Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 20-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
161.49 |
161.43 |
-0.06 |
0.0% |
160.22 |
High |
161.86 |
161.69 |
-0.17 |
-0.1% |
161.52 |
Low |
161.46 |
161.31 |
-0.15 |
-0.1% |
159.37 |
Close |
161.53 |
161.51 |
-0.02 |
0.0% |
161.16 |
Range |
0.40 |
0.38 |
-0.02 |
-5.0% |
2.15 |
ATR |
0.92 |
0.89 |
-0.04 |
-4.2% |
0.00 |
Volume |
521,727 |
977,018 |
455,291 |
87.3% |
3,457,498 |
|
Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.64 |
162.46 |
161.72 |
|
R3 |
162.26 |
162.08 |
161.61 |
|
R2 |
161.88 |
161.88 |
161.58 |
|
R1 |
161.70 |
161.70 |
161.54 |
161.79 |
PP |
161.50 |
161.50 |
161.50 |
161.55 |
S1 |
161.32 |
161.32 |
161.48 |
161.41 |
S2 |
161.12 |
161.12 |
161.44 |
|
S3 |
160.74 |
160.94 |
161.41 |
|
S4 |
160.36 |
160.56 |
161.30 |
|
|
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 |
161.86 |
159.45 |
2.41 |
1.5% |
0.67 |
0.4% |
85% |
False |
False |
693,743 |
10 |
161.86 |
159.37 |
2.49 |
1.5% |
0.72 |
0.4% |
86% |
False |
False |
726,082 |
20 |
164.19 |
158.89 |
5.30 |
3.3% |
0.99 |
0.6% |
49% |
False |
False |
694,618 |
40 |
164.19 |
157.14 |
7.05 |
4.4% |
0.76 |
0.5% |
62% |
False |
False |
357,570 |
60 |
164.19 |
157.14 |
7.05 |
4.4% |
0.63 |
0.4% |
62% |
False |
False |
240,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.31 |
2.618 |
162.68 |
1.618 |
162.30 |
1.000 |
162.07 |
0.618 |
161.92 |
HIGH |
161.69 |
0.618 |
161.54 |
0.500 |
161.50 |
0.382 |
161.46 |
LOW |
161.31 |
0.618 |
161.08 |
1.000 |
160.93 |
1.618 |
160.70 |
2.618 |
160.32 |
4.250 |
159.70 |
|
|
Fisher Pivots for day following 20-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
161.51 |
161.49 |
PP |
161.50 |
161.46 |
S1 |
161.50 |
161.44 |
|