Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	166.54	166.69	0.15	0.1%	166.42
High	166.92	167.69	0.77	0.5%	168.00
Low	166.42	166.56	0.14	0.1%	166.16
Close	166.64	167.59	0.95	0.6%	167.81
Range	0.50	1.13	0.63	126.0%	1.84
ATR	0.80	0.82	0.02	3.0%	0.00
Volume	660,720	426,661	-234,059	-35.4%	2,444,513

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.67	170.26	168.21
R3	169.54	169.13	167.90
R2	168.41	168.41	167.80
R1	168.00	168.00	167.69	168.21
PP	167.28	167.28	167.28	167.38
S1	166.87	166.87	167.49	167.08
S2	166.15	166.15	167.38
S3	165.02	165.74	167.28
S4	163.89	164.61	166.97

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	172.84	172.17	168.82
R3	171.00	170.33	168.32
R2	169.16	169.16	168.15
R1	168.49	168.49	167.98	168.83
PP	167.32	167.32	167.32	167.49
S1	166.65	166.65	167.64	166.99
S2	165.48	165.48	167.47
S3	163.64	164.81	167.30
S4	161.80	162.97	166.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.00	166.38	1.62	1.0%	0.84	0.5%	75%	False	False	515,704
10	168.00	166.01	1.99	1.2%	0.79	0.5%	79%	False	False	506,212
20	168.06	165.63	2.43	1.4%	0.77	0.5%	81%	False	False	531,651
40	168.86	163.52	5.34	3.2%	0.80	0.5%	76%	False	False	566,221
60	168.86	162.12	6.74	4.0%	0.73	0.4%	81%	False	False	460,311
80	168.86	160.43	8.43	5.0%	0.67	0.4%	85%	False	False	346,971
100	168.86	160.12	8.74	5.2%	0.61	0.4%	85%	False	False	278,079
120	168.86	160.12	8.74	5.2%	0.53	0.3%	85%	False	False	231,737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	172.49
2.618	170.65
1.618	169.52
1.000	168.82
0.618	168.39
HIGH	167.69
0.618	167.26
0.500	167.13
0.382	166.99
LOW	166.56
0.618	165.86
1.000	165.43
1.618	164.73
2.618	163.60
4.250	161.76

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	167.44	167.41
PP	167.28	167.22
S1	167.13	167.04

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

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