Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	165.68	165.24	-0.44	-0.3%	164.86
High	165.74	165.38	-0.36	-0.2%	165.69
Low	165.20	165.17	-0.03	0.0%	164.52
Close	165.48	165.37	-0.11	-0.1%	164.86
Range	0.54	0.21	-0.33	-61.1%	1.17
ATR	0.61	0.59	-0.02	-3.5%	0.00
Volume	29,035	29,035	0	0.0%	4,062,464

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.94	165.86	165.49
R3	165.73	165.65	165.43
R2	165.52	165.52	165.41
R1	165.44	165.44	165.39	165.48
PP	165.31	165.31	165.31	165.33
S1	165.23	165.23	165.35	165.27
S2	165.10	165.10	165.33
S3	164.89	165.02	165.31
S4	164.68	164.81	165.25

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%	0.57	0.3%	65%	False	False	480,907
10	165.83	164.36	1.47	0.9%	0.53	0.3%	69%	False	False	532,825
20	165.83	163.36	2.47	1.5%	0.56	0.3%	81%	False	False	509,201
40	165.83	161.02	4.81	2.9%	0.60	0.4%	90%	False	False	523,545
60	165.83	160.31	5.52	3.3%	0.65	0.4%	92%	False	False	593,279
80	165.83	160.31	5.52	3.3%	0.63	0.4%	92%	False	False	536,931
100	165.93	160.31	5.62	3.4%	0.63	0.4%	90%	False	False	432,913
120	165.93	160.31	5.62	3.4%	0.62	0.4%	90%	False	False	361,391

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 134 trading days

Fibonacci Retracements and Extensions
4.250	166.27
2.618	165.93
1.618	165.72
1.000	165.59
0.618	165.51
HIGH	165.38
0.618	165.30
0.500	165.28
0.382	165.25
LOW	165.17
0.618	165.04
1.000	164.96
1.618	164.83
2.618	164.62
4.250	164.28

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	165.34	165.36
PP	165.31	165.35
S1	165.28	165.34

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

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