Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	164.18	164.09	-0.09	-0.1%	164.43
High	164.48	164.57	0.09	0.1%	164.48
Low	164.00	164.05	0.05	0.0%	163.36
Close	164.36	164.44	0.08	0.0%	164.36
Range	0.48	0.52	0.04	8.3%	1.12
ATR	0.67	0.66	-0.01	-1.6%	0.00
Volume	376,485	468,241	91,756	24.4%	2,415,679

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.91	165.70	164.73
R3	165.39	165.18	164.58
R2	164.87	164.87	164.54
R1	164.66	164.66	164.49	164.77
PP	164.35	164.35	164.35	164.41
S1	164.14	164.14	164.39	164.25
S2	163.83	163.83	164.34
S3	163.31	163.62	164.30
S4	162.79	163.10	164.15

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	167.43	167.01	164.98
R3	166.31	165.89	164.67
R2	165.19	165.19	164.57
R1	164.77	164.77	164.46	164.42
PP	164.07	164.07	164.07	163.89
S1	163.65	163.65	164.26	163.30
S2	162.95	162.95	164.15
S3	161.83	162.53	164.05
S4	160.71	161.41	163.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.57	163.36	1.21	0.7%	0.58	0.4%	89%	True	False	472,199
10	164.64	163.03	1.61	1.0%	0.61	0.4%	88%	False	False	489,644
20	164.64	161.37	3.27	2.0%	0.65	0.4%	94%	False	False	504,517
40	165.44	160.31	5.13	3.1%	0.72	0.4%	81%	False	False	615,526
60	165.55	160.31	5.24	3.2%	0.64	0.4%	79%	False	False	603,853
80	165.55	160.31	5.24	3.2%	0.64	0.4%	79%	False	False	460,485
100	165.93	160.31	5.62	3.4%	0.64	0.4%	73%	False	False	369,952
120	165.93	160.17	5.76	3.5%	0.65	0.4%	74%	False	False	308,432

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166.78
2.618	165.93
1.618	165.41
1.000	165.09
0.618	164.89
HIGH	164.57
0.618	164.37
0.500	164.31
0.382	164.25
LOW	164.05
0.618	163.73
1.000	163.53
1.618	163.21
2.618	162.69
4.250	161.84

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	164.40	164.34
PP	164.35	164.24
S1	164.31	164.14

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

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