Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 25-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
164.87 |
164.69 |
-0.18 |
-0.1% |
164.09 |
High |
164.90 |
164.80 |
-0.10 |
-0.1% |
164.90 |
Low |
164.66 |
164.36 |
-0.30 |
-0.2% |
164.05 |
Close |
164.75 |
164.77 |
0.02 |
0.0% |
164.77 |
Range |
0.24 |
0.44 |
0.20 |
83.3% |
0.85 |
ATR |
0.61 |
0.60 |
-0.01 |
-2.0% |
0.00 |
Volume |
454,029 |
298,546 |
-155,483 |
-34.2% |
2,256,381 |
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.96 |
165.81 |
165.01 |
|
R3 |
165.52 |
165.37 |
164.89 |
|
R2 |
165.08 |
165.08 |
164.85 |
|
R1 |
164.93 |
164.93 |
164.81 |
165.01 |
PP |
164.64 |
164.64 |
164.64 |
164.68 |
S1 |
164.49 |
164.49 |
164.73 |
164.57 |
S2 |
164.20 |
164.20 |
164.69 |
|
S3 |
163.76 |
164.05 |
164.65 |
|
S4 |
163.32 |
163.61 |
164.53 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.12 |
166.80 |
165.24 |
|
R3 |
166.27 |
165.95 |
165.00 |
|
R2 |
165.42 |
165.42 |
164.93 |
|
R1 |
165.10 |
165.10 |
164.85 |
165.26 |
PP |
164.57 |
164.57 |
164.57 |
164.66 |
S1 |
164.25 |
164.25 |
164.69 |
164.41 |
S2 |
163.72 |
163.72 |
164.61 |
|
S3 |
162.87 |
163.40 |
164.54 |
|
S4 |
162.02 |
162.55 |
164.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.90 |
164.05 |
0.85 |
0.5% |
0.44 |
0.3% |
85% |
False |
False |
451,276 |
10 |
164.90 |
163.36 |
1.54 |
0.9% |
0.52 |
0.3% |
92% |
False |
False |
467,206 |
20 |
164.90 |
161.72 |
3.18 |
1.9% |
0.58 |
0.4% |
96% |
False |
False |
479,136 |
40 |
164.90 |
160.31 |
4.59 |
2.8% |
0.63 |
0.4% |
97% |
False |
False |
551,445 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
85% |
False |
False |
612,992 |
80 |
165.55 |
160.31 |
5.24 |
3.2% |
0.63 |
0.4% |
85% |
False |
False |
482,192 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
79% |
False |
False |
387,686 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
80% |
False |
False |
323,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.67 |
2.618 |
165.95 |
1.618 |
165.51 |
1.000 |
165.24 |
0.618 |
165.07 |
HIGH |
164.80 |
0.618 |
164.63 |
0.500 |
164.58 |
0.382 |
164.53 |
LOW |
164.36 |
0.618 |
164.09 |
1.000 |
163.92 |
1.618 |
163.65 |
2.618 |
163.21 |
4.250 |
162.49 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
164.71 |
164.70 |
PP |
164.64 |
164.63 |
S1 |
164.58 |
164.56 |
|