Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
164.43 |
163.94 |
-0.49 |
-0.3% |
163.09 |
High |
164.44 |
164.08 |
-0.36 |
-0.2% |
164.64 |
Low |
163.86 |
163.45 |
-0.41 |
-0.3% |
162.84 |
Close |
164.20 |
163.85 |
-0.35 |
-0.2% |
164.54 |
Range |
0.58 |
0.63 |
0.05 |
8.6% |
1.80 |
ATR |
0.68 |
0.69 |
0.00 |
0.7% |
0.00 |
Volume |
522,924 |
532,766 |
9,842 |
1.9% |
2,351,633 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.68 |
165.40 |
164.20 |
|
R3 |
165.05 |
164.77 |
164.02 |
|
R2 |
164.42 |
164.42 |
163.97 |
|
R1 |
164.14 |
164.14 |
163.91 |
163.97 |
PP |
163.79 |
163.79 |
163.79 |
163.71 |
S1 |
163.51 |
163.51 |
163.79 |
163.34 |
S2 |
163.16 |
163.16 |
163.73 |
|
S3 |
162.53 |
162.88 |
163.68 |
|
S4 |
161.90 |
162.25 |
163.50 |
|
|
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 |
163.25 |
1.39 |
0.8% |
0.68 |
0.4% |
43% |
False |
False |
491,839 |
10 |
164.64 |
162.63 |
2.01 |
1.2% |
0.61 |
0.4% |
61% |
False |
False |
478,838 |
20 |
164.64 |
161.37 |
3.27 |
2.0% |
0.64 |
0.4% |
76% |
False |
False |
538,388 |
40 |
165.44 |
160.31 |
5.13 |
3.1% |
0.70 |
0.4% |
69% |
False |
False |
628,270 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
68% |
False |
False |
577,397 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
68% |
False |
False |
438,148 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.64 |
0.4% |
63% |
False |
False |
351,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.76 |
2.618 |
165.73 |
1.618 |
165.10 |
1.000 |
164.71 |
0.618 |
164.47 |
HIGH |
164.08 |
0.618 |
163.84 |
0.500 |
163.77 |
0.382 |
163.69 |
LOW |
163.45 |
0.618 |
163.06 |
1.000 |
162.82 |
1.618 |
162.43 |
2.618 |
161.80 |
4.250 |
160.77 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
163.82 |
164.05 |
PP |
163.79 |
163.98 |
S1 |
163.77 |
163.92 |
|