Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
164.09 |
164.39 |
0.30 |
0.2% |
164.43 |
High |
164.57 |
164.47 |
-0.10 |
-0.1% |
164.48 |
Low |
164.05 |
164.12 |
0.07 |
0.0% |
163.36 |
Close |
164.44 |
164.44 |
0.00 |
0.0% |
164.36 |
Range |
0.52 |
0.35 |
-0.17 |
-32.7% |
1.12 |
ATR |
0.66 |
0.64 |
-0.02 |
-3.3% |
0.00 |
Volume |
468,241 |
615,176 |
146,935 |
31.4% |
2,415,679 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.39 |
165.27 |
164.63 |
|
R3 |
165.04 |
164.92 |
164.54 |
|
R2 |
164.69 |
164.69 |
164.50 |
|
R1 |
164.57 |
164.57 |
164.47 |
164.63 |
PP |
164.34 |
164.34 |
164.34 |
164.38 |
S1 |
164.22 |
164.22 |
164.41 |
164.28 |
S2 |
163.99 |
163.99 |
164.38 |
|
S3 |
163.64 |
163.87 |
164.34 |
|
S4 |
163.29 |
163.52 |
164.25 |
|
|
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% |
0.53 |
0.3% |
89% |
False |
False |
488,681 |
10 |
164.64 |
163.25 |
1.39 |
0.8% |
0.60 |
0.4% |
86% |
False |
False |
490,260 |
20 |
164.64 |
161.37 |
3.27 |
2.0% |
0.62 |
0.4% |
94% |
False |
False |
510,960 |
40 |
165.33 |
160.31 |
5.02 |
3.1% |
0.72 |
0.4% |
82% |
False |
False |
602,903 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
79% |
False |
False |
612,131 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
79% |
False |
False |
468,045 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
73% |
False |
False |
376,069 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
74% |
False |
False |
313,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.96 |
2.618 |
165.39 |
1.618 |
165.04 |
1.000 |
164.82 |
0.618 |
164.69 |
HIGH |
164.47 |
0.618 |
164.34 |
0.500 |
164.30 |
0.382 |
164.25 |
LOW |
164.12 |
0.618 |
163.90 |
1.000 |
163.77 |
1.618 |
163.55 |
2.618 |
163.20 |
4.250 |
162.63 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
164.39 |
164.39 |
PP |
164.34 |
164.34 |
S1 |
164.30 |
164.29 |
|