Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 26-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
162.34 |
162.05 |
-0.29 |
-0.2% |
161.17 |
High |
162.57 |
162.37 |
-0.20 |
-0.1% |
162.35 |
Low |
162.01 |
161.75 |
-0.26 |
-0.2% |
161.02 |
Close |
162.23 |
162.09 |
-0.14 |
-0.1% |
162.10 |
Range |
0.56 |
0.62 |
0.06 |
10.7% |
1.33 |
ATR |
0.85 |
0.83 |
-0.02 |
-1.9% |
0.00 |
Volume |
598,315 |
607,009 |
8,694 |
1.5% |
3,266,479 |
|
Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.93 |
163.63 |
162.43 |
|
R3 |
163.31 |
163.01 |
162.26 |
|
R2 |
162.69 |
162.69 |
162.20 |
|
R1 |
162.39 |
162.39 |
162.15 |
162.54 |
PP |
162.07 |
162.07 |
162.07 |
162.15 |
S1 |
161.77 |
161.77 |
162.03 |
161.92 |
S2 |
161.45 |
161.45 |
161.98 |
|
S3 |
160.83 |
161.15 |
161.92 |
|
S4 |
160.21 |
160.53 |
161.75 |
|
|
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% |
0.62 |
0.4% |
63% |
False |
False |
645,715 |
10 |
162.57 |
159.45 |
3.12 |
1.9% |
0.66 |
0.4% |
85% |
False |
False |
667,385 |
20 |
163.03 |
159.37 |
3.66 |
2.3% |
0.85 |
0.5% |
74% |
False |
False |
776,264 |
40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.78 |
0.5% |
69% |
False |
False |
413,043 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.65 |
0.4% |
70% |
False |
False |
277,811 |
80 |
164.19 |
155.74 |
8.45 |
5.2% |
0.57 |
0.4% |
75% |
False |
False |
208,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.01 |
2.618 |
163.99 |
1.618 |
163.37 |
1.000 |
162.99 |
0.618 |
162.75 |
HIGH |
162.37 |
0.618 |
162.13 |
0.500 |
162.06 |
0.382 |
161.99 |
LOW |
161.75 |
0.618 |
161.37 |
1.000 |
161.13 |
1.618 |
160.75 |
2.618 |
160.13 |
4.250 |
159.12 |
|
|
Fisher Pivots for day following 26-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
162.08 |
162.16 |
PP |
162.07 |
162.14 |
S1 |
162.06 |
162.11 |
|