Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
162.89 |
162.86 |
-0.03 |
0.0% |
162.34 |
High |
162.97 |
163.48 |
0.51 |
0.3% |
162.67 |
Low |
162.63 |
162.71 |
0.08 |
0.0% |
161.37 |
Close |
162.86 |
163.30 |
0.44 |
0.3% |
161.98 |
Range |
0.34 |
0.77 |
0.43 |
126.5% |
1.30 |
ATR |
0.69 |
0.70 |
0.01 |
0.8% |
0.00 |
Volume |
567,058 |
490,006 |
-77,052 |
-13.6% |
2,962,885 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.47 |
165.16 |
163.72 |
|
R3 |
164.70 |
164.39 |
163.51 |
|
R2 |
163.93 |
163.93 |
163.44 |
|
R1 |
163.62 |
163.62 |
163.37 |
163.78 |
PP |
163.16 |
163.16 |
163.16 |
163.24 |
S1 |
162.85 |
162.85 |
163.23 |
163.01 |
S2 |
162.39 |
162.39 |
163.16 |
|
S3 |
161.62 |
162.08 |
163.09 |
|
S4 |
160.85 |
161.31 |
162.88 |
|
|
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 |
163.48 |
161.37 |
2.11 |
1.3% |
0.74 |
0.5% |
91% |
True |
False |
549,471 |
10 |
163.48 |
161.37 |
2.11 |
1.3% |
0.67 |
0.4% |
91% |
True |
False |
556,806 |
20 |
163.48 |
160.31 |
3.17 |
1.9% |
0.63 |
0.4% |
94% |
True |
False |
584,257 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.69 |
0.4% |
57% |
False |
False |
645,665 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
57% |
False |
False |
519,046 |
80 |
165.93 |
160.31 |
5.62 |
3.4% |
0.65 |
0.4% |
53% |
False |
False |
392,536 |
100 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
54% |
False |
False |
314,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.75 |
2.618 |
165.50 |
1.618 |
164.73 |
1.000 |
164.25 |
0.618 |
163.96 |
HIGH |
163.48 |
0.618 |
163.19 |
0.500 |
163.10 |
0.382 |
163.00 |
LOW |
162.71 |
0.618 |
162.23 |
1.000 |
161.94 |
1.618 |
161.46 |
2.618 |
160.69 |
4.250 |
159.44 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
163.23 |
163.08 |
PP |
163.16 |
162.87 |
S1 |
163.10 |
162.65 |
|