Euro Bund Future December 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	159.42	159.19	-0.23	-0.1%	159.43
High	159.42	159.22	-0.20	-0.1%	159.77
Low	158.53	158.87	0.34	0.2%	158.53
Close	159.10	159.08	-0.02	0.0%	159.10
Range	0.89	0.35	-0.54	-60.7%	1.24
ATR	0.62	0.60	-0.02	-3.1%	0.00
Volume	965	7,088	6,123	634.5%	8,479

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	160.11	159.94	159.27
R3	159.76	159.59	159.18
R2	159.41	159.41	159.14
R1	159.24	159.24	159.11	159.15
PP	159.06	159.06	159.06	159.01
S1	158.89	158.89	159.05	158.80
S2	158.71	158.71	159.02
S3	158.36	158.54	158.98
S4	158.01	158.19	158.89

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	162.85	162.22	159.78
R3	161.61	160.98	159.44
R2	160.37	160.37	159.33
R1	159.74	159.74	159.21	159.44
PP	159.13	159.13	159.13	158.98
S1	158.50	158.50	158.99	158.20
S2	157.89	157.89	158.87
S3	156.65	157.26	158.76
S4	155.41	156.02	158.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.61	158.53	1.08	0.7%	0.60	0.4%	51%	False	False	2,910
10	159.77	158.48	1.29	0.8%	0.51	0.3%	47%	False	False	2,258
20	159.77	157.51	2.26	1.4%	0.54	0.3%	69%	False	False	2,247
40	162.72	157.51	5.21	3.3%	0.53	0.3%	30%	False	False	1,208

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	160.71
2.618	160.14
1.618	159.79
1.000	159.57
0.618	159.44
HIGH	159.22
0.618	159.09
0.500	159.05
0.382	159.00
LOW	158.87
0.618	158.65
1.000	158.52
1.618	158.30
2.618	157.95
4.250	157.38

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	159.07	159.07
PP	159.06	159.06
S1	159.05	159.06

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

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