Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 25-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
162.15 |
162.34 |
0.19 |
0.1% |
161.17 |
High |
162.24 |
162.57 |
0.33 |
0.2% |
162.35 |
Low |
161.80 |
162.01 |
0.21 |
0.1% |
161.02 |
Close |
162.10 |
162.23 |
0.13 |
0.1% |
162.10 |
Range |
0.44 |
0.56 |
0.12 |
27.3% |
1.33 |
ATR |
0.87 |
0.85 |
-0.02 |
-2.5% |
0.00 |
Volume |
510,179 |
598,315 |
88,136 |
17.3% |
3,266,479 |
|
Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.95 |
163.65 |
162.54 |
|
R3 |
163.39 |
163.09 |
162.38 |
|
R2 |
162.83 |
162.83 |
162.33 |
|
R1 |
162.53 |
162.53 |
162.28 |
162.40 |
PP |
162.27 |
162.27 |
162.27 |
162.21 |
S1 |
161.97 |
161.97 |
162.18 |
161.84 |
S2 |
161.71 |
161.71 |
162.13 |
|
S3 |
161.15 |
161.41 |
162.08 |
|
S4 |
160.59 |
160.85 |
161.92 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.81 |
165.29 |
162.83 |
|
R3 |
164.48 |
163.96 |
162.47 |
|
R2 |
163.15 |
163.15 |
162.34 |
|
R1 |
162.63 |
162.63 |
162.22 |
162.89 |
PP |
161.82 |
161.82 |
161.82 |
161.96 |
S1 |
161.30 |
161.30 |
161.98 |
161.56 |
S2 |
160.49 |
160.49 |
161.86 |
|
S3 |
159.16 |
159.97 |
161.73 |
|
S4 |
157.83 |
158.64 |
161.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.57 |
161.26 |
1.31 |
0.8% |
0.57 |
0.4% |
74% |
True |
False |
628,658 |
10 |
162.57 |
159.37 |
3.20 |
2.0% |
0.66 |
0.4% |
89% |
True |
False |
668,730 |
20 |
164.19 |
159.37 |
4.82 |
3.0% |
0.94 |
0.6% |
59% |
False |
False |
764,316 |
40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.77 |
0.5% |
71% |
False |
False |
398,007 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.65 |
0.4% |
72% |
False |
False |
267,695 |
80 |
164.19 |
155.74 |
8.45 |
5.2% |
0.56 |
0.3% |
77% |
False |
False |
200,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.95 |
2.618 |
164.04 |
1.618 |
163.48 |
1.000 |
163.13 |
0.618 |
162.92 |
HIGH |
162.57 |
0.618 |
162.36 |
0.500 |
162.29 |
0.382 |
162.22 |
LOW |
162.01 |
0.618 |
161.66 |
1.000 |
161.45 |
1.618 |
161.10 |
2.618 |
160.54 |
4.250 |
159.63 |
|
|
Fisher Pivots for day following 25-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
162.29 |
162.13 |
PP |
162.27 |
162.02 |
S1 |
162.25 |
161.92 |
|