |
S1 |
160.08 |
160.08 |
161.08 |
159.42 |
S2 |
158.76 |
158.76 |
160.77 |
|
S3 |
155.39 |
156.71 |
160.46 |
|
S4 |
152.02 |
153.34 |
159.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.19 |
159.94 |
4.25 |
2.6% |
1.54 |
1.0% |
34% |
False |
False |
496,419 |
10 |
164.19 |
157.64 |
6.55 |
4.1% |
1.20 |
0.7% |
57% |
False |
False |
275,109 |
20 |
164.19 |
157.37 |
6.82 |
4.2% |
0.82 |
0.5% |
59% |
False |
False |
146,888 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.64 |
0.4% |
60% |
False |
False |
78,856 |
60 |
164.19 |
155.74 |
8.45 |
5.2% |
0.52 |
0.3% |
67% |
False |
False |
52,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.41 |
2.618 |
164.00 |
1.618 |
163.14 |
1.000 |
162.61 |
0.618 |
162.28 |
HIGH |
161.75 |
0.618 |
161.42 |
0.500 |
161.32 |
0.382 |
161.22 |
LOW |
160.89 |
0.618 |
160.36 |
1.000 |
160.03 |
1.618 |
159.50 |
2.618 |
158.64 |
4.250 |
157.24 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
161.37 |
161.93 |
PP |
161.34 |
161.75 |
S1 |
161.32 |
161.57 |
|