Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
165.05 |
165.68 |
0.63 |
0.4% |
164.86 |
| High |
165.83 |
165.74 |
-0.09 |
-0.1% |
165.69 |
| Low |
164.84 |
165.20 |
0.36 |
0.2% |
164.52 |
| Close |
165.52 |
165.48 |
-0.04 |
0.0% |
164.86 |
| Range |
0.99 |
0.54 |
-0.45 |
-45.5% |
1.17 |
| ATR |
0.62 |
0.61 |
-0.01 |
-0.9% |
0.00 |
| Volume |
455,146 |
29,035 |
-426,111 |
-93.6% |
4,062,464 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.09 |
166.83 |
165.78 |
|
| R3 |
166.55 |
166.29 |
165.63 |
|
| R2 |
166.01 |
166.01 |
165.58 |
|
| R1 |
165.75 |
165.75 |
165.53 |
165.61 |
| PP |
165.47 |
165.47 |
165.47 |
165.41 |
| S1 |
165.21 |
165.21 |
165.43 |
165.07 |
| S2 |
164.93 |
164.93 |
165.38 |
|
| S3 |
164.39 |
164.67 |
165.33 |
|
| S4 |
163.85 |
164.13 |
165.18 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.53 |
167.87 |
165.50 |
|
| R3 |
167.36 |
166.70 |
165.18 |
|
| R2 |
166.19 |
166.19 |
165.07 |
|
| R1 |
165.53 |
165.53 |
164.97 |
165.45 |
| PP |
165.02 |
165.02 |
165.02 |
164.98 |
| S1 |
164.36 |
164.36 |
164.75 |
164.28 |
| S2 |
163.85 |
163.85 |
164.65 |
|
| S3 |
162.68 |
163.19 |
164.54 |
|
| S4 |
161.51 |
162.02 |
164.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.83 |
164.52 |
1.31 |
0.8% |
0.65 |
0.4% |
73% |
False |
False |
616,314 |
| 10 |
165.83 |
164.22 |
1.61 |
1.0% |
0.57 |
0.3% |
78% |
False |
False |
571,960 |
| 20 |
165.83 |
163.25 |
2.58 |
1.6% |
0.59 |
0.4% |
86% |
False |
False |
531,110 |
| 40 |
165.83 |
160.83 |
5.00 |
3.0% |
0.61 |
0.4% |
93% |
False |
False |
542,468 |
| 60 |
165.83 |
160.31 |
5.52 |
3.3% |
0.66 |
0.4% |
94% |
False |
False |
604,177 |
| 80 |
165.83 |
160.31 |
5.52 |
3.3% |
0.63 |
0.4% |
94% |
False |
False |
537,125 |
| 100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
92% |
False |
False |
432,670 |
| 120 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
92% |
False |
False |
361,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.04 |
|
2.618 |
167.15 |
|
1.618 |
166.61 |
|
1.000 |
166.28 |
|
0.618 |
166.07 |
|
HIGH |
165.74 |
|
0.618 |
165.53 |
|
0.500 |
165.47 |
|
0.382 |
165.41 |
|
LOW |
165.20 |
|
0.618 |
164.87 |
|
1.000 |
164.66 |
|
1.618 |
164.33 |
|
2.618 |
163.79 |
|
4.250 |
162.91 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
165.48 |
165.38 |
| PP |
165.47 |
165.28 |
| S1 |
165.47 |
165.18 |
|