Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	166.78	166.27	-0.51	-0.3%	167.85
High	166.84	166.67	-0.17	-0.1%	168.05
Low	165.95	166.17	0.22	0.1%	165.95
Close	166.06	166.36	0.30	0.2%	166.06
Range	0.89	0.50	-0.39	-43.8%	2.10
ATR	0.90	0.88	-0.02	-2.3%	0.00
Volume	462,946	536,134	73,188	15.8%	2,917,795

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.90	167.63	166.64
R3	167.40	167.13	166.50
R2	166.90	166.90	166.45
R1	166.63	166.63	166.41	166.77
PP	166.40	166.40	166.40	166.47
S1	166.13	166.13	166.31	166.27
S2	165.90	165.90	166.27
S3	165.40	165.63	166.22
S4	164.90	165.13	166.09

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	172.99	171.62	167.22
R3	170.89	169.52	166.64
R2	168.79	168.79	166.45
R1	167.42	167.42	166.25	167.06
PP	166.69	166.69	166.69	166.50
S1	165.32	165.32	165.87	164.96
S2	164.59	164.59	165.68
S3	162.49	163.22	165.48
S4	160.39	161.12	164.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167.47	165.95	1.52	0.9%	0.84	0.5%	27%	False	False	547,639
10	168.13	165.95	2.18	1.3%	0.74	0.4%	19%	False	False	552,012
20	168.86	163.52	5.34	3.2%	0.92	0.6%	53%	False	False	578,698
40	168.86	162.13	6.73	4.0%	0.74	0.4%	63%	False	False	518,484
60	168.86	160.43	8.43	5.1%	0.69	0.4%	70%	False	False	349,310
80	168.86	160.43	8.43	5.1%	0.60	0.4%	70%	False	False	262,940
100	168.86	160.12	8.74	5.3%	0.54	0.3%	71%	False	False	210,417
120	168.86	158.21	10.65	6.4%	0.45	0.3%	77%	False	False	175,348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	168.80
2.618	167.98
1.618	167.48
1.000	167.17
0.618	166.98
HIGH	166.67
0.618	166.48
0.500	166.42
0.382	166.36
LOW	166.17
0.618	165.86
1.000	165.67
1.618	165.36
2.618	164.86
4.250	164.05

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	166.42	166.56
PP	166.40	166.49
S1	166.38	166.43

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

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