Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 04-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
161.68 |
161.16 |
-0.52 |
-0.3% |
161.83 |
High |
161.75 |
161.32 |
-0.43 |
-0.3% |
164.19 |
Low |
160.89 |
160.68 |
-0.21 |
-0.1% |
160.82 |
Close |
161.39 |
160.81 |
-0.58 |
-0.4% |
161.39 |
Range |
0.86 |
0.64 |
-0.22 |
-25.6% |
3.37 |
ATR |
0.97 |
0.95 |
-0.02 |
-1.9% |
0.00 |
Volume |
1,202,735 |
1,473,517 |
270,782 |
22.5% |
2,379,247 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.86 |
162.47 |
161.16 |
|
R3 |
162.22 |
161.83 |
160.99 |
|
R2 |
161.58 |
161.58 |
160.93 |
|
R1 |
161.19 |
161.19 |
160.87 |
161.07 |
PP |
160.94 |
160.94 |
160.94 |
160.87 |
S1 |
160.55 |
160.55 |
160.75 |
160.43 |
S2 |
160.30 |
160.30 |
160.69 |
|
S3 |
159.66 |
159.91 |
160.63 |
|
S4 |
159.02 |
159.27 |
160.46 |
|
|
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 |
160.68 |
3.51 |
2.2% |
1.41 |
0.9% |
4% |
False |
True |
770,552 |
10 |
164.19 |
158.46 |
5.73 |
3.6% |
1.17 |
0.7% |
41% |
False |
False |
420,162 |
20 |
164.19 |
157.37 |
6.82 |
4.2% |
0.84 |
0.5% |
50% |
False |
False |
220,436 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.64 |
0.4% |
52% |
False |
False |
115,687 |
60 |
164.19 |
156.10 |
8.09 |
5.0% |
0.52 |
0.3% |
58% |
False |
False |
77,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.04 |
2.618 |
163.00 |
1.618 |
162.36 |
1.000 |
161.96 |
0.618 |
161.72 |
HIGH |
161.32 |
0.618 |
161.08 |
0.500 |
161.00 |
0.382 |
160.92 |
LOW |
160.68 |
0.618 |
160.28 |
1.000 |
160.04 |
1.618 |
159.64 |
2.618 |
159.00 |
4.250 |
157.96 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
161.00 |
161.42 |
PP |
160.94 |
161.21 |
S1 |
160.87 |
161.01 |
|