Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
163.80 |
163.98 |
0.18 |
0.1% |
163.09 |
High |
164.02 |
164.33 |
0.31 |
0.2% |
164.64 |
Low |
163.36 |
163.71 |
0.35 |
0.2% |
162.84 |
Close |
163.75 |
163.95 |
0.20 |
0.1% |
164.54 |
Range |
0.66 |
0.62 |
-0.04 |
-6.1% |
1.80 |
ATR |
0.68 |
0.68 |
0.00 |
-0.7% |
0.00 |
Volume |
482,661 |
500,843 |
18,182 |
3.8% |
2,351,633 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.86 |
165.52 |
164.29 |
|
R3 |
165.24 |
164.90 |
164.12 |
|
R2 |
164.62 |
164.62 |
164.06 |
|
R1 |
164.28 |
164.28 |
164.01 |
164.14 |
PP |
164.00 |
164.00 |
164.00 |
163.93 |
S1 |
163.66 |
163.66 |
163.89 |
163.52 |
S2 |
163.38 |
163.38 |
163.84 |
|
S3 |
162.76 |
163.04 |
163.78 |
|
S4 |
162.14 |
162.42 |
163.61 |
|
|
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% |
0.66 |
0.4% |
46% |
False |
False |
486,391 |
10 |
164.64 |
162.84 |
1.80 |
1.1% |
0.62 |
0.4% |
62% |
False |
False |
471,482 |
20 |
164.64 |
161.37 |
3.27 |
2.0% |
0.65 |
0.4% |
79% |
False |
False |
514,144 |
40 |
165.44 |
160.31 |
5.13 |
3.1% |
0.71 |
0.4% |
71% |
False |
False |
620,127 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
69% |
False |
False |
592,002 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
69% |
False |
False |
450,206 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.64 |
0.4% |
65% |
False |
False |
361,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.97 |
2.618 |
165.95 |
1.618 |
165.33 |
1.000 |
164.95 |
0.618 |
164.71 |
HIGH |
164.33 |
0.618 |
164.09 |
0.500 |
164.02 |
0.382 |
163.95 |
LOW |
163.71 |
0.618 |
163.33 |
1.000 |
163.09 |
1.618 |
162.71 |
2.618 |
162.09 |
4.250 |
161.08 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
164.02 |
163.92 |
PP |
164.00 |
163.88 |
S1 |
163.97 |
163.85 |
|