Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 02-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
161.88 |
162.89 |
1.01 |
0.6% |
162.34 |
High |
162.94 |
162.97 |
0.03 |
0.0% |
162.67 |
Low |
161.82 |
162.63 |
0.81 |
0.5% |
161.37 |
Close |
162.80 |
162.86 |
0.06 |
0.0% |
161.98 |
Range |
1.12 |
0.34 |
-0.78 |
-69.6% |
1.30 |
ATR |
0.72 |
0.69 |
-0.03 |
-3.8% |
0.00 |
Volume |
493,841 |
567,058 |
73,217 |
14.8% |
2,962,885 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.84 |
163.69 |
163.05 |
|
R3 |
163.50 |
163.35 |
162.95 |
|
R2 |
163.16 |
163.16 |
162.92 |
|
R1 |
163.01 |
163.01 |
162.89 |
162.92 |
PP |
162.82 |
162.82 |
162.82 |
162.77 |
S1 |
162.67 |
162.67 |
162.83 |
162.58 |
S2 |
162.48 |
162.48 |
162.80 |
|
S3 |
162.14 |
162.33 |
162.77 |
|
S4 |
161.80 |
161.99 |
162.67 |
|
|
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 |
162.97 |
161.37 |
1.60 |
1.0% |
0.70 |
0.4% |
93% |
True |
False |
596,307 |
10 |
162.97 |
161.37 |
1.60 |
1.0% |
0.65 |
0.4% |
93% |
True |
False |
563,826 |
20 |
162.97 |
160.31 |
2.66 |
1.6% |
0.66 |
0.4% |
96% |
True |
False |
598,892 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.68 |
0.4% |
49% |
False |
False |
653,468 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
49% |
False |
False |
511,149 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
45% |
False |
False |
386,492 |
100 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
47% |
False |
False |
309,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.42 |
2.618 |
163.86 |
1.618 |
163.52 |
1.000 |
163.31 |
0.618 |
163.18 |
HIGH |
162.97 |
0.618 |
162.84 |
0.500 |
162.80 |
0.382 |
162.76 |
LOW |
162.63 |
0.618 |
162.42 |
1.000 |
162.29 |
1.618 |
162.08 |
2.618 |
161.74 |
4.250 |
161.19 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
162.84 |
162.69 |
PP |
162.82 |
162.52 |
S1 |
162.80 |
162.35 |
|