Euro Bund Future December 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 |
162.25 |
162.28 |
0.03 |
0.0% |
161.95 |
| High |
162.42 |
162.35 |
-0.07 |
0.0% |
162.81 |
| Low |
161.98 |
161.65 |
-0.33 |
-0.2% |
161.65 |
| Close |
162.21 |
161.99 |
-0.22 |
-0.1% |
161.99 |
| Range |
0.44 |
0.70 |
0.26 |
59.1% |
1.16 |
| ATR |
0.54 |
0.55 |
0.01 |
2.1% |
0.00 |
| Volume |
397,281 |
750,805 |
353,524 |
89.0% |
1,624,907 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.10 |
163.74 |
162.38 |
|
| R3 |
163.40 |
163.04 |
162.18 |
|
| R2 |
162.70 |
162.70 |
162.12 |
|
| R1 |
162.34 |
162.34 |
162.05 |
162.17 |
| PP |
162.00 |
162.00 |
162.00 |
161.91 |
| S1 |
161.64 |
161.64 |
161.93 |
161.47 |
| S2 |
161.30 |
161.30 |
161.86 |
|
| S3 |
160.60 |
160.94 |
161.80 |
|
| S4 |
159.90 |
160.24 |
161.61 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.63 |
164.97 |
162.63 |
|
| R3 |
164.47 |
163.81 |
162.31 |
|
| R2 |
163.31 |
163.31 |
162.20 |
|
| R1 |
162.65 |
162.65 |
162.10 |
162.98 |
| PP |
162.15 |
162.15 |
162.15 |
162.32 |
| S1 |
161.49 |
161.49 |
161.88 |
161.82 |
| S2 |
160.99 |
160.99 |
161.78 |
|
| S3 |
159.83 |
160.33 |
161.67 |
|
| S4 |
158.67 |
159.17 |
161.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.81 |
161.65 |
1.16 |
0.7% |
0.51 |
0.3% |
29% |
False |
True |
324,981 |
| 10 |
162.81 |
161.22 |
1.59 |
1.0% |
0.47 |
0.3% |
48% |
False |
False |
186,338 |
| 20 |
162.81 |
159.99 |
2.82 |
1.7% |
0.51 |
0.3% |
71% |
False |
False |
99,205 |
| 40 |
162.81 |
157.71 |
5.10 |
3.1% |
0.53 |
0.3% |
84% |
False |
False |
50,888 |
| 60 |
162.81 |
157.51 |
5.30 |
3.3% |
0.54 |
0.3% |
85% |
False |
False |
34,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.33 |
|
2.618 |
164.18 |
|
1.618 |
163.48 |
|
1.000 |
163.05 |
|
0.618 |
162.78 |
|
HIGH |
162.35 |
|
0.618 |
162.08 |
|
0.500 |
162.00 |
|
0.382 |
161.92 |
|
LOW |
161.65 |
|
0.618 |
161.22 |
|
1.000 |
160.95 |
|
1.618 |
160.52 |
|
2.618 |
159.82 |
|
4.250 |
158.68 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
162.00 |
162.04 |
| PP |
162.00 |
162.02 |
| S1 |
161.99 |
162.01 |
|