Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
164.39 |
164.35 |
-0.04 |
0.0% |
164.43 |
High |
164.47 |
164.89 |
0.42 |
0.3% |
164.48 |
Low |
164.12 |
164.22 |
0.10 |
0.1% |
163.36 |
Close |
164.44 |
164.85 |
0.41 |
0.2% |
164.36 |
Range |
0.35 |
0.67 |
0.32 |
91.4% |
1.12 |
ATR |
0.64 |
0.64 |
0.00 |
0.4% |
0.00 |
Volume |
615,176 |
420,389 |
-194,787 |
-31.7% |
2,415,679 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.66 |
166.43 |
165.22 |
|
R3 |
165.99 |
165.76 |
165.03 |
|
R2 |
165.32 |
165.32 |
164.97 |
|
R1 |
165.09 |
165.09 |
164.91 |
165.21 |
PP |
164.65 |
164.65 |
164.65 |
164.71 |
S1 |
164.42 |
164.42 |
164.79 |
164.54 |
S2 |
163.98 |
163.98 |
164.73 |
|
S3 |
163.31 |
163.75 |
164.67 |
|
S4 |
162.64 |
163.08 |
164.48 |
|
|
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 |
164.89 |
163.71 |
1.18 |
0.7% |
0.53 |
0.3% |
97% |
True |
False |
476,226 |
10 |
164.89 |
163.36 |
1.53 |
0.9% |
0.60 |
0.4% |
97% |
True |
False |
485,577 |
20 |
164.89 |
161.37 |
3.52 |
2.1% |
0.63 |
0.4% |
99% |
True |
False |
503,332 |
40 |
164.89 |
160.31 |
4.58 |
2.8% |
0.68 |
0.4% |
99% |
True |
False |
582,836 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
87% |
False |
False |
615,374 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.63 |
0.4% |
87% |
False |
False |
473,187 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
81% |
False |
False |
380,230 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
81% |
False |
False |
317,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.74 |
2.618 |
166.64 |
1.618 |
165.97 |
1.000 |
165.56 |
0.618 |
165.30 |
HIGH |
164.89 |
0.618 |
164.63 |
0.500 |
164.56 |
0.382 |
164.48 |
LOW |
164.22 |
0.618 |
163.81 |
1.000 |
163.55 |
1.618 |
163.14 |
2.618 |
162.47 |
4.250 |
161.37 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
164.75 |
164.72 |
PP |
164.65 |
164.60 |
S1 |
164.56 |
164.47 |
|