Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 15-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
160.00 |
160.88 |
0.88 |
0.6% |
160.22 |
High |
160.85 |
161.52 |
0.67 |
0.4% |
161.52 |
Low |
159.45 |
160.75 |
1.30 |
0.8% |
159.37 |
Close |
160.71 |
161.16 |
0.45 |
0.3% |
161.16 |
Range |
1.40 |
0.77 |
-0.63 |
-45.0% |
2.15 |
ATR |
1.00 |
0.98 |
-0.01 |
-1.3% |
0.00 |
Volume |
792,238 |
456,231 |
-336,007 |
-42.4% |
3,457,498 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.45 |
163.08 |
161.58 |
|
R3 |
162.68 |
162.31 |
161.37 |
|
R2 |
161.91 |
161.91 |
161.30 |
|
R1 |
161.54 |
161.54 |
161.23 |
161.73 |
PP |
161.14 |
161.14 |
161.14 |
161.24 |
S1 |
160.77 |
160.77 |
161.09 |
160.96 |
S2 |
160.37 |
160.37 |
161.02 |
|
S3 |
159.60 |
160.00 |
160.95 |
|
S4 |
158.83 |
159.23 |
160.74 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.13 |
166.30 |
162.34 |
|
R3 |
164.98 |
164.15 |
161.75 |
|
R2 |
162.83 |
162.83 |
161.55 |
|
R1 |
162.00 |
162.00 |
161.36 |
162.42 |
PP |
160.68 |
160.68 |
160.68 |
160.89 |
S1 |
159.85 |
159.85 |
160.96 |
160.27 |
S2 |
158.53 |
158.53 |
160.77 |
|
S3 |
156.38 |
157.70 |
160.57 |
|
S4 |
154.23 |
155.55 |
159.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.52 |
159.37 |
2.15 |
1.3% |
0.80 |
0.5% |
83% |
True |
False |
691,499 |
10 |
161.66 |
159.37 |
2.29 |
1.4% |
0.91 |
0.6% |
78% |
False |
False |
904,229 |
20 |
164.19 |
157.64 |
6.55 |
4.1% |
1.06 |
0.7% |
54% |
False |
False |
589,669 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.77 |
0.5% |
57% |
False |
False |
304,415 |
60 |
164.19 |
157.14 |
7.05 |
4.4% |
0.62 |
0.4% |
57% |
False |
False |
203,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.79 |
2.618 |
163.54 |
1.618 |
162.77 |
1.000 |
162.29 |
0.618 |
162.00 |
HIGH |
161.52 |
0.618 |
161.23 |
0.500 |
161.14 |
0.382 |
161.04 |
LOW |
160.75 |
0.618 |
160.27 |
1.000 |
159.98 |
1.618 |
159.50 |
2.618 |
158.73 |
4.250 |
157.48 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
161.15 |
160.94 |
PP |
161.14 |
160.71 |
S1 |
161.14 |
160.49 |
|