Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	164.95	164.87	-0.08	0.0%	164.11
High	164.95	165.61	0.66	0.4%	164.98
Low	164.60	164.72	0.12	0.1%	163.84
Close	164.70	165.21	0.51	0.3%	164.85
Range	0.35	0.89	0.54	154.3%	1.14
ATR	0.56	0.58	0.03	4.5%	0.00
Volume	787,621	604,740	-182,881	-23.2%	3,270,573

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.85	167.42	165.70
R3	166.96	166.53	165.45
R2	166.07	166.07	165.37
R1	165.64	165.64	165.29	165.86
PP	165.18	165.18	165.18	165.29
S1	164.75	164.75	165.13	164.97
S2	164.29	164.29	165.05
S3	163.40	163.86	164.97
S4	162.51	162.97	164.72

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.98	167.55	165.48
R3	166.84	166.41	165.16
R2	165.70	165.70	165.06
R1	165.27	165.27	164.95	165.49
PP	164.56	164.56	164.56	164.66
S1	164.13	164.13	164.75	164.35
S2	163.42	163.42	164.64
S3	162.28	162.99	164.54
S4	161.14	161.85	164.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.61	164.15	1.46	0.9%	0.52	0.3%	73%	True	False	610,309
10	165.61	162.85	2.76	1.7%	0.55	0.3%	86%	True	False	685,671
20	165.61	162.12	3.49	2.1%	0.57	0.3%	89%	True	False	370,048
40	165.61	160.43	5.18	3.1%	0.56	0.3%	92%	True	False	189,552
60	165.61	160.43	5.18	3.1%	0.49	0.3%	92%	True	False	127,478
80	165.61	160.12	5.49	3.3%	0.42	0.3%	93%	True	False	95,616
100	165.61	157.56	8.05	4.9%	0.34	0.2%	95%	True	False	76,493
120	165.61	155.15	10.46	6.3%	0.28	0.2%	96%	True	False	63,744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	169.39
2.618	167.94
1.618	167.05
1.000	166.50
0.618	166.16
HIGH	165.61
0.618	165.27
0.500	165.17
0.382	165.06
LOW	164.72
0.618	164.17
1.000	163.83
1.618	163.28
2.618	162.39
4.250	160.94

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	165.20	165.17
PP	165.18	165.12
S1	165.17	165.08

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

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