Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
160.22 |
159.84 |
-0.38 |
-0.2% |
161.16 |
High |
160.22 |
159.92 |
-0.30 |
-0.2% |
161.66 |
Low |
159.55 |
159.37 |
-0.18 |
-0.1% |
159.39 |
Close |
159.74 |
159.85 |
0.11 |
0.1% |
160.40 |
Range |
0.67 |
0.55 |
-0.12 |
-17.9% |
2.27 |
ATR |
1.03 |
1.00 |
-0.03 |
-3.3% |
0.00 |
Volume |
634,990 |
620,454 |
-14,536 |
-2.3% |
5,584,793 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.36 |
161.16 |
160.15 |
|
R3 |
160.81 |
160.61 |
160.00 |
|
R2 |
160.26 |
160.26 |
159.95 |
|
R1 |
160.06 |
160.06 |
159.90 |
160.16 |
PP |
159.71 |
159.71 |
159.71 |
159.77 |
S1 |
159.51 |
159.51 |
159.80 |
159.61 |
S2 |
159.16 |
159.16 |
159.75 |
|
S3 |
158.61 |
158.96 |
159.70 |
|
S4 |
158.06 |
158.41 |
159.55 |
|
|
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 |
161.31 |
159.37 |
1.94 |
1.2% |
0.95 |
0.6% |
25% |
False |
True |
768,545 |
10 |
163.03 |
159.37 |
3.66 |
2.3% |
1.03 |
0.6% |
13% |
False |
True |
885,142 |
20 |
164.19 |
157.37 |
6.82 |
4.3% |
1.00 |
0.6% |
36% |
False |
False |
484,041 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.74 |
0.5% |
38% |
False |
False |
249,657 |
60 |
164.19 |
157.14 |
7.05 |
4.4% |
0.59 |
0.4% |
38% |
False |
False |
166,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.26 |
2.618 |
161.36 |
1.618 |
160.81 |
1.000 |
160.47 |
0.618 |
160.26 |
HIGH |
159.92 |
0.618 |
159.71 |
0.500 |
159.65 |
0.382 |
159.58 |
LOW |
159.37 |
0.618 |
159.03 |
1.000 |
158.82 |
1.618 |
158.48 |
2.618 |
157.93 |
4.250 |
157.03 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
159.78 |
160.25 |
PP |
159.71 |
160.12 |
S1 |
159.65 |
159.98 |
|