Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 07-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
165.68 |
165.24 |
-0.44 |
-0.3% |
164.86 |
High |
165.74 |
165.38 |
-0.36 |
-0.2% |
165.69 |
Low |
165.20 |
165.17 |
-0.03 |
0.0% |
164.52 |
Close |
165.48 |
165.37 |
-0.11 |
-0.1% |
164.86 |
Range |
0.54 |
0.21 |
-0.33 |
-61.1% |
1.17 |
ATR |
0.61 |
0.59 |
-0.02 |
-3.5% |
0.00 |
Volume |
29,035 |
29,035 |
0 |
0.0% |
4,062,464 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.94 |
165.86 |
165.49 |
|
R3 |
165.73 |
165.65 |
165.43 |
|
R2 |
165.52 |
165.52 |
165.41 |
|
R1 |
165.44 |
165.44 |
165.39 |
165.48 |
PP |
165.31 |
165.31 |
165.31 |
165.33 |
S1 |
165.23 |
165.23 |
165.35 |
165.27 |
S2 |
165.10 |
165.10 |
165.33 |
|
S3 |
164.89 |
165.02 |
165.31 |
|
S4 |
164.68 |
164.81 |
165.25 |
|
|
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 |
165.83 |
164.52 |
1.31 |
0.8% |
0.57 |
0.3% |
65% |
False |
False |
480,907 |
10 |
165.83 |
164.36 |
1.47 |
0.9% |
0.53 |
0.3% |
69% |
False |
False |
532,825 |
20 |
165.83 |
163.36 |
2.47 |
1.5% |
0.56 |
0.3% |
81% |
False |
False |
509,201 |
40 |
165.83 |
161.02 |
4.81 |
2.9% |
0.60 |
0.4% |
90% |
False |
False |
523,545 |
60 |
165.83 |
160.31 |
5.52 |
3.3% |
0.65 |
0.4% |
92% |
False |
False |
593,279 |
80 |
165.83 |
160.31 |
5.52 |
3.3% |
0.63 |
0.4% |
92% |
False |
False |
536,931 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
90% |
False |
False |
432,913 |
120 |
165.93 |
160.31 |
5.62 |
3.4% |
0.62 |
0.4% |
90% |
False |
False |
361,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.27 |
2.618 |
165.93 |
1.618 |
165.72 |
1.000 |
165.59 |
0.618 |
165.51 |
HIGH |
165.38 |
0.618 |
165.30 |
0.500 |
165.28 |
0.382 |
165.25 |
LOW |
165.17 |
0.618 |
165.04 |
1.000 |
164.96 |
1.618 |
164.83 |
2.618 |
164.62 |
4.250 |
164.28 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
165.34 |
165.36 |
PP |
165.31 |
165.35 |
S1 |
165.28 |
165.34 |
|