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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |