Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	164.07	163.97	-0.10	-0.1%	166.68
High	164.38	164.33	-0.05	0.0%	166.84
Low	164.07	163.51	-0.56	-0.3%	163.31
Close	164.21	163.83	-0.38	-0.2%	164.12
Range	0.31	0.82	0.51	164.5%	3.53
ATR	0.72	0.73	0.01	0.9%	0.00
Volume	21,906	6,112	-15,794	-72.1%	112,203

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.35	165.91	164.28
R3	165.53	165.09	164.06
R2	164.71	164.71	163.98
R1	164.27	164.27	163.91	164.08
PP	163.89	163.89	163.89	163.80
S1	163.45	163.45	163.75	163.26
S2	163.07	163.07	163.68
S3	162.25	162.63	163.60
S4	161.43	161.81	163.38

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	175.35	173.26	166.06
R3	171.82	169.73	165.09
R2	168.29	168.29	164.77
R1	166.20	166.20	164.44	165.48
PP	164.76	164.76	164.76	164.40
S1	162.67	162.67	163.80	161.95
S2	161.23	161.23	163.47
S3	157.70	159.14	163.15
S4	154.17	155.61	162.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.23	163.31	2.92	1.8%	0.96	0.6%	18%	False	False	20,123
10	166.84	163.31	3.53	2.2%	0.74	0.5%	15%	False	False	16,960
20	167.46	163.31	4.15	2.5%	0.68	0.4%	13%	False	False	11,265
40	168.93	163.31	5.62	3.4%	0.67	0.4%	9%	False	False	7,408

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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167.82
2.618	166.48
1.618	165.66
1.000	165.15
0.618	164.84
HIGH	164.33
0.618	164.02
0.500	163.92
0.382	163.82
LOW	163.51
0.618	163.00
1.000	162.69
1.618	162.18
2.618	161.36
4.250	160.03

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	163.92	163.85
PP	163.89	163.84
S1	163.86	163.84

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

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