Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
162.19 |
162.08 |
-0.11 |
-0.1% |
162.34 |
High |
162.38 |
162.19 |
-0.19 |
-0.1% |
162.67 |
Low |
161.37 |
161.72 |
0.35 |
0.2% |
161.37 |
Close |
161.98 |
161.95 |
-0.03 |
0.0% |
161.98 |
Range |
1.01 |
0.47 |
-0.54 |
-53.5% |
1.30 |
ATR |
0.70 |
0.69 |
-0.02 |
-2.4% |
0.00 |
Volume |
512,322 |
684,128 |
171,806 |
33.5% |
2,962,885 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.36 |
163.13 |
162.21 |
|
R3 |
162.89 |
162.66 |
162.08 |
|
R2 |
162.42 |
162.42 |
162.04 |
|
R1 |
162.19 |
162.19 |
161.99 |
162.07 |
PP |
161.95 |
161.95 |
161.95 |
161.90 |
S1 |
161.72 |
161.72 |
161.91 |
161.60 |
S2 |
161.48 |
161.48 |
161.86 |
|
S3 |
161.01 |
161.25 |
161.82 |
|
S4 |
160.54 |
160.78 |
161.69 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.91 |
165.24 |
162.70 |
|
R3 |
164.61 |
163.94 |
162.34 |
|
R2 |
163.31 |
163.31 |
162.22 |
|
R1 |
162.64 |
162.64 |
162.10 |
162.33 |
PP |
162.01 |
162.01 |
162.01 |
161.85 |
S1 |
161.34 |
161.34 |
161.86 |
161.03 |
S2 |
160.71 |
160.71 |
161.74 |
|
S3 |
159.41 |
160.04 |
161.62 |
|
S4 |
158.11 |
158.74 |
161.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.56 |
161.37 |
1.19 |
0.7% |
0.70 |
0.4% |
49% |
False |
False |
595,978 |
10 |
162.67 |
161.24 |
1.43 |
0.9% |
0.61 |
0.4% |
50% |
False |
False |
600,747 |
20 |
162.67 |
160.31 |
2.36 |
1.5% |
0.66 |
0.4% |
69% |
False |
False |
628,027 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.67 |
0.4% |
31% |
False |
False |
678,917 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
31% |
False |
False |
493,985 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
29% |
False |
False |
373,333 |
100 |
165.93 |
160.17 |
5.76 |
3.6% |
0.66 |
0.4% |
31% |
False |
False |
298,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.19 |
2.618 |
163.42 |
1.618 |
162.95 |
1.000 |
162.66 |
0.618 |
162.48 |
HIGH |
162.19 |
0.618 |
162.01 |
0.500 |
161.96 |
0.382 |
161.90 |
LOW |
161.72 |
0.618 |
161.43 |
1.000 |
161.25 |
1.618 |
160.96 |
2.618 |
160.49 |
4.250 |
159.72 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.96 |
161.95 |
PP |
161.95 |
161.94 |
S1 |
161.95 |
161.94 |
|