Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
163.28 |
163.78 |
0.50 |
0.3% |
162.08 |
| High |
163.99 |
164.30 |
0.31 |
0.2% |
163.51 |
| Low |
163.25 |
163.64 |
0.39 |
0.2% |
161.72 |
| Close |
163.90 |
164.11 |
0.21 |
0.1% |
163.13 |
| Range |
0.74 |
0.66 |
-0.08 |
-10.8% |
1.79 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.1% |
0.00 |
| Volume |
467,221 |
543,527 |
76,306 |
16.3% |
2,559,033 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.00 |
165.71 |
164.47 |
|
| R3 |
165.34 |
165.05 |
164.29 |
|
| R2 |
164.68 |
164.68 |
164.23 |
|
| R1 |
164.39 |
164.39 |
164.17 |
164.54 |
| PP |
164.02 |
164.02 |
164.02 |
164.09 |
| S1 |
163.73 |
163.73 |
164.05 |
163.88 |
| S2 |
163.36 |
163.36 |
163.99 |
|
| S3 |
162.70 |
163.07 |
163.93 |
|
| S4 |
162.04 |
162.41 |
163.75 |
|
|
| 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 |
164.30 |
162.84 |
1.46 |
0.9% |
0.59 |
0.4% |
87% |
True |
False |
456,574 |
| 10 |
164.30 |
161.37 |
2.93 |
1.8% |
0.67 |
0.4% |
94% |
True |
False |
503,022 |
| 20 |
164.30 |
161.06 |
3.24 |
2.0% |
0.62 |
0.4% |
94% |
True |
False |
539,381 |
| 40 |
165.44 |
160.31 |
5.13 |
3.1% |
0.70 |
0.4% |
74% |
False |
False |
629,684 |
| 60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
73% |
False |
False |
554,692 |
| 80 |
165.73 |
160.31 |
5.42 |
3.3% |
0.65 |
0.4% |
70% |
False |
False |
420,232 |
| 100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
68% |
False |
False |
337,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.11 |
|
2.618 |
166.03 |
|
1.618 |
165.37 |
|
1.000 |
164.96 |
|
0.618 |
164.71 |
|
HIGH |
164.30 |
|
0.618 |
164.05 |
|
0.500 |
163.97 |
|
0.382 |
163.89 |
|
LOW |
163.64 |
|
0.618 |
163.23 |
|
1.000 |
162.98 |
|
1.618 |
162.57 |
|
2.618 |
161.91 |
|
4.250 |
160.84 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.06 |
163.96 |
| PP |
164.02 |
163.81 |
| S1 |
163.97 |
163.67 |
|