Euro Bund Future December 2017

Trading Metrics calculated at close of trading on 09-Aug-2017

Day Change Summary
	Previous	Current
	08-Aug-2017	09-Aug-2017	Change	Change %	Previous Week
Open	160.43	160.43	0.00	0.0%	159.19
High	160.53	161.07	0.54	0.3%	160.59
Low	160.18	160.41	0.23	0.1%	158.87
Close	160.25	161.02	0.77	0.5%	160.26
Range	0.35	0.66	0.31	88.6%	1.72
ATR	0.59	0.60	0.02	2.9%	0.00
Volume	7,514	22,883	15,369	204.5%	18,038

Daily Pivots for day following 09-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	162.81	162.58	161.38
R3	162.15	161.92	161.20
R2	161.49	161.49	161.14
R1	161.26	161.26	161.08	161.38
PP	160.83	160.83	160.83	160.89
S1	160.60	160.60	160.96	160.72
S2	160.17	160.17	160.90
S3	159.51	159.94	160.84
S4	158.85	159.28	160.66

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.07	164.38	161.21
R3	163.35	162.66	160.73
R2	161.63	161.63	160.58
R1	160.94	160.94	160.42	161.29
PP	159.91	159.91	159.91	160.08
S1	159.22	159.22	160.10	159.57
S2	158.19	158.19	159.94
S3	156.47	157.50	159.79
S4	154.75	155.78	159.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161.07	159.84	1.23	0.8%	0.56	0.3%	96%	True	False	9,291
10	161.07	158.53	2.54	1.6%	0.58	0.4%	98%	True	False	6,294
20	161.07	158.20	2.87	1.8%	0.54	0.3%	98%	True	False	4,067
40	162.44	157.51	4.93	3.1%	0.58	0.4%	71%	False	False	2,496

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	163.88
2.618	162.80
1.618	162.14
1.000	161.73
0.618	161.48
HIGH	161.07
0.618	160.82
0.500	160.74
0.382	160.66
LOW	160.41
0.618	160.00
1.000	159.75
1.618	159.34
2.618	158.68
4.250	157.61

Fisher Pivots for day following 09-Aug-2017
Pivot	1 day	3 day
R1	160.93	160.86
PP	160.83	160.69
S1	160.74	160.53

Download as Excel Spreadsheet

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

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