Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
163.09 |
163.32 |
0.23 |
0.1% |
162.08 |
| High |
163.38 |
163.42 |
0.04 |
0.0% |
163.51 |
| Low |
162.84 |
163.03 |
0.19 |
0.1% |
161.72 |
| Close |
163.30 |
163.13 |
-0.17 |
-0.1% |
163.13 |
| Range |
0.54 |
0.39 |
-0.15 |
-27.8% |
1.79 |
| ATR |
0.68 |
0.66 |
-0.02 |
-3.0% |
0.00 |
| Volume |
339,112 |
609,012 |
269,900 |
79.6% |
2,559,033 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.36 |
164.14 |
163.34 |
|
| R3 |
163.97 |
163.75 |
163.24 |
|
| R2 |
163.58 |
163.58 |
163.20 |
|
| R1 |
163.36 |
163.36 |
163.17 |
163.28 |
| PP |
163.19 |
163.19 |
163.19 |
163.15 |
| S1 |
162.97 |
162.97 |
163.09 |
162.89 |
| S2 |
162.80 |
162.80 |
163.06 |
|
| S3 |
162.41 |
162.58 |
163.02 |
|
| S4 |
162.02 |
162.19 |
162.92 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.16 |
167.43 |
164.11 |
|
| R3 |
166.37 |
165.64 |
163.62 |
|
| R2 |
164.58 |
164.58 |
163.46 |
|
| R1 |
163.85 |
163.85 |
163.29 |
164.22 |
| PP |
162.79 |
162.79 |
162.79 |
162.97 |
| S1 |
162.06 |
162.06 |
162.97 |
162.43 |
| S2 |
161.00 |
161.00 |
162.80 |
|
| S3 |
159.21 |
160.27 |
162.64 |
|
| S4 |
157.42 |
158.48 |
162.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.51 |
162.63 |
0.88 |
0.5% |
0.53 |
0.3% |
57% |
False |
False |
465,837 |
| 10 |
163.51 |
161.37 |
2.14 |
1.3% |
0.63 |
0.4% |
82% |
False |
False |
531,659 |
| 20 |
163.51 |
160.83 |
2.68 |
1.6% |
0.63 |
0.4% |
86% |
False |
False |
553,826 |
| 40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.69 |
0.4% |
54% |
False |
False |
640,710 |
| 60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
54% |
False |
False |
539,129 |
| 80 |
165.93 |
160.31 |
5.62 |
3.4% |
0.65 |
0.4% |
50% |
False |
False |
408,060 |
| 100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.64 |
0.4% |
50% |
False |
False |
327,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.08 |
|
2.618 |
164.44 |
|
1.618 |
164.05 |
|
1.000 |
163.81 |
|
0.618 |
163.66 |
|
HIGH |
163.42 |
|
0.618 |
163.27 |
|
0.500 |
163.23 |
|
0.382 |
163.18 |
|
LOW |
163.03 |
|
0.618 |
162.79 |
|
1.000 |
162.64 |
|
1.618 |
162.40 |
|
2.618 |
162.01 |
|
4.250 |
161.37 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.23 |
163.18 |
| PP |
163.19 |
163.16 |
| S1 |
163.16 |
163.15 |
|