Euro Bund Future September 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Aug-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Aug-2017 | 02-Aug-2017 | Change | Change % | Previous Week |  
                        | Open | 161.88 | 162.89 | 1.01 | 0.6% | 162.34 |  
                        | High | 162.94 | 162.97 | 0.03 | 0.0% | 162.67 |  
                        | Low | 161.82 | 162.63 | 0.81 | 0.5% | 161.37 |  
                        | Close | 162.80 | 162.86 | 0.06 | 0.0% | 161.98 |  
                        | Range | 1.12 | 0.34 | -0.78 | -69.6% | 1.30 |  
                        | ATR | 0.72 | 0.69 | -0.03 | -3.8% | 0.00 |  
                        | Volume | 493,841 | 567,058 | 73,217 | 14.8% | 2,962,885 |  | 
    
| 
        
            | Daily Pivots for day following 02-Aug-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 163.84 | 163.69 | 163.05 |  |  
                | R3 | 163.50 | 163.35 | 162.95 |  |  
                | R2 | 163.16 | 163.16 | 162.92 |  |  
                | R1 | 163.01 | 163.01 | 162.89 | 162.92 |  
                | PP | 162.82 | 162.82 | 162.82 | 162.77 |  
                | S1 | 162.67 | 162.67 | 162.83 | 162.58 |  
                | S2 | 162.48 | 162.48 | 162.80 |  |  
                | S3 | 162.14 | 162.33 | 162.77 |  |  
                | S4 | 161.80 | 161.99 | 162.67 |  |  | 
        
            | 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 | 162.97 | 161.37 | 1.60 | 1.0% | 0.70 | 0.4% | 93% | True | False | 596,307 |  
                | 10 | 162.97 | 161.37 | 1.60 | 1.0% | 0.65 | 0.4% | 93% | True | False | 563,826 |  
                | 20 | 162.97 | 160.31 | 2.66 | 1.6% | 0.66 | 0.4% | 96% | True | False | 598,892 |  
                | 40 | 165.55 | 160.31 | 5.24 | 3.2% | 0.68 | 0.4% | 49% | False | False | 653,468 |  
                | 60 | 165.55 | 160.31 | 5.24 | 3.2% | 0.64 | 0.4% | 49% | False | False | 511,149 |  
                | 80 | 165.93 | 160.31 | 5.62 | 3.5% | 0.64 | 0.4% | 45% | False | False | 386,492 |  
                | 100 | 165.93 | 160.17 | 5.76 | 3.5% | 0.65 | 0.4% | 47% | False | False | 309,600 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 164.42 |  
            | 2.618 | 163.86 |  
            | 1.618 | 163.52 |  
            | 1.000 | 163.31 |  
            | 0.618 | 163.18 |  
            | HIGH | 162.97 |  
            | 0.618 | 162.84 |  
            | 0.500 | 162.80 |  
            | 0.382 | 162.76 |  
            | LOW | 162.63 |  
            | 0.618 | 162.42 |  
            | 1.000 | 162.29 |  
            | 1.618 | 162.08 |  
            | 2.618 | 161.74 |  
            | 4.250 | 161.19 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Aug-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 162.84 | 162.69 |  
                                | PP | 162.82 | 162.52 |  
                                | S1 | 162.80 | 162.35 |  |