Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 07-Dec-2016

Day Change Summary
	Previous	Current
	06-Dec-2016	07-Dec-2016	Change	Change %	Previous Week
Open	160.50	159.74	-0.76	-0.5%	161.73
High	160.73	160.52	-0.21	-0.1%	162.08
Low	159.82	159.70	-0.12	-0.1%	159.54
Close	160.05	160.32	0.27	0.2%	161.00
Range	0.91	0.82	-0.09	-9.9%	2.54
ATR	1.01	1.00	-0.01	-1.4%	0.00
Volume	320,387	14,315	-306,072	-95.5%	5,519,392

Daily Pivots for day following 07-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	162.64	162.30	160.77
R3	161.82	161.48	160.55
R2	161.00	161.00	160.47
R1	160.66	160.66	160.40	160.83
PP	160.18	160.18	160.18	160.27
S1	159.84	159.84	160.24	160.01
S2	159.36	159.36	160.17
S3	158.54	159.02	160.09
S4	157.72	158.20	159.87

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.49	167.29	162.40
R3	165.95	164.75	161.70
R2	163.41	163.41	161.47
R1	162.21	162.21	161.23	161.54
PP	160.87	160.87	160.87	160.54
S1	159.67	159.67	160.77	159.00
S2	158.33	158.33	160.53
S3	155.79	157.13	160.30
S4	153.25	154.59	159.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161.45	159.54	1.91	1.2%	1.21	0.8%	41%	False	False	844,311
10	162.08	159.54	2.54	1.6%	1.05	0.7%	31%	False	False	905,219
20	163.19	159.14	4.05	2.5%	1.04	0.6%	29%	False	False	892,789
40	164.54	159.14	5.40	3.4%	0.86	0.5%	22%	False	False	814,190
60	166.36	159.14	7.22	4.5%	0.80	0.5%	16%	False	False	771,704
80	166.36	159.14	7.22	4.5%	0.79	0.5%	16%	False	False	662,220
100	166.36	159.14	7.22	4.5%	0.74	0.5%	16%	False	False	530,688
120	166.36	159.14	7.22	4.5%	0.72	0.4%	16%	False	False	442,285

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.15
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	164.01
2.618	162.67
1.618	161.85
1.000	161.34
0.618	161.03
HIGH	160.52
0.618	160.21
0.500	160.11
0.382	160.01
LOW	159.70
0.618	159.19
1.000	158.88
1.618	158.37
2.618	157.55
4.250	156.22

Fisher Pivots for day following 07-Dec-2016
Pivot	1 day	3 day
R1	160.25	160.58
PP	160.18	160.49
S1	160.11	160.41

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

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