Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 31-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
165.26 |
165.13 |
-0.13 |
-0.1% |
164.09 |
High |
165.53 |
165.29 |
-0.24 |
-0.1% |
164.90 |
Low |
164.92 |
164.85 |
-0.07 |
0.0% |
164.05 |
Close |
165.14 |
165.08 |
-0.06 |
0.0% |
164.77 |
Range |
0.61 |
0.44 |
-0.17 |
-27.9% |
0.85 |
ATR |
0.60 |
0.58 |
-0.01 |
-1.9% |
0.00 |
Volume |
706,070 |
959,778 |
253,708 |
35.9% |
2,256,381 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.39 |
166.18 |
165.32 |
|
R3 |
165.95 |
165.74 |
165.20 |
|
R2 |
165.51 |
165.51 |
165.16 |
|
R1 |
165.30 |
165.30 |
165.12 |
165.19 |
PP |
165.07 |
165.07 |
165.07 |
165.02 |
S1 |
164.86 |
164.86 |
165.04 |
164.75 |
S2 |
164.63 |
164.63 |
165.00 |
|
S3 |
164.19 |
164.42 |
164.96 |
|
S4 |
163.75 |
163.98 |
164.84 |
|
|
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% |
0.52 |
0.3% |
54% |
False |
False |
685,893 |
10 |
165.69 |
164.00 |
1.69 |
1.0% |
0.48 |
0.3% |
64% |
False |
False |
576,378 |
20 |
165.69 |
162.84 |
2.85 |
1.7% |
0.55 |
0.3% |
79% |
False |
False |
523,930 |
40 |
165.69 |
160.31 |
5.38 |
3.3% |
0.59 |
0.4% |
89% |
False |
False |
554,094 |
60 |
165.69 |
160.31 |
5.38 |
3.3% |
0.65 |
0.4% |
89% |
False |
False |
605,087 |
80 |
165.69 |
160.31 |
5.38 |
3.3% |
0.62 |
0.4% |
89% |
False |
False |
520,267 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
85% |
False |
False |
418,815 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.63 |
0.4% |
85% |
False |
False |
349,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.16 |
2.618 |
166.44 |
1.618 |
166.00 |
1.000 |
165.73 |
0.618 |
165.56 |
HIGH |
165.29 |
0.618 |
165.12 |
0.500 |
165.07 |
0.382 |
165.02 |
LOW |
164.85 |
0.618 |
164.58 |
1.000 |
164.41 |
1.618 |
164.14 |
2.618 |
163.70 |
4.250 |
162.98 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
165.08 |
165.27 |
PP |
165.07 |
165.21 |
S1 |
165.07 |
165.14 |
|