Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
163.98 |
164.18 |
0.20 |
0.1% |
164.43 |
High |
164.33 |
164.48 |
0.15 |
0.1% |
164.48 |
Low |
163.71 |
164.00 |
0.29 |
0.2% |
163.36 |
Close |
163.95 |
164.36 |
0.41 |
0.3% |
164.36 |
Range |
0.62 |
0.48 |
-0.14 |
-22.6% |
1.12 |
ATR |
0.68 |
0.67 |
-0.01 |
-1.6% |
0.00 |
Volume |
500,843 |
376,485 |
-124,358 |
-24.8% |
2,415,679 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.72 |
165.52 |
164.62 |
|
R3 |
165.24 |
165.04 |
164.49 |
|
R2 |
164.76 |
164.76 |
164.45 |
|
R1 |
164.56 |
164.56 |
164.40 |
164.66 |
PP |
164.28 |
164.28 |
164.28 |
164.33 |
S1 |
164.08 |
164.08 |
164.32 |
164.18 |
S2 |
163.80 |
163.80 |
164.27 |
|
S3 |
163.32 |
163.60 |
164.23 |
|
S4 |
162.84 |
163.12 |
164.10 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.43 |
167.01 |
164.98 |
|
R3 |
166.31 |
165.89 |
164.67 |
|
R2 |
165.19 |
165.19 |
164.57 |
|
R1 |
164.77 |
164.77 |
164.46 |
164.42 |
PP |
164.07 |
164.07 |
164.07 |
163.89 |
S1 |
163.65 |
163.65 |
164.26 |
163.30 |
S2 |
162.95 |
162.95 |
164.15 |
|
S3 |
161.83 |
162.53 |
164.05 |
|
S4 |
160.71 |
161.41 |
163.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.48 |
163.36 |
1.12 |
0.7% |
0.59 |
0.4% |
89% |
True |
False |
483,135 |
10 |
164.64 |
162.84 |
1.80 |
1.1% |
0.61 |
0.4% |
84% |
False |
False |
476,731 |
20 |
164.64 |
161.37 |
3.27 |
2.0% |
0.64 |
0.4% |
91% |
False |
False |
514,461 |
40 |
165.44 |
160.31 |
5.13 |
3.1% |
0.71 |
0.4% |
79% |
False |
False |
618,384 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
77% |
False |
False |
596,611 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
77% |
False |
False |
454,823 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.64 |
0.4% |
72% |
False |
False |
365,282 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
73% |
False |
False |
304,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.52 |
2.618 |
165.74 |
1.618 |
165.26 |
1.000 |
164.96 |
0.618 |
164.78 |
HIGH |
164.48 |
0.618 |
164.30 |
0.500 |
164.24 |
0.382 |
164.18 |
LOW |
164.00 |
0.618 |
163.70 |
1.000 |
163.52 |
1.618 |
163.22 |
2.618 |
162.74 |
4.250 |
161.96 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
164.32 |
164.21 |
PP |
164.28 |
164.07 |
S1 |
164.24 |
163.92 |
|