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

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

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

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

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