Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	164.36	168.50	4.14	2.5%	164.58
High	164.62	168.86	4.24	2.6%	168.86
Low	163.52	165.59	2.07	1.3%	163.52
Close	163.95	165.99	2.04	1.2%	165.99
Range	1.10	3.27	2.17	197.3%	5.34
ATR	0.63	0.93	0.31	48.7%	0.00
Volume	880,952	621,558	-259,394	-29.4%	3,271,479

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	176.62	174.58	167.79
R3	173.35	171.31	166.89
R2	170.08	170.08	166.59
R1	168.04	168.04	166.29	167.43
PP	166.81	166.81	166.81	166.51
S1	164.77	164.77	165.69	164.16
S2	163.54	163.54	165.39
S3	160.27	161.50	165.09
S4	157.00	158.23	164.19

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	182.14	179.41	168.93
R3	176.80	174.07	167.46
R2	171.46	171.46	166.97
R1	168.73	168.73	166.48	170.10
PP	166.12	166.12	166.12	166.81
S1	163.39	163.39	165.50	164.76
S2	160.78	160.78	165.01
S3	155.44	158.05	164.52
S4	150.10	152.71	163.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.86	163.52	5.34	3.2%	1.19	0.7%	46%	True	False	654,295
10	168.86	163.52	5.34	3.2%	0.90	0.5%	46%	True	False	648,230
20	168.86	162.36	6.50	3.9%	0.73	0.4%	56%	True	False	613,337
40	168.86	160.56	8.30	5.0%	0.65	0.4%	65%	True	False	315,383
60	168.86	160.43	8.43	5.1%	0.57	0.3%	66%	True	False	212,111
80	168.86	160.12	8.74	5.3%	0.51	0.3%	67%	True	False	159,240
100	168.86	159.95	8.91	5.4%	0.42	0.3%	68%	True	False	127,392
120	168.86	155.53	13.33	8.0%	0.35	0.2%	78%	True	False	106,160

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	0.19
Widest range in 136 trading days

Fibonacci Retracements and Extensions
4.250	182.76
2.618	177.42
1.618	174.15
1.000	172.13
0.618	170.88
HIGH	168.86
0.618	167.61
0.500	167.23
0.382	166.84
LOW	165.59
0.618	163.57
1.000	162.32
1.618	160.30
2.618	157.03
4.250	151.69

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	167.23	166.19
PP	166.81	166.12
S1	166.40	166.06

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

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