Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	161.83	160.54	-1.29	-0.8%	161.55
High	161.90	160.73	-1.17	-0.7%	162.32
Low	160.43	160.31	-0.12	-0.1%	160.31
Close	160.50	160.49	-0.01	0.0%	160.49
Range	1.47	0.42	-1.05	-71.4%	2.01
ATR	0.80	0.77	-0.03	-3.4%	0.00
Volume	782,710	600,631	-182,079	-23.3%	3,026,941

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	161.77	161.55	160.72
R3	161.35	161.13	160.61
R2	160.93	160.93	160.57
R1	160.71	160.71	160.53	160.61
PP	160.51	160.51	160.51	160.46
S1	160.29	160.29	160.45	160.19
S2	160.09	160.09	160.41
S3	159.67	159.87	160.37
S4	159.25	159.45	160.26

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	167.07	165.79	161.60
R3	165.06	163.78	161.04
R2	163.05	163.05	160.86
R1	161.77	161.77	160.67	161.41
PP	161.04	161.04	161.04	160.86
S1	159.76	159.76	160.31	159.40
S2	159.03	159.03	160.12
S3	157.02	157.75	159.94
S4	155.01	155.74	159.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	162.60	160.31	2.29	1.4%	0.84	0.5%	8%	False	True	725,117
10	165.44	160.31	5.13	3.2%	0.96	0.6%	4%	False	True	855,953
20	165.55	160.31	5.24	3.3%	0.75	0.5%	3%	False	True	712,152
40	165.55	160.31	5.24	3.3%	0.65	0.4%	3%	False	True	501,030
60	165.93	160.31	5.62	3.5%	0.65	0.4%	3%	False	True	338,277
80	165.93	160.17	5.76	3.6%	0.65	0.4%	6%	False	False	254,566

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	162.52
2.618	161.83
1.618	161.41
1.000	161.15
0.618	160.99
HIGH	160.73
0.618	160.57
0.500	160.52
0.382	160.47
LOW	160.31
0.618	160.05
1.000	159.89
1.618	159.63
2.618	159.21
4.250	158.53

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	160.52	161.22
PP	160.51	160.97
S1	160.50	160.73

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These figures are updated between 7pm and 10pm EST after a trading day.

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