Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	164.35	164.53	0.18	0.1%	162.66
High	164.69	164.81	0.12	0.1%	164.25
Low	164.15	164.43	0.28	0.2%	162.36
Close	164.36	164.55	0.19	0.1%	164.10
Range	0.54	0.38	-0.16	-29.6%	1.89
ATR	0.60	0.59	-0.01	-1.8%	0.00
Volume	561,869	541,420	-20,449	-3.6%	2,496,451

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.74	165.52	164.76
R3	165.36	165.14	164.65
R2	164.98	164.98	164.62
R1	164.76	164.76	164.58	164.87
PP	164.60	164.60	164.60	164.65
S1	164.38	164.38	164.52	164.49
S2	164.22	164.22	164.48
S3	163.84	164.00	164.45
S4	163.46	163.62	164.34

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	164.81	163.41	1.40	0.9%	0.56	0.3%	81%	True	False	721,430
10	164.81	162.36	2.45	1.5%	0.58	0.4%	89%	True	False	527,172
20	164.81	162.12	2.69	1.6%	0.58	0.4%	90%	True	False	274,552
40	164.81	160.43	4.38	2.7%	0.54	0.3%	94%	True	False	141,074
60	164.81	160.12	4.69	2.9%	0.47	0.3%	94%	True	False	95,008
80	164.81	160.12	4.69	2.9%	0.40	0.2%	94%	True	False	71,263
100	164.81	156.54	8.27	5.0%	0.32	0.2%	97%	True	False	57,010
120	164.81	154.85	9.96	6.1%	0.27	0.2%	97%	True	False	47,509

Crabel Price Patterns
NR	True
NR4	False
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	0.16
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	166.43
2.618	165.80
1.618	165.42
1.000	165.19
0.618	165.04
HIGH	164.81
0.618	164.66
0.500	164.62
0.382	164.58
LOW	164.43
0.618	164.20
1.000	164.05
1.618	163.82
2.618	163.44
4.250	162.82

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	164.62	164.48
PP	164.60	164.40
S1	164.57	164.33

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

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