Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
164.18 |
164.09 |
-0.09 |
-0.1% |
164.43 |
High |
164.48 |
164.57 |
0.09 |
0.1% |
164.48 |
Low |
164.00 |
164.05 |
0.05 |
0.0% |
163.36 |
Close |
164.36 |
164.44 |
0.08 |
0.0% |
164.36 |
Range |
0.48 |
0.52 |
0.04 |
8.3% |
1.12 |
ATR |
0.67 |
0.66 |
-0.01 |
-1.6% |
0.00 |
Volume |
376,485 |
468,241 |
91,756 |
24.4% |
2,415,679 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.91 |
165.70 |
164.73 |
|
R3 |
165.39 |
165.18 |
164.58 |
|
R2 |
164.87 |
164.87 |
164.54 |
|
R1 |
164.66 |
164.66 |
164.49 |
164.77 |
PP |
164.35 |
164.35 |
164.35 |
164.41 |
S1 |
164.14 |
164.14 |
164.39 |
164.25 |
S2 |
163.83 |
163.83 |
164.34 |
|
S3 |
163.31 |
163.62 |
164.30 |
|
S4 |
162.79 |
163.10 |
164.15 |
|
|
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 |
164.57 |
163.36 |
1.21 |
0.7% |
0.58 |
0.4% |
89% |
True |
False |
472,199 |
10 |
164.64 |
163.03 |
1.61 |
1.0% |
0.61 |
0.4% |
88% |
False |
False |
489,644 |
20 |
164.64 |
161.37 |
3.27 |
2.0% |
0.65 |
0.4% |
94% |
False |
False |
504,517 |
40 |
165.44 |
160.31 |
5.13 |
3.1% |
0.72 |
0.4% |
81% |
False |
False |
615,526 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
79% |
False |
False |
603,853 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
79% |
False |
False |
460,485 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.64 |
0.4% |
73% |
False |
False |
369,952 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
74% |
False |
False |
308,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.78 |
2.618 |
165.93 |
1.618 |
165.41 |
1.000 |
165.09 |
0.618 |
164.89 |
HIGH |
164.57 |
0.618 |
164.37 |
0.500 |
164.31 |
0.382 |
164.25 |
LOW |
164.05 |
0.618 |
163.73 |
1.000 |
163.53 |
1.618 |
163.21 |
2.618 |
162.69 |
4.250 |
161.84 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
164.40 |
164.34 |
PP |
164.35 |
164.24 |
S1 |
164.31 |
164.14 |
|