Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	164.87	165.02	0.15	0.1%	164.11
High	165.61	165.44	-0.17	-0.1%	164.98
Low	164.72	164.87	0.15	0.1%	163.84
Close	165.21	165.24	0.03	0.0%	164.85
Range	0.89	0.57	-0.32	-36.0%	1.14
ATR	0.58	0.58	0.00	-0.2%	0.00
Volume	604,740	610,617	5,877	1.0%	3,270,573

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.89	166.64	165.55
R3	166.32	166.07	165.40
R2	165.75	165.75	165.34
R1	165.50	165.50	165.29	165.63
PP	165.18	165.18	165.18	165.25
S1	164.93	164.93	165.19	165.06
S2	164.61	164.61	165.14
S3	164.04	164.36	165.08
S4	163.47	163.79	164.93

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	164.43	1.18	0.7%	0.52	0.3%	69%	False	False	620,059
10	165.61	162.85	2.76	1.7%	0.58	0.3%	87%	False	False	691,902
20	165.61	162.12	3.49	2.1%	0.57	0.3%	89%	False	False	399,652
40	165.61	160.43	5.18	3.1%	0.57	0.3%	93%	False	False	204,799
60	165.61	160.43	5.18	3.1%	0.49	0.3%	93%	False	False	137,655
80	165.61	160.12	5.49	3.3%	0.43	0.3%	93%	False	False	103,249
100	165.61	157.76	7.85	4.8%	0.34	0.2%	95%	False	False	82,599
120	165.61	155.15	10.46	6.3%	0.29	0.2%	96%	False	False	68,833

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

Fibonacci Retracements and Extensions
4.250	167.86
2.618	166.93
1.618	166.36
1.000	166.01
0.618	165.79
HIGH	165.44
0.618	165.22
0.500	165.16
0.382	165.09
LOW	164.87
0.618	164.52
1.000	164.30
1.618	163.95
2.618	163.38
4.250	162.45

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	165.21	165.20
PP	165.18	165.15
S1	165.16	165.11

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

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