Euro Bund Future December 2017

Trading Metrics calculated at close of trading on 03-Aug-2017

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	159.93	159.97	0.04	0.0%	159.43
High	160.10	160.59	0.49	0.3%	159.77
Low	159.79	159.84	0.05	0.0%	158.53
Close	159.99	160.42	0.43	0.3%	159.10
Range	0.31	0.75	0.44	141.9%	1.24
ATR	0.61	0.62	0.01	1.7%	0.00
Volume	3,420	4,463	1,043	30.5%	8,479

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	162.53	162.23	160.83
R3	161.78	161.48	160.63
R2	161.03	161.03	160.56
R1	160.73	160.73	160.49	160.88
PP	160.28	160.28	160.28	160.36
S1	159.98	159.98	160.35	160.13
S2	159.53	159.53	160.28
S3	158.78	159.23	160.21
S4	158.03	158.48	160.01

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	160.59	158.53	2.06	1.3%	0.67	0.4%	92%	True	False	3,584
10	160.59	158.53	2.06	1.3%	0.59	0.4%	92%	True	False	2,803
20	160.59	157.51	3.08	1.9%	0.53	0.3%	94%	True	False	2,582
40	162.48	157.51	4.97	3.1%	0.54	0.3%	59%	False	False	1,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163.78
2.618	162.55
1.618	161.80
1.000	161.34
0.618	161.05
HIGH	160.59
0.618	160.30
0.500	160.22
0.382	160.13
LOW	159.84
0.618	159.38
1.000	159.09
1.618	158.63
2.618	157.88
4.250	156.65

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	160.35	160.22
PP	160.28	160.01
S1	160.22	159.81

Download as Excel Spreadsheet

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

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