Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 01-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
165.13 |
165.15 |
0.02 |
0.0% |
164.86 |
High |
165.29 |
165.21 |
-0.08 |
0.0% |
165.69 |
Low |
164.85 |
164.52 |
-0.33 |
-0.2% |
164.52 |
Close |
165.08 |
164.86 |
-0.22 |
-0.1% |
164.86 |
Range |
0.44 |
0.69 |
0.25 |
56.8% |
1.17 |
ATR |
0.58 |
0.59 |
0.01 |
1.3% |
0.00 |
Volume |
959,778 |
931,545 |
-28,233 |
-2.9% |
4,062,464 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.93 |
166.59 |
165.24 |
|
R3 |
166.24 |
165.90 |
165.05 |
|
R2 |
165.55 |
165.55 |
164.99 |
|
R1 |
165.21 |
165.21 |
164.92 |
165.04 |
PP |
164.86 |
164.86 |
164.86 |
164.78 |
S1 |
164.52 |
164.52 |
164.80 |
164.35 |
S2 |
164.17 |
164.17 |
164.73 |
|
S3 |
163.48 |
163.83 |
164.67 |
|
S4 |
162.79 |
163.14 |
164.48 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.53 |
167.87 |
165.50 |
|
R3 |
167.36 |
166.70 |
165.18 |
|
R2 |
166.19 |
166.19 |
165.07 |
|
R1 |
165.53 |
165.53 |
164.97 |
165.45 |
PP |
165.02 |
165.02 |
165.02 |
164.98 |
S1 |
164.36 |
164.36 |
164.75 |
164.28 |
S2 |
163.85 |
163.85 |
164.65 |
|
S3 |
162.68 |
163.19 |
164.54 |
|
S4 |
161.51 |
162.02 |
164.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.69 |
164.52 |
1.17 |
0.7% |
0.57 |
0.3% |
29% |
False |
True |
812,492 |
10 |
165.69 |
164.05 |
1.64 |
1.0% |
0.51 |
0.3% |
49% |
False |
False |
631,884 |
20 |
165.69 |
162.84 |
2.85 |
1.7% |
0.56 |
0.3% |
71% |
False |
False |
554,307 |
40 |
165.69 |
160.44 |
5.25 |
3.2% |
0.60 |
0.4% |
84% |
False |
False |
562,367 |
60 |
165.69 |
160.31 |
5.38 |
3.3% |
0.65 |
0.4% |
85% |
False |
False |
612,295 |
80 |
165.69 |
160.31 |
5.38 |
3.3% |
0.62 |
0.4% |
85% |
False |
False |
531,698 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
81% |
False |
False |
427,913 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.63 |
0.4% |
81% |
False |
False |
357,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.14 |
2.618 |
167.02 |
1.618 |
166.33 |
1.000 |
165.90 |
0.618 |
165.64 |
HIGH |
165.21 |
0.618 |
164.95 |
0.500 |
164.87 |
0.382 |
164.78 |
LOW |
164.52 |
0.618 |
164.09 |
1.000 |
163.83 |
1.618 |
163.40 |
2.618 |
162.71 |
4.250 |
161.59 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
164.87 |
165.03 |
PP |
164.86 |
164.97 |
S1 |
164.86 |
164.92 |
|