Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 25-Aug-2017

Day Change Summary
	Previous	Current
	24-Aug-2017	25-Aug-2017	Change	Change %	Previous Week
Open	164.87	164.69	-0.18	-0.1%	164.09
High	164.90	164.80	-0.10	-0.1%	164.90
Low	164.66	164.36	-0.30	-0.2%	164.05
Close	164.75	164.77	0.02	0.0%	164.77
Range	0.24	0.44	0.20	83.3%	0.85
ATR	0.61	0.60	-0.01	-2.0%	0.00
Volume	454,029	298,546	-155,483	-34.2%	2,256,381

Daily Pivots for day following 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.96	165.81	165.01
R3	165.52	165.37	164.89
R2	165.08	165.08	164.85
R1	164.93	164.93	164.81	165.01
PP	164.64	164.64	164.64	164.68
S1	164.49	164.49	164.73	164.57
S2	164.20	164.20	164.69
S3	163.76	164.05	164.65
S4	163.32	163.61	164.53

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	167.12	166.80	165.24
R3	166.27	165.95	165.00
R2	165.42	165.42	164.93
R1	165.10	165.10	164.85	165.26
PP	164.57	164.57	164.57	164.66
S1	164.25	164.25	164.69	164.41
S2	163.72	163.72	164.61
S3	162.87	163.40	164.54
S4	162.02	162.55	164.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.90	164.05	0.85	0.5%	0.44	0.3%	85%	False	False	451,276
10	164.90	163.36	1.54	0.9%	0.52	0.3%	92%	False	False	467,206
20	164.90	161.72	3.18	1.9%	0.58	0.4%	96%	False	False	479,136
40	164.90	160.31	4.59	2.8%	0.63	0.4%	97%	False	False	551,445
60	165.55	160.31	5.24	3.2%	0.64	0.4%	85%	False	False	612,992
80	165.55	160.31	5.24	3.2%	0.63	0.4%	85%	False	False	482,192
100	165.93	160.31	5.62	3.4%	0.63	0.4%	79%	False	False	387,686
120	165.93	160.17	5.76	3.5%	0.65	0.4%	80%	False	False	323,321

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166.67
2.618	165.95
1.618	165.51
1.000	165.24
0.618	165.07
HIGH	164.80
0.618	164.63
0.500	164.58
0.382	164.53
LOW	164.36
0.618	164.09
1.000	163.92
1.618	163.65
2.618	163.21
4.250	162.49

Fisher Pivots for day following 25-Aug-2017
Pivot	1 day	3 day
R1	164.71	164.70
PP	164.64	164.63
S1	164.58	164.56

Download as Excel Spreadsheet

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

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