Euro Bund Future September 2016

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

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	164.11	163.95	-0.16	-0.1%	162.66
High	164.20	164.52	0.32	0.2%	164.25
Low	163.86	163.84	-0.02	0.0%	162.36
Close	163.95	164.44	0.49	0.3%	164.10
Range	0.34	0.68	0.34	100.0%	1.89
ATR	0.59	0.60	0.01	1.0%	0.00
Volume	1,030,057	581,330	-448,727	-43.6%	2,496,451

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.31	166.05	164.81
R3	165.63	165.37	164.63
R2	164.95	164.95	164.56
R1	164.69	164.69	164.50	164.82
PP	164.27	164.27	164.27	164.33
S1	164.01	164.01	164.38	164.14
S2	163.59	163.59	164.32
S3	162.91	163.33	164.25
S4	162.23	162.65	164.07

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.24	168.56	165.14
R3	167.35	166.67	164.62
R2	165.46	165.46	164.45
R1	164.78	164.78	164.27	165.12
PP	163.57	163.57	163.57	163.74
S1	162.89	162.89	163.93	163.23
S2	161.68	161.68	163.75
S3	159.79	161.00	163.58
S4	157.90	159.11	163.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.52	162.85	1.67	1.0%	0.59	0.4%	95%	True	False	761,033
10	164.52	162.13	2.39	1.5%	0.60	0.4%	97%	True	False	425,214
20	164.52	162.12	2.40	1.5%	0.57	0.3%	97%	True	False	220,487
40	164.52	160.43	4.09	2.5%	0.54	0.3%	98%	True	False	114,010
60	164.52	160.12	4.40	2.7%	0.47	0.3%	98%	True	False	76,620
80	164.52	160.12	4.40	2.7%	0.39	0.2%	98%	True	False	57,472
100	164.52	156.54	7.98	4.9%	0.31	0.2%	99%	True	False	45,977
120	164.52	154.85	9.67	5.9%	0.26	0.2%	99%	True	False	38,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	167.41
2.618	166.30
1.618	165.62
1.000	165.20
0.618	164.94
HIGH	164.52
0.618	164.26
0.500	164.18
0.382	164.10
LOW	163.84
0.618	163.42
1.000	163.16
1.618	162.74
2.618	162.06
4.250	160.95

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	164.35	164.28
PP	164.27	164.12
S1	164.18	163.97

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

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