Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
163.32 |
163.28 |
-0.04 |
0.0% |
162.08 |
| High |
163.42 |
163.99 |
0.57 |
0.3% |
163.51 |
| Low |
163.03 |
163.25 |
0.22 |
0.1% |
161.72 |
| Close |
163.13 |
163.90 |
0.77 |
0.5% |
163.13 |
| Range |
0.39 |
0.74 |
0.35 |
89.7% |
1.79 |
| ATR |
0.66 |
0.67 |
0.01 |
2.2% |
0.00 |
| Volume |
609,012 |
467,221 |
-141,791 |
-23.3% |
2,559,033 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.93 |
165.66 |
164.31 |
|
| R3 |
165.19 |
164.92 |
164.10 |
|
| R2 |
164.45 |
164.45 |
164.04 |
|
| R1 |
164.18 |
164.18 |
163.97 |
164.32 |
| PP |
163.71 |
163.71 |
163.71 |
163.78 |
| S1 |
163.44 |
163.44 |
163.83 |
163.58 |
| S2 |
162.97 |
162.97 |
163.76 |
|
| S3 |
162.23 |
162.70 |
163.70 |
|
| S4 |
161.49 |
161.96 |
163.49 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.16 |
167.43 |
164.11 |
|
| R3 |
166.37 |
165.64 |
163.62 |
|
| R2 |
164.58 |
164.58 |
163.46 |
|
| R1 |
163.85 |
163.85 |
163.29 |
164.22 |
| PP |
162.79 |
162.79 |
162.79 |
162.97 |
| S1 |
162.06 |
162.06 |
162.97 |
162.43 |
| S2 |
161.00 |
161.00 |
162.80 |
|
| S3 |
159.21 |
160.27 |
162.64 |
|
| S4 |
157.42 |
158.48 |
162.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.99 |
162.71 |
1.28 |
0.8% |
0.61 |
0.4% |
93% |
True |
False |
445,870 |
| 10 |
163.99 |
161.37 |
2.62 |
1.6% |
0.66 |
0.4% |
97% |
True |
False |
521,088 |
| 20 |
163.99 |
161.02 |
2.97 |
1.8% |
0.63 |
0.4% |
97% |
True |
False |
537,890 |
| 40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.70 |
0.4% |
69% |
False |
False |
635,318 |
| 60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
69% |
False |
False |
546,174 |
| 80 |
165.93 |
160.31 |
5.62 |
3.4% |
0.65 |
0.4% |
64% |
False |
False |
413,841 |
| 100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.64 |
0.4% |
64% |
False |
False |
331,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.14 |
|
2.618 |
165.93 |
|
1.618 |
165.19 |
|
1.000 |
164.73 |
|
0.618 |
164.45 |
|
HIGH |
163.99 |
|
0.618 |
163.71 |
|
0.500 |
163.62 |
|
0.382 |
163.53 |
|
LOW |
163.25 |
|
0.618 |
162.79 |
|
1.000 |
162.51 |
|
1.618 |
162.05 |
|
2.618 |
161.31 |
|
4.250 |
160.11 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.81 |
163.74 |
| PP |
163.71 |
163.58 |
| S1 |
163.62 |
163.42 |
|