Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 29-Aug-2017

Day Change Summary
	Previous	Current
	28-Aug-2017	29-Aug-2017	Change	Change %	Previous Week
Open	164.86	165.03	0.17	0.1%	164.09
High	164.98	165.69	0.71	0.4%	164.90
Low	164.58	165.00	0.42	0.3%	164.05
Close	164.96	165.43	0.47	0.3%	164.77
Range	0.40	0.69	0.29	72.5%	0.85
ATR	0.58	0.59	0.01	1.8%	0.00
Volume	788,843	676,228	-112,615	-14.3%	2,256,381

Daily Pivots for day following 29-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	167.44	167.13	165.81
R3	166.75	166.44	165.62
R2	166.06	166.06	165.56
R1	165.75	165.75	165.49	165.91
PP	165.37	165.37	165.37	165.45
S1	165.06	165.06	165.37	165.22
S2	164.68	164.68	165.30
S3	163.99	164.37	165.24
S4	163.30	163.68	165.05

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	165.69	164.22	1.47	0.9%	0.49	0.3%	82%	True	False	527,607
10	165.69	163.36	2.33	1.4%	0.51	0.3%	89%	True	False	508,144
20	165.69	162.63	3.06	1.8%	0.56	0.3%	92%	True	False	493,491
40	165.69	160.31	5.38	3.3%	0.62	0.4%	95%	True	False	562,654
60	165.69	160.31	5.38	3.3%	0.64	0.4%	95%	True	False	605,225
80	165.69	160.31	5.38	3.3%	0.62	0.4%	95%	True	False	499,804
100	165.93	160.31	5.62	3.4%	0.63	0.4%	91%	False	False	402,265
120	165.93	160.17	5.76	3.5%	0.64	0.4%	91%	False	False	335,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	168.62
2.618	167.50
1.618	166.81
1.000	166.38
0.618	166.12
HIGH	165.69
0.618	165.43
0.500	165.35
0.382	165.26
LOW	165.00
0.618	164.57
1.000	164.31
1.618	163.88
2.618	163.19
4.250	162.07

Fisher Pivots for day following 29-Aug-2017
Pivot	1 day	3 day
R1	165.40	165.30
PP	165.37	165.16
S1	165.35	165.03

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

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