Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
164.35 |
164.87 |
0.52 |
0.3% |
164.43 |
High |
164.89 |
164.90 |
0.01 |
0.0% |
164.48 |
Low |
164.22 |
164.66 |
0.44 |
0.3% |
163.36 |
Close |
164.85 |
164.75 |
-0.10 |
-0.1% |
164.36 |
Range |
0.67 |
0.24 |
-0.43 |
-64.2% |
1.12 |
ATR |
0.64 |
0.61 |
-0.03 |
-4.5% |
0.00 |
Volume |
420,389 |
454,029 |
33,640 |
8.0% |
2,415,679 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.49 |
165.36 |
164.88 |
|
R3 |
165.25 |
165.12 |
164.82 |
|
R2 |
165.01 |
165.01 |
164.79 |
|
R1 |
164.88 |
164.88 |
164.77 |
164.83 |
PP |
164.77 |
164.77 |
164.77 |
164.74 |
S1 |
164.64 |
164.64 |
164.73 |
164.59 |
S2 |
164.53 |
164.53 |
164.71 |
|
S3 |
164.29 |
164.40 |
164.68 |
|
S4 |
164.05 |
164.16 |
164.62 |
|
|
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 |
164.90 |
164.00 |
0.90 |
0.5% |
0.45 |
0.3% |
83% |
True |
False |
466,864 |
10 |
164.90 |
163.36 |
1.54 |
0.9% |
0.56 |
0.3% |
90% |
True |
False |
476,627 |
20 |
164.90 |
161.37 |
3.53 |
2.1% |
0.61 |
0.4% |
96% |
True |
False |
489,825 |
40 |
164.90 |
160.31 |
4.59 |
2.8% |
0.65 |
0.4% |
97% |
True |
False |
567,871 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
85% |
False |
False |
618,426 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.63 |
0.4% |
85% |
False |
False |
478,742 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
79% |
False |
False |
384,754 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
80% |
False |
False |
320,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.92 |
2.618 |
165.53 |
1.618 |
165.29 |
1.000 |
165.14 |
0.618 |
165.05 |
HIGH |
164.90 |
0.618 |
164.81 |
0.500 |
164.78 |
0.382 |
164.75 |
LOW |
164.66 |
0.618 |
164.51 |
1.000 |
164.42 |
1.618 |
164.27 |
2.618 |
164.03 |
4.250 |
163.64 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
164.78 |
164.67 |
PP |
164.77 |
164.59 |
S1 |
164.76 |
164.51 |
|