Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 17-Jun-2016

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	165.54	165.06	-0.48	-0.3%	164.95
High	165.68	165.29	-0.39	-0.2%	165.68
Low	165.07	164.70	-0.37	-0.2%	164.60
Close	165.45	164.87	-0.58	-0.4%	164.87
Range	0.61	0.59	-0.02	-3.3%	1.08
ATR	0.58	0.60	0.01	2.0%	0.00
Volume	604,001	603,850	-151	0.0%	3,210,829

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.72	166.39	165.19
R3	166.13	165.80	165.03
R2	165.54	165.54	164.98
R1	165.21	165.21	164.92	165.08
PP	164.95	164.95	164.95	164.89
S1	164.62	164.62	164.82	164.49
S2	164.36	164.36	164.76
S3	163.77	164.03	164.71
S4	163.18	163.44	164.55

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.29	167.66	165.46
R3	167.21	166.58	165.17
R2	166.13	166.13	165.07
R1	165.50	165.50	164.97	165.28
PP	165.05	165.05	165.05	164.94
S1	164.42	164.42	164.77	164.20
S2	163.97	163.97	164.67
S3	162.89	163.34	164.57
S4	161.81	162.26	164.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.68	164.60	1.08	0.7%	0.60	0.4%	25%	False	False	642,165
10	165.68	163.84	1.84	1.1%	0.54	0.3%	56%	False	False	648,140
20	165.68	162.13	3.55	2.2%	0.57	0.3%	77%	False	False	458,271
40	165.68	160.43	5.25	3.2%	0.57	0.3%	85%	False	False	234,615
60	165.68	160.43	5.25	3.2%	0.50	0.3%	85%	False	False	157,688
80	165.68	160.12	5.56	3.4%	0.44	0.3%	85%	False	False	118,347
100	165.68	158.21	7.47	4.5%	0.36	0.2%	89%	False	False	94,678
120	165.68	155.15	10.53	6.4%	0.30	0.2%	92%	False	False	78,898

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	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167.80
2.618	166.83
1.618	166.24
1.000	165.88
0.618	165.65
HIGH	165.29
0.618	165.06
0.500	165.00
0.382	164.93
LOW	164.70
0.618	164.34
1.000	164.11
1.618	163.75
2.618	163.16
4.250	162.19

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	165.00	165.19
PP	164.95	165.08
S1	164.91	164.98

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

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