Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 21-Jul-2016

Day Change Summary
	Previous	Current
	20-Jul-2016	21-Jul-2016	Change	Change %	Previous Week
Open	166.56	166.31	-0.25	-0.2%	167.85
High	166.74	166.45	-0.29	-0.2%	168.05
Low	166.15	165.63	-0.52	-0.3%	165.95
Close	166.32	166.17	-0.15	-0.1%	166.06
Range	0.59	0.82	0.23	39.0%	2.10
ATR	0.84	0.84	0.00	-0.2%	0.00
Volume	682,443	481,428	-201,015	-29.5%	2,917,795

Daily Pivots for day following 21-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.54	168.18	166.62
R3	167.72	167.36	166.40
R2	166.90	166.90	166.32
R1	166.54	166.54	166.25	166.31
PP	166.08	166.08	166.08	165.97
S1	165.72	165.72	166.09	165.49
S2	165.26	165.26	166.02
S3	164.44	164.90	165.94
S4	163.62	164.08	165.72

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	166.87	165.63	1.24	0.7%	0.67	0.4%	44%	False	True	540,740
10	168.06	165.63	2.43	1.5%	0.75	0.4%	22%	False	True	557,091
20	168.86	163.52	5.34	3.2%	0.94	0.6%	50%	False	False	575,481
40	168.86	162.13	6.73	4.1%	0.76	0.5%	60%	False	False	559,101
60	168.86	160.52	8.34	5.0%	0.69	0.4%	68%	False	False	377,242
80	168.86	160.43	8.43	5.1%	0.62	0.4%	68%	False	False	284,216
100	168.86	160.12	8.74	5.3%	0.56	0.3%	69%	False	False	227,464
120	168.86	159.31	9.55	5.7%	0.47	0.3%	72%	False	False	189,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.15
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	169.94
2.618	168.60
1.618	167.78
1.000	167.27
0.618	166.96
HIGH	166.45
0.618	166.14
0.500	166.04
0.382	165.94
LOW	165.63
0.618	165.12
1.000	164.81
1.618	164.30
2.618	163.48
4.250	162.15

Fisher Pivots for day following 21-Jul-2016
Pivot	1 day	3 day
R1	166.13	166.25
PP	166.08	166.22
S1	166.04	166.20

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

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