Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	162.08	161.88	-0.20	-0.1%	162.34
High	162.19	162.94	0.75	0.5%	162.67
Low	161.72	161.82	0.10	0.1%	161.37
Close	161.95	162.80	0.85	0.5%	161.98
Range	0.47	1.12	0.65	138.3%	1.30
ATR	0.69	0.72	0.03	4.5%	0.00
Volume	684,128	493,841	-190,287	-27.8%	2,962,885

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.88	165.46	163.42
R3	164.76	164.34	163.11
R2	163.64	163.64	163.01
R1	163.22	163.22	162.90	163.43
PP	162.52	162.52	162.52	162.63
S1	162.10	162.10	162.70	162.31
S2	161.40	161.40	162.59
S3	160.28	160.98	162.49
S4	159.16	159.86	162.18

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.91	165.24	162.70
R3	164.61	163.94	162.34
R2	163.31	163.31	162.22
R1	162.64	162.64	162.10	162.33
PP	162.01	162.01	162.01	161.85
S1	161.34	161.34	161.86	161.03
S2	160.71	160.71	161.74
S3	159.41	160.04	161.62
S4	158.11	158.74	161.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	162.94	161.37	1.57	1.0%	0.72	0.4%	91%	True	False	597,481
10	162.94	161.37	1.57	1.0%	0.66	0.4%	91%	True	False	597,938
20	162.94	160.31	2.63	1.6%	0.67	0.4%	95%	True	False	631,817
40	165.55	160.31	5.24	3.2%	0.69	0.4%	48%	False	False	661,092
60	165.55	160.31	5.24	3.2%	0.64	0.4%	48%	False	False	501,908
80	165.93	160.31	5.62	3.5%	0.64	0.4%	44%	False	False	379,459
100	165.93	160.17	5.76	3.5%	0.66	0.4%	46%	False	False	303,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	167.70
2.618	165.87
1.618	164.75
1.000	164.06
0.618	163.63
HIGH	162.94
0.618	162.51
0.500	162.38
0.382	162.25
LOW	161.82
0.618	161.13
1.000	160.70
1.618	160.01
2.618	158.89
4.250	157.06

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	162.66	162.59
PP	162.52	162.37
S1	162.38	162.16

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

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