Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	164.34	164.43	0.09	0.1%	163.09
High	164.64	164.44	-0.20	-0.1%	164.64
Low	163.84	163.86	0.02	0.0%	162.84
Close	164.54	164.20	-0.34	-0.2%	164.54
Range	0.80	0.58	-0.22	-27.5%	1.80
ATR	0.68	0.68	0.00	0.0%	0.00
Volume	392,761	522,924	130,163	33.1%	2,351,633

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.91	165.63	164.52
R3	165.33	165.05	164.36
R2	164.75	164.75	164.31
R1	164.47	164.47	164.25	164.32
PP	164.17	164.17	164.17	164.09
S1	163.89	163.89	164.15	163.74
S2	163.59	163.59	164.09
S3	163.01	163.31	164.04
S4	162.43	162.73	163.88

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	169.41	168.77	165.53
R3	167.61	166.97	165.04
R2	165.81	165.81	164.87
R1	165.17	165.17	164.71	165.49
PP	164.01	164.01	164.01	164.17
S1	163.37	163.37	164.38	163.69
S2	162.21	162.21	164.21
S3	160.41	161.57	164.05
S4	158.61	159.77	163.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.64	163.03	1.61	1.0%	0.63	0.4%	73%	False	False	507,089
10	164.64	161.82	2.82	1.7%	0.66	0.4%	84%	False	False	474,946
20	164.64	161.24	3.40	2.1%	0.63	0.4%	87%	False	False	537,846
40	165.44	160.31	5.13	3.1%	0.69	0.4%	76%	False	False	627,267
60	165.55	160.31	5.24	3.2%	0.64	0.4%	74%	False	False	569,317
80	165.55	160.31	5.24	3.2%	0.65	0.4%	74%	False	False	431,570
100	165.93	160.31	5.62	3.4%	0.64	0.4%	69%	False	False	346,417

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	166.91
2.618	165.96
1.618	165.38
1.000	165.02
0.618	164.80
HIGH	164.44
0.618	164.22
0.500	164.15
0.382	164.08
LOW	163.86
0.618	163.50
1.000	163.28
1.618	162.92
2.618	162.34
4.250	161.40

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	164.18	164.18
PP	164.17	164.16
S1	164.15	164.14

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

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