Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 27-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
162.05 |
162.09 |
0.04 |
0.0% |
161.17 |
High |
162.37 |
162.55 |
0.18 |
0.1% |
162.35 |
Low |
161.75 |
162.01 |
0.26 |
0.2% |
161.02 |
Close |
162.09 |
162.30 |
0.21 |
0.1% |
162.10 |
Range |
0.62 |
0.54 |
-0.08 |
-12.9% |
1.33 |
ATR |
0.83 |
0.81 |
-0.02 |
-2.5% |
0.00 |
Volume |
607,009 |
512,915 |
-94,094 |
-15.5% |
3,266,479 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.91 |
163.64 |
162.60 |
|
R3 |
163.37 |
163.10 |
162.45 |
|
R2 |
162.83 |
162.83 |
162.40 |
|
R1 |
162.56 |
162.56 |
162.35 |
162.70 |
PP |
162.29 |
162.29 |
162.29 |
162.35 |
S1 |
162.02 |
162.02 |
162.25 |
162.16 |
S2 |
161.75 |
161.75 |
162.20 |
|
S3 |
161.21 |
161.48 |
162.15 |
|
S4 |
160.67 |
160.94 |
162.00 |
|
|
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% |
0.65 |
0.4% |
79% |
False |
False |
552,894 |
10 |
162.57 |
159.45 |
3.12 |
1.9% |
0.66 |
0.4% |
91% |
False |
False |
623,318 |
20 |
162.57 |
159.37 |
3.20 |
2.0% |
0.79 |
0.5% |
92% |
False |
False |
784,040 |
40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.78 |
0.5% |
72% |
False |
False |
425,603 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.66 |
0.4% |
73% |
False |
False |
286,359 |
80 |
164.19 |
155.74 |
8.45 |
5.2% |
0.57 |
0.4% |
78% |
False |
False |
214,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.85 |
2.618 |
163.96 |
1.618 |
163.42 |
1.000 |
163.09 |
0.618 |
162.88 |
HIGH |
162.55 |
0.618 |
162.34 |
0.500 |
162.28 |
0.382 |
162.22 |
LOW |
162.01 |
0.618 |
161.68 |
1.000 |
161.47 |
1.618 |
161.14 |
2.618 |
160.60 |
4.250 |
159.72 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
162.29 |
162.25 |
PP |
162.29 |
162.21 |
S1 |
162.28 |
162.16 |
|