Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	166.67	167.07	0.40	0.2%	167.30
High	167.37	167.17	-0.20	-0.1%	168.13
Low	166.62	166.26	-0.36	-0.2%	167.23
Close	167.29	166.67	-0.62	-0.4%	167.79
Range	0.75	0.91	0.16	21.3%	0.90
ATR	0.89	0.90	0.01	1.1%	0.00
Volume	643,851	482,625	-161,226	-25.0%	2,066,191

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.43	168.96	167.17
R3	168.52	168.05	166.92
R2	167.61	167.61	166.84
R1	167.14	167.14	166.75	166.92
PP	166.70	166.70	166.70	166.59
S1	166.23	166.23	166.59	166.01
S2	165.79	165.79	166.50
S3	164.88	165.32	166.42
S4	163.97	164.41	166.17

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	166.26	1.80	1.1%	0.83	0.5%	23%	False	True	573,442
10	168.13	165.51	2.62	1.6%	0.90	0.5%	44%	False	False	540,159
20	168.86	163.52	5.34	3.2%	0.91	0.5%	59%	False	False	589,137
40	168.86	162.12	6.74	4.0%	0.74	0.4%	68%	False	False	494,394
60	168.86	160.43	8.43	5.1%	0.68	0.4%	74%	False	False	332,911
80	168.86	160.43	8.43	5.1%	0.60	0.4%	74%	False	False	250,526
100	168.86	160.12	8.74	5.2%	0.53	0.3%	75%	False	False	200,427
120	168.86	157.76	11.10	6.7%	0.44	0.3%	80%	False	False	167,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	171.04
2.618	169.55
1.618	168.64
1.000	168.08
0.618	167.73
HIGH	167.17
0.618	166.82
0.500	166.72
0.382	166.61
LOW	166.26
0.618	165.70
1.000	165.35
1.618	164.79
2.618	163.88
4.250	162.39

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	166.72	166.87
PP	166.70	166.80
S1	166.69	166.74

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

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