Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
162.02 |
162.34 |
0.32 |
0.2% |
161.08 |
| High |
162.56 |
162.67 |
0.11 |
0.1% |
162.56 |
| Low |
161.99 |
162.26 |
0.27 |
0.2% |
161.06 |
| Close |
162.48 |
162.54 |
0.06 |
0.0% |
162.48 |
| Range |
0.57 |
0.41 |
-0.16 |
-28.1% |
1.50 |
| ATR |
0.69 |
0.67 |
-0.02 |
-2.9% |
0.00 |
| Volume |
370,146 |
667,121 |
296,975 |
80.2% |
2,937,784 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.72 |
163.54 |
162.77 |
|
| R3 |
163.31 |
163.13 |
162.65 |
|
| R2 |
162.90 |
162.90 |
162.62 |
|
| R1 |
162.72 |
162.72 |
162.58 |
162.81 |
| PP |
162.49 |
162.49 |
162.49 |
162.54 |
| S1 |
162.31 |
162.31 |
162.50 |
162.40 |
| S2 |
162.08 |
162.08 |
162.46 |
|
| S3 |
161.67 |
161.90 |
162.43 |
|
| S4 |
161.26 |
161.49 |
162.31 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.53 |
166.01 |
163.31 |
|
| R3 |
165.03 |
164.51 |
162.89 |
|
| R2 |
163.53 |
163.53 |
162.76 |
|
| R1 |
163.01 |
163.01 |
162.62 |
163.27 |
| PP |
162.03 |
162.03 |
162.03 |
162.17 |
| S1 |
161.51 |
161.51 |
162.34 |
161.77 |
| S2 |
160.53 |
160.53 |
162.21 |
|
| S3 |
159.03 |
160.01 |
162.07 |
|
| S4 |
157.53 |
158.51 |
161.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.67 |
161.24 |
1.43 |
0.9% |
0.51 |
0.3% |
91% |
True |
False |
605,515 |
| 10 |
162.67 |
160.48 |
2.19 |
1.3% |
0.57 |
0.4% |
94% |
True |
False |
596,907 |
| 20 |
165.44 |
160.31 |
5.13 |
3.2% |
0.79 |
0.5% |
43% |
False |
False |
726,534 |
| 40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
43% |
False |
False |
653,521 |
| 60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
43% |
False |
False |
445,808 |
| 80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.63 |
0.4% |
40% |
False |
False |
336,311 |
| 100 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
41% |
False |
False |
269,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.41 |
|
2.618 |
163.74 |
|
1.618 |
163.33 |
|
1.000 |
163.08 |
|
0.618 |
162.92 |
|
HIGH |
162.67 |
|
0.618 |
162.51 |
|
0.500 |
162.47 |
|
0.382 |
162.42 |
|
LOW |
162.26 |
|
0.618 |
162.01 |
|
1.000 |
161.85 |
|
1.618 |
161.60 |
|
2.618 |
161.19 |
|
4.250 |
160.52 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
162.52 |
162.40 |
| PP |
162.49 |
162.25 |
| S1 |
162.47 |
162.11 |
|