Euro Bund Future September 2018
Trading Metrics calculated at close of trading on 28-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
162.09 |
162.42 |
0.33 |
0.2% |
161.17 |
High |
162.55 |
162.66 |
0.11 |
0.1% |
162.35 |
Low |
162.01 |
162.18 |
0.17 |
0.1% |
161.02 |
Close |
162.30 |
162.46 |
0.16 |
0.1% |
162.10 |
Range |
0.54 |
0.48 |
-0.06 |
-11.1% |
1.33 |
ATR |
0.81 |
0.79 |
-0.02 |
-2.9% |
0.00 |
Volume |
512,915 |
699,207 |
186,292 |
36.3% |
3,266,479 |
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.87 |
163.65 |
162.72 |
|
R3 |
163.39 |
163.17 |
162.59 |
|
R2 |
162.91 |
162.91 |
162.55 |
|
R1 |
162.69 |
162.69 |
162.50 |
162.80 |
PP |
162.43 |
162.43 |
162.43 |
162.49 |
S1 |
162.21 |
162.21 |
162.42 |
162.32 |
S2 |
161.95 |
161.95 |
162.37 |
|
S3 |
161.47 |
161.73 |
162.33 |
|
S4 |
160.99 |
161.25 |
162.20 |
|
|
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 |
162.66 |
161.75 |
0.91 |
0.6% |
0.53 |
0.3% |
78% |
True |
False |
585,525 |
10 |
162.66 |
160.75 |
1.91 |
1.2% |
0.57 |
0.3% |
90% |
True |
False |
614,015 |
20 |
162.66 |
159.37 |
3.29 |
2.0% |
0.74 |
0.5% |
94% |
True |
False |
796,447 |
40 |
164.19 |
157.37 |
6.82 |
4.2% |
0.78 |
0.5% |
75% |
False |
False |
442,488 |
60 |
164.19 |
157.14 |
7.05 |
4.3% |
0.66 |
0.4% |
75% |
False |
False |
298,012 |
80 |
164.19 |
155.74 |
8.45 |
5.2% |
0.57 |
0.4% |
80% |
False |
False |
223,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.70 |
2.618 |
163.92 |
1.618 |
163.44 |
1.000 |
163.14 |
0.618 |
162.96 |
HIGH |
162.66 |
0.618 |
162.48 |
0.500 |
162.42 |
0.382 |
162.36 |
LOW |
162.18 |
0.618 |
161.88 |
1.000 |
161.70 |
1.618 |
161.40 |
2.618 |
160.92 |
4.250 |
160.14 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
162.45 |
162.38 |
PP |
162.43 |
162.29 |
S1 |
162.42 |
162.21 |
|