Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	168.12	168.31	0.19	0.1%	166.96
High	168.42	168.37	-0.05	0.0%	167.86
Low	168.06	168.12	0.06	0.0%	166.55
Close	168.32	168.14	-0.18	-0.1%	166.96
Range	0.36	0.25	-0.11	-30.6%	1.31
ATR	0.71	0.68	-0.03	-4.6%	0.00
Volume	272,180	28,163	-244,017	-89.7%	3,900,686

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.96	168.80	168.28
R3	168.71	168.55	168.21
R2	168.46	168.46	168.19
R1	168.30	168.30	168.16	168.26
PP	168.21	168.21	168.21	168.19
S1	168.05	168.05	168.12	168.01
S2	167.96	167.96	168.09
S3	167.71	167.80	168.07
S4	167.46	167.55	168.00

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	171.05	170.32	167.68
R3	169.74	169.01	167.32
R2	168.43	168.43	167.20
R1	167.70	167.70	167.08	167.62
PP	167.12	167.12	167.12	167.08
S1	166.39	166.39	166.84	166.31
S2	165.81	165.81	166.72
S3	164.50	165.08	166.60
S4	163.19	163.77	166.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.42	166.92	1.50	0.9%	0.60	0.4%	81%	False	False	487,105
10	168.42	166.55	1.87	1.1%	0.66	0.4%	85%	False	False	530,300
20	168.42	166.55	1.87	1.1%	0.65	0.4%	85%	False	False	480,544
40	168.42	165.63	2.79	1.7%	0.69	0.4%	90%	False	False	489,086
60	168.86	163.52	5.34	3.2%	0.75	0.4%	87%	False	False	524,569
80	168.86	162.12	6.74	4.0%	0.71	0.4%	89%	False	False	485,939
100	168.86	160.43	8.43	5.0%	0.68	0.4%	91%	False	False	390,562
120	168.86	160.43	8.43	5.0%	0.62	0.4%	91%	False	False	326,024

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 96 trading days

Fibonacci Retracements and Extensions
4.250	169.43
2.618	169.02
1.618	168.77
1.000	168.62
0.618	168.52
HIGH	168.37
0.618	168.27
0.500	168.25
0.382	168.22
LOW	168.12
0.618	167.97
1.000	167.87
1.618	167.72
2.618	167.47
4.250	167.06

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	168.25	168.02
PP	168.21	167.90
S1	168.18	167.79

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

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