Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	167.43	166.67	-0.76	-0.5%	167.30
High	167.47	167.37	-0.10	-0.1%	168.13
Low	166.32	166.62	0.30	0.2%	167.23
Close	166.65	167.29	0.64	0.4%	167.79
Range	1.15	0.75	-0.40	-34.8%	0.90
ATR	0.90	0.89	-0.01	-1.2%	0.00
Volume	612,640	643,851	31,211	5.1%	2,066,191

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.34	169.07	167.70
R3	168.59	168.32	167.50
R2	167.84	167.84	167.43
R1	167.57	167.57	167.36	167.71
PP	167.09	167.09	167.09	167.16
S1	166.82	166.82	167.22	166.96
S2	166.34	166.34	167.15
S3	165.59	166.07	167.08
S4	164.84	165.32	166.88

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	168.06	166.32	1.74	1.0%	0.75	0.4%	56%	False	False	573,901
10	168.13	165.51	2.62	1.6%	0.86	0.5%	68%	False	False	577,033
20	168.86	163.52	5.34	3.2%	0.89	0.5%	71%	False	False	595,536
40	168.86	162.12	6.74	4.0%	0.73	0.4%	77%	False	False	482,792
60	168.86	160.43	8.43	5.0%	0.67	0.4%	81%	False	False	324,880
80	168.86	160.43	8.43	5.0%	0.59	0.4%	81%	False	False	244,493
100	168.86	160.12	8.74	5.2%	0.52	0.3%	82%	False	False	195,600
120	168.86	157.56	11.30	6.8%	0.43	0.3%	86%	False	False	163,000

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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170.56
2.618	169.33
1.618	168.58
1.000	168.12
0.618	167.83
HIGH	167.37
0.618	167.08
0.500	167.00
0.382	166.91
LOW	166.62
0.618	166.16
1.000	165.87
1.618	165.41
2.618	164.66
4.250	163.43

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	167.19	167.26
PP	167.09	167.22
S1	167.00	167.19

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

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