Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 11-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
160.23 |
160.22 |
-0.01 |
0.0% |
161.16 |
High |
161.13 |
160.22 |
-0.91 |
-0.6% |
161.66 |
Low |
160.18 |
159.55 |
-0.63 |
-0.4% |
159.39 |
Close |
160.40 |
159.74 |
-0.66 |
-0.4% |
160.40 |
Range |
0.95 |
0.67 |
-0.28 |
-29.5% |
2.27 |
ATR |
1.04 |
1.03 |
-0.01 |
-1.3% |
0.00 |
Volume |
623,118 |
634,990 |
11,872 |
1.9% |
5,584,793 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.85 |
161.46 |
160.11 |
|
R3 |
161.18 |
160.79 |
159.92 |
|
R2 |
160.51 |
160.51 |
159.86 |
|
R1 |
160.12 |
160.12 |
159.80 |
159.98 |
PP |
159.84 |
159.84 |
159.84 |
159.77 |
S1 |
159.45 |
159.45 |
159.68 |
159.31 |
S2 |
159.17 |
159.17 |
159.62 |
|
S3 |
158.50 |
158.78 |
159.56 |
|
S4 |
157.83 |
158.11 |
159.37 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.29 |
166.12 |
161.65 |
|
R3 |
165.02 |
163.85 |
161.02 |
|
R2 |
162.75 |
162.75 |
160.82 |
|
R1 |
161.58 |
161.58 |
160.61 |
161.03 |
PP |
160.48 |
160.48 |
160.48 |
160.21 |
S1 |
159.31 |
159.31 |
160.19 |
158.76 |
S2 |
158.21 |
158.21 |
159.98 |
|
S3 |
155.94 |
157.04 |
159.78 |
|
S4 |
153.67 |
154.77 |
159.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.66 |
159.39 |
2.27 |
1.4% |
1.03 |
0.6% |
15% |
False |
False |
949,253 |
10 |
164.19 |
159.39 |
4.80 |
3.0% |
1.22 |
0.8% |
7% |
False |
False |
859,903 |
20 |
164.19 |
157.37 |
6.82 |
4.3% |
1.01 |
0.6% |
35% |
False |
False |
454,276 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.73 |
0.5% |
37% |
False |
False |
234,150 |
60 |
164.19 |
157.00 |
7.19 |
4.5% |
0.59 |
0.4% |
38% |
False |
False |
156,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.07 |
2.618 |
161.97 |
1.618 |
161.30 |
1.000 |
160.89 |
0.618 |
160.63 |
HIGH |
160.22 |
0.618 |
159.96 |
0.500 |
159.89 |
0.382 |
159.81 |
LOW |
159.55 |
0.618 |
159.14 |
1.000 |
158.88 |
1.618 |
158.47 |
2.618 |
157.80 |
4.250 |
156.70 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
159.89 |
160.26 |
PP |
159.84 |
160.09 |
S1 |
159.79 |
159.91 |
|