Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
161.43 |
161.31 |
-0.12 |
-0.1% |
160.22 |
High |
161.69 |
162.35 |
0.66 |
0.4% |
161.52 |
Low |
161.31 |
161.26 |
-0.05 |
0.0% |
159.37 |
Close |
161.51 |
162.15 |
0.64 |
0.4% |
161.16 |
Range |
0.38 |
1.09 |
0.71 |
186.8% |
2.15 |
ATR |
0.89 |
0.90 |
0.01 |
1.6% |
0.00 |
Volume |
977,018 |
536,054 |
-440,964 |
-45.1% |
3,457,498 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.19 |
164.76 |
162.75 |
|
R3 |
164.10 |
163.67 |
162.45 |
|
R2 |
163.01 |
163.01 |
162.35 |
|
R1 |
162.58 |
162.58 |
162.25 |
162.80 |
PP |
161.92 |
161.92 |
161.92 |
162.03 |
S1 |
161.49 |
161.49 |
162.05 |
161.71 |
S2 |
160.83 |
160.83 |
161.95 |
|
S3 |
159.74 |
160.40 |
161.85 |
|
S4 |
158.65 |
159.31 |
161.55 |
|
|
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 |
162.35 |
160.75 |
1.60 |
1.0% |
0.61 |
0.4% |
88% |
True |
False |
642,506 |
10 |
162.35 |
159.37 |
2.98 |
1.8% |
0.72 |
0.4% |
93% |
True |
False |
683,691 |
20 |
164.19 |
159.15 |
5.04 |
3.1% |
1.00 |
0.6% |
60% |
False |
False |
719,114 |
40 |
164.19 |
157.17 |
7.02 |
4.3% |
0.77 |
0.5% |
71% |
False |
False |
370,767 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.64 |
0.4% |
71% |
False |
False |
249,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.98 |
2.618 |
165.20 |
1.618 |
164.11 |
1.000 |
163.44 |
0.618 |
163.02 |
HIGH |
162.35 |
0.618 |
161.93 |
0.500 |
161.81 |
0.382 |
161.68 |
LOW |
161.26 |
0.618 |
160.59 |
1.000 |
160.17 |
1.618 |
159.50 |
2.618 |
158.41 |
4.250 |
156.63 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
162.04 |
162.04 |
PP |
161.92 |
161.92 |
S1 |
161.81 |
161.81 |
|