Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	167.72	167.85	0.13	0.1%	167.30
High	168.06	168.05	-0.01	0.0%	168.13
Low	167.36	167.43	0.07	0.0%	167.23
Close	167.79	167.58	-0.21	-0.1%	167.79
Range	0.70	0.62	-0.08	-11.4%	0.90
ATR	0.90	0.88	-0.02	-2.2%	0.00
Volume	412,361	715,733	303,372	73.6%	2,066,191

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.55	169.18	167.92
R3	168.93	168.56	167.75
R2	168.31	168.31	167.69
R1	167.94	167.94	167.64	167.82
PP	167.69	167.69	167.69	167.62
S1	167.32	167.32	167.52	167.20
S2	167.07	167.07	167.47
S3	166.45	166.70	167.41
S4	165.83	166.08	167.24

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.42	170.00	168.29
R3	169.52	169.10	168.04
R2	168.62	168.62	167.96
R1	168.20	168.20	167.87	168.41
PP	167.72	167.72	167.72	167.82
S1	167.30	167.30	167.71	167.51
S2	166.82	166.82	167.63
S3	165.92	166.40	167.54
S4	165.02	165.50	167.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.13	167.23	0.90	0.5%	0.63	0.4%	39%	False	False	556,384
10	168.13	165.51	2.62	1.6%	0.82	0.5%	79%	False	False	556,429
20	168.86	163.52	5.34	3.2%	0.86	0.5%	76%	False	False	602,330
40	168.86	162.12	6.74	4.0%	0.71	0.4%	81%	False	False	452,006
60	168.86	160.43	8.43	5.0%	0.65	0.4%	85%	False	False	304,082
80	168.86	160.43	8.43	5.0%	0.57	0.3%	85%	False	False	228,787
100	168.86	160.12	8.74	5.2%	0.50	0.3%	85%	False	False	183,035
120	168.86	157.48	11.38	6.8%	0.42	0.2%	89%	False	False	152,529

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170.69
2.618	169.67
1.618	169.05
1.000	168.67
0.618	168.43
HIGH	168.05
0.618	167.81
0.500	167.74
0.382	167.67
LOW	167.43
0.618	167.05
1.000	166.81
1.618	166.43
2.618	165.81
4.250	164.80

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	167.74	167.66
PP	167.69	167.63
S1	167.63	167.61

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

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