Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
159.80 |
160.00 |
0.20 |
0.1% |
161.16 |
High |
160.22 |
160.85 |
0.63 |
0.4% |
161.66 |
Low |
159.63 |
159.45 |
-0.18 |
-0.1% |
159.39 |
Close |
160.07 |
160.71 |
0.64 |
0.4% |
160.40 |
Range |
0.59 |
1.40 |
0.81 |
137.3% |
2.27 |
ATR |
0.97 |
1.00 |
0.03 |
3.2% |
0.00 |
Volume |
953,585 |
792,238 |
-161,347 |
-16.9% |
5,584,793 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.54 |
164.02 |
161.48 |
|
R3 |
163.14 |
162.62 |
161.10 |
|
R2 |
161.74 |
161.74 |
160.97 |
|
R1 |
161.22 |
161.22 |
160.84 |
161.48 |
PP |
160.34 |
160.34 |
160.34 |
160.47 |
S1 |
159.82 |
159.82 |
160.58 |
160.08 |
S2 |
158.94 |
158.94 |
160.45 |
|
S3 |
157.54 |
158.42 |
160.33 |
|
S4 |
156.14 |
157.02 |
159.94 |
|
|
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 |
161.13 |
159.37 |
1.76 |
1.1% |
0.83 |
0.5% |
76% |
False |
False |
724,877 |
10 |
161.75 |
159.37 |
2.38 |
1.5% |
0.92 |
0.6% |
56% |
False |
False |
978,879 |
20 |
164.19 |
157.53 |
6.66 |
4.1% |
1.05 |
0.7% |
48% |
False |
False |
567,855 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.77 |
0.5% |
51% |
False |
False |
293,202 |
60 |
164.19 |
157.14 |
7.05 |
4.4% |
0.61 |
0.4% |
51% |
False |
False |
195,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.80 |
2.618 |
164.52 |
1.618 |
163.12 |
1.000 |
162.25 |
0.618 |
161.72 |
HIGH |
160.85 |
0.618 |
160.32 |
0.500 |
160.15 |
0.382 |
159.98 |
LOW |
159.45 |
0.618 |
158.58 |
1.000 |
158.05 |
1.618 |
157.18 |
2.618 |
155.78 |
4.250 |
153.50 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
160.52 |
160.51 |
PP |
160.34 |
160.31 |
S1 |
160.15 |
160.11 |
|