Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	166.71	166.75	0.04	0.0%	164.58
High	166.90	167.12	0.22	0.1%	168.86
Low	166.27	166.64	0.37	0.2%	163.52
Close	166.86	166.92	0.06	0.0%	165.99
Range	0.63	0.48	-0.15	-23.8%	5.34
ATR	0.91	0.88	-0.03	-3.4%	0.00
Volume	519,761	851,364	331,603	63.8%	3,271,479

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.33	168.11	167.18
R3	167.85	167.63	167.05
R2	167.37	167.37	167.01
R1	167.15	167.15	166.96	167.26
PP	166.89	166.89	166.89	166.95
S1	166.67	166.67	166.88	166.78
S2	166.41	166.41	166.83
S3	165.93	166.19	166.79
S4	165.45	165.71	166.66

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%	1.28	0.8%	64%	False	False	680,866
10	168.86	163.52	5.34	3.2%	0.92	0.5%	64%	False	False	638,115
20	168.86	162.85	6.01	3.6%	0.75	0.4%	68%	False	False	665,008
40	168.86	161.74	7.12	4.3%	0.65	0.4%	73%	False	False	362,369
60	168.86	160.43	8.43	5.1%	0.59	0.4%	77%	False	False	243,657
80	168.86	160.12	8.74	5.2%	0.54	0.3%	78%	False	False	183,013
100	168.86	160.12	8.74	5.2%	0.44	0.3%	78%	False	False	146,411
120	168.86	155.69	13.17	7.9%	0.36	0.2%	85%	False	False	122,009

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.19
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	169.16
2.618	168.38
1.618	167.90
1.000	167.60
0.618	167.42
HIGH	167.12
0.618	166.94
0.500	166.88
0.382	166.82
LOW	166.64
0.618	166.34
1.000	166.16
1.618	165.86
2.618	165.38
4.250	164.60

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	166.91	166.80
PP	166.89	166.69
S1	166.88	166.57

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

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