Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
164.34 |
164.43 |
0.09 |
0.1% |
163.09 |
High |
164.64 |
164.44 |
-0.20 |
-0.1% |
164.64 |
Low |
163.84 |
163.86 |
0.02 |
0.0% |
162.84 |
Close |
164.54 |
164.20 |
-0.34 |
-0.2% |
164.54 |
Range |
0.80 |
0.58 |
-0.22 |
-27.5% |
1.80 |
ATR |
0.68 |
0.68 |
0.00 |
0.0% |
0.00 |
Volume |
392,761 |
522,924 |
130,163 |
33.1% |
2,351,633 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.91 |
165.63 |
164.52 |
|
R3 |
165.33 |
165.05 |
164.36 |
|
R2 |
164.75 |
164.75 |
164.31 |
|
R1 |
164.47 |
164.47 |
164.25 |
164.32 |
PP |
164.17 |
164.17 |
164.17 |
164.09 |
S1 |
163.89 |
163.89 |
164.15 |
163.74 |
S2 |
163.59 |
163.59 |
164.09 |
|
S3 |
163.01 |
163.31 |
164.04 |
|
S4 |
162.43 |
162.73 |
163.88 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.41 |
168.77 |
165.53 |
|
R3 |
167.61 |
166.97 |
165.04 |
|
R2 |
165.81 |
165.81 |
164.87 |
|
R1 |
165.17 |
165.17 |
164.71 |
165.49 |
PP |
164.01 |
164.01 |
164.01 |
164.17 |
S1 |
163.37 |
163.37 |
164.38 |
163.69 |
S2 |
162.21 |
162.21 |
164.21 |
|
S3 |
160.41 |
161.57 |
164.05 |
|
S4 |
158.61 |
159.77 |
163.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.64 |
163.03 |
1.61 |
1.0% |
0.63 |
0.4% |
73% |
False |
False |
507,089 |
10 |
164.64 |
161.82 |
2.82 |
1.7% |
0.66 |
0.4% |
84% |
False |
False |
474,946 |
20 |
164.64 |
161.24 |
3.40 |
2.1% |
0.63 |
0.4% |
87% |
False |
False |
537,846 |
40 |
165.44 |
160.31 |
5.13 |
3.1% |
0.69 |
0.4% |
76% |
False |
False |
627,267 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
74% |
False |
False |
569,317 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
74% |
False |
False |
431,570 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.64 |
0.4% |
69% |
False |
False |
346,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.91 |
2.618 |
165.96 |
1.618 |
165.38 |
1.000 |
165.02 |
0.618 |
164.80 |
HIGH |
164.44 |
0.618 |
164.22 |
0.500 |
164.15 |
0.382 |
164.08 |
LOW |
163.86 |
0.618 |
163.50 |
1.000 |
163.28 |
1.618 |
162.92 |
2.618 |
162.34 |
4.250 |
161.40 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
164.18 |
164.18 |
PP |
164.17 |
164.16 |
S1 |
164.15 |
164.14 |
|