Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
165.03 |
165.26 |
0.23 |
0.1% |
164.09 |
High |
165.69 |
165.53 |
-0.16 |
-0.1% |
164.90 |
Low |
165.00 |
164.92 |
-0.08 |
0.0% |
164.05 |
Close |
165.43 |
165.14 |
-0.29 |
-0.2% |
164.77 |
Range |
0.69 |
0.61 |
-0.08 |
-11.6% |
0.85 |
ATR |
0.59 |
0.60 |
0.00 |
0.2% |
0.00 |
Volume |
676,228 |
706,070 |
29,842 |
4.4% |
2,256,381 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.03 |
166.69 |
165.48 |
|
R3 |
166.42 |
166.08 |
165.31 |
|
R2 |
165.81 |
165.81 |
165.25 |
|
R1 |
165.47 |
165.47 |
165.20 |
165.34 |
PP |
165.20 |
165.20 |
165.20 |
165.13 |
S1 |
164.86 |
164.86 |
165.08 |
164.73 |
S2 |
164.59 |
164.59 |
165.03 |
|
S3 |
163.98 |
164.25 |
164.97 |
|
S4 |
163.37 |
163.64 |
164.80 |
|
|
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 |
165.69 |
164.36 |
1.33 |
0.8% |
0.48 |
0.3% |
59% |
False |
False |
584,743 |
10 |
165.69 |
163.71 |
1.98 |
1.2% |
0.50 |
0.3% |
72% |
False |
False |
530,485 |
20 |
165.69 |
162.71 |
2.98 |
1.8% |
0.57 |
0.3% |
82% |
False |
False |
500,442 |
40 |
165.69 |
160.31 |
5.38 |
3.3% |
0.62 |
0.4% |
90% |
False |
False |
549,667 |
60 |
165.69 |
160.31 |
5.38 |
3.3% |
0.65 |
0.4% |
90% |
False |
False |
602,459 |
80 |
165.69 |
160.31 |
5.38 |
3.3% |
0.63 |
0.4% |
90% |
False |
False |
508,472 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
86% |
False |
False |
409,282 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.64 |
0.4% |
86% |
False |
False |
341,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.12 |
2.618 |
167.13 |
1.618 |
166.52 |
1.000 |
166.14 |
0.618 |
165.91 |
HIGH |
165.53 |
0.618 |
165.30 |
0.500 |
165.23 |
0.382 |
165.15 |
LOW |
164.92 |
0.618 |
164.54 |
1.000 |
164.31 |
1.618 |
163.93 |
2.618 |
163.32 |
4.250 |
162.33 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
165.23 |
165.14 |
PP |
165.20 |
165.14 |
S1 |
165.17 |
165.14 |
|