Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	157.61	158.58	0.97	0.6%	159.06
High	158.50	159.20	0.70	0.4%	159.21
Low	157.51	158.50	0.99	0.6%	156.78
Close	158.33	159.01	0.68	0.4%	159.01
Range	0.99	0.70	-0.29	-29.3%	2.43
ATR	0.96	0.95	-0.01	-0.7%	0.00
Volume	436,130	277,509	-158,621	-36.4%	2,454,286

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.00	160.71	159.40
R3	160.30	160.01	159.20
R2	159.60	159.60	159.14
R1	159.31	159.31	159.07	159.46
PP	158.90	158.90	158.90	158.98
S1	158.61	158.61	158.95	158.76
S2	158.20	158.20	158.88
S3	157.50	157.91	158.82
S4	156.80	157.21	158.63

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	165.62	164.75	160.35
R3	163.19	162.32	159.68
R2	160.76	160.76	159.46
R1	159.89	159.89	159.23	159.11
PP	158.33	158.33	158.33	157.95
S1	157.46	157.46	158.79	156.68
S2	155.90	155.90	158.56
S3	153.47	155.03	158.34
S4	151.04	152.60	157.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.21	156.78	2.43	1.5%	0.99	0.6%	92%	False	False	490,857
10	159.36	156.78	2.58	1.6%	0.93	0.6%	86%	False	False	494,614
20	160.66	156.42	4.24	2.7%	0.96	0.6%	61%	False	False	425,564
40	160.66	156.40	4.26	2.7%	0.82	0.5%	61%	False	False	215,546
60	160.66	156.40	4.26	2.7%	0.77	0.5%	61%	False	False	143,881
80	161.71	154.54	7.17	4.5%	0.77	0.5%	62%	False	False	108,037
100	161.71	154.54	7.17	4.5%	0.69	0.4%	62%	False	False	86,432
120	161.71	151.90	9.81	6.2%	0.64	0.4%	72%	False	False	72,033

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	False
Bull Hook	False
Stretch	0.12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	162.18
2.618	161.03
1.618	160.33
1.000	159.90
0.618	159.63
HIGH	159.20
0.618	158.93
0.500	158.85
0.382	158.77
LOW	158.50
0.618	158.07
1.000	157.80
1.618	157.37
2.618	156.67
4.250	155.53

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	158.96	158.67
PP	158.90	158.33
S1	158.85	157.99

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

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