Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 27-Feb-2017

Day Change Summary
	Previous	Current
	24-Feb-2017	27-Feb-2017	Change	Change %	Previous Week
Open	165.72	166.22	0.50	0.3%	164.57
High	166.40	166.32	-0.08	0.0%	166.40
Low	165.60	165.90	0.30	0.2%	164.09
Close	166.21	166.08	-0.13	-0.1%	166.21
Range	0.80	0.42	-0.38	-47.5%	2.31
ATR	0.79	0.76	-0.03	-3.3%	0.00
Volume	640,091	964,851	324,760	50.7%	3,404,324

Daily Pivots for day following 27-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	167.36	167.14	166.31
R3	166.94	166.72	166.20
R2	166.52	166.52	166.16
R1	166.30	166.30	166.12	166.20
PP	166.10	166.10	166.10	166.05
S1	165.88	165.88	166.04	165.78
S2	165.68	165.68	166.00
S3	165.26	165.46	165.96
S4	164.84	165.04	165.85

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	172.50	171.66	167.48
R3	170.19	169.35	166.85
R2	167.88	167.88	166.63
R1	167.04	167.04	166.42	167.46
PP	165.57	165.57	165.57	165.78
S1	164.73	164.73	166.00	165.15
S2	163.26	163.26	165.79
S3	160.95	162.42	165.57
S4	158.64	160.11	164.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.40	164.09	2.31	1.4%	0.79	0.5%	86%	False	False	873,835
10	166.40	163.13	3.27	2.0%	0.71	0.4%	90%	False	False	769,841
20	166.40	161.35	5.05	3.0%	0.73	0.4%	94%	False	False	787,740
40	166.40	161.31	5.09	3.1%	0.76	0.5%	94%	False	False	762,631
60	166.40	159.91	6.49	3.9%	0.84	0.5%	95%	False	False	695,128
80	166.40	159.91	6.49	3.9%	0.86	0.5%	95%	False	False	536,860
100	167.22	159.91	7.31	4.4%	0.82	0.5%	84%	False	False	431,895
120	168.93	159.91	9.02	5.4%	0.80	0.5%	68%	False	False	360,503

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	168.11
2.618	167.42
1.618	167.00
1.000	166.74
0.618	166.58
HIGH	166.32
0.618	166.16
0.500	166.11
0.382	166.06
LOW	165.90
0.618	165.64
1.000	165.48
1.618	165.22
2.618	164.80
4.250	164.12

Fisher Pivots for day following 27-Feb-2017
Pivot	1 day	3 day
R1	166.11	165.93
PP	166.10	165.77
S1	166.09	165.62

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

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