Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	166.75	166.70	-0.05	0.0%	164.58
High	167.12	167.33	0.21	0.1%	168.86
Low	166.64	165.51	-1.13	-0.7%	163.52
Close	166.92	167.12	0.20	0.1%	165.99
Range	0.48	1.82	1.34	279.2%	5.34
ATR	0.88	0.95	0.07	7.6%	0.00
Volume	851,364	644,721	-206,643	-24.3%	3,271,479

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	172.11	171.44	168.12
R3	170.29	169.62	167.62
R2	168.47	168.47	167.45
R1	167.80	167.80	167.29	168.14
PP	166.65	166.65	166.65	166.82
S1	165.98	165.98	166.95	166.32
S2	164.83	164.83	166.79
S3	163.01	164.16	166.62
S4	161.19	162.34	166.12

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	182.14	179.41	168.93
R3	176.80	174.07	167.46
R2	171.46	171.46	166.97
R1	168.73	168.73	166.48	170.10
PP	166.12	166.12	166.12	166.81
S1	163.39	163.39	165.50	164.76
S2	160.78	160.78	165.01
S3	155.44	158.05	164.52
S4	150.10	152.71	163.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.86	165.51	3.35	2.0%	1.42	0.8%	48%	False	True	633,620
10	168.86	163.52	5.34	3.2%	1.04	0.6%	67%	False	False	642,187
20	168.86	163.41	5.45	3.3%	0.80	0.5%	68%	False	False	659,594
40	168.86	161.82	7.04	4.2%	0.69	0.4%	75%	False	False	378,242
60	168.86	160.43	8.43	5.0%	0.61	0.4%	79%	False	False	254,341
80	168.86	160.12	8.74	5.2%	0.56	0.3%	80%	False	False	191,072
100	168.86	160.12	8.74	5.2%	0.45	0.3%	80%	False	False	152,858
120	168.86	155.76	13.10	7.8%	0.38	0.2%	87%	False	False	127,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	175.07
2.618	172.09
1.618	170.27
1.000	169.15
0.618	168.45
HIGH	167.33
0.618	166.63
0.500	166.42
0.382	166.21
LOW	165.51
0.618	164.39
1.000	163.69
1.618	162.57
2.618	160.75
4.250	157.78

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	166.89	166.89
PP	166.65	166.65
S1	166.42	166.42

Download as Excel Spreadsheet

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

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