Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	167.98	167.77	-0.21	-0.1%	166.05
High	168.13	167.79	-0.34	-0.2%	167.33
Low	167.58	167.25	-0.33	-0.2%	165.51
Close	167.72	167.57	-0.15	-0.1%	166.97
Range	0.55	0.54	-0.01	-1.8%	1.82
ATR	0.94	0.91	-0.03	-3.0%	0.00
Volume	556,051	484,922	-71,129	-12.8%	2,782,374

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.16	168.90	167.87
R3	168.62	168.36	167.72
R2	168.08	168.08	167.67
R1	167.82	167.82	167.62	167.68
PP	167.54	167.54	167.54	167.47
S1	167.28	167.28	167.52	167.14
S2	167.00	167.00	167.47
S3	166.46	166.74	167.42
S4	165.92	166.20	167.27

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	172.06	171.34	167.97
R3	170.24	169.52	167.47
R2	168.42	168.42	167.30
R1	167.70	167.70	167.14	168.06
PP	166.60	166.60	166.60	166.79
S1	165.88	165.88	166.80	166.24
S2	164.78	164.78	166.64
S3	162.96	164.06	166.47
S4	161.14	162.24	165.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.13	165.51	2.62	1.6%	0.98	0.6%	79%	False	False	506,876
10	168.86	163.52	5.34	3.2%	1.13	0.7%	76%	False	False	593,871
20	168.86	163.52	5.34	3.2%	0.83	0.5%	76%	False	False	600,791
40	168.86	162.12	6.74	4.0%	0.71	0.4%	81%	False	False	424,641
60	168.86	160.43	8.43	5.0%	0.64	0.4%	85%	False	False	285,411
80	168.86	160.12	8.74	5.2%	0.56	0.3%	85%	False	False	214,686
100	168.86	160.12	8.74	5.2%	0.48	0.3%	85%	False	False	171,754
120	168.86	156.54	12.32	7.4%	0.40	0.2%	90%	False	False	143,129

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.21
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	170.09
2.618	169.20
1.618	168.66
1.000	168.33
0.618	168.12
HIGH	167.79
0.618	167.58
0.500	167.52
0.382	167.46
LOW	167.25
0.618	166.92
1.000	166.71
1.618	166.38
2.618	165.84
4.250	164.96

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	167.55	167.68
PP	167.54	167.64
S1	167.52	167.61

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

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