Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
163.94 |
163.80 |
-0.14 |
-0.1% |
163.09 |
High |
164.08 |
164.02 |
-0.06 |
0.0% |
164.64 |
Low |
163.45 |
163.36 |
-0.09 |
-0.1% |
162.84 |
Close |
163.85 |
163.75 |
-0.10 |
-0.1% |
164.54 |
Range |
0.63 |
0.66 |
0.03 |
4.8% |
1.80 |
ATR |
0.69 |
0.68 |
0.00 |
-0.3% |
0.00 |
Volume |
532,766 |
482,661 |
-50,105 |
-9.4% |
2,351,633 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.69 |
165.38 |
164.11 |
|
R3 |
165.03 |
164.72 |
163.93 |
|
R2 |
164.37 |
164.37 |
163.87 |
|
R1 |
164.06 |
164.06 |
163.81 |
163.89 |
PP |
163.71 |
163.71 |
163.71 |
163.62 |
S1 |
163.40 |
163.40 |
163.69 |
163.23 |
S2 |
163.05 |
163.05 |
163.63 |
|
S3 |
162.39 |
162.74 |
163.57 |
|
S4 |
161.73 |
162.08 |
163.39 |
|
|
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 |
163.36 |
1.28 |
0.8% |
0.67 |
0.4% |
30% |
False |
True |
494,927 |
10 |
164.64 |
162.71 |
1.93 |
1.2% |
0.64 |
0.4% |
54% |
False |
False |
470,399 |
20 |
164.64 |
161.37 |
3.27 |
2.0% |
0.65 |
0.4% |
73% |
False |
False |
517,112 |
40 |
165.44 |
160.31 |
5.13 |
3.1% |
0.71 |
0.4% |
67% |
False |
False |
623,548 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
66% |
False |
False |
584,681 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
66% |
False |
False |
444,114 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.64 |
0.4% |
61% |
False |
False |
356,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.83 |
2.618 |
165.75 |
1.618 |
165.09 |
1.000 |
164.68 |
0.618 |
164.43 |
HIGH |
164.02 |
0.618 |
163.77 |
0.500 |
163.69 |
0.382 |
163.61 |
LOW |
163.36 |
0.618 |
162.95 |
1.000 |
162.70 |
1.618 |
162.29 |
2.618 |
161.63 |
4.250 |
160.56 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
163.73 |
163.90 |
PP |
163.71 |
163.85 |
S1 |
163.69 |
163.80 |
|