Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	166.31	166.58	0.27	0.2%	166.27
High	166.45	166.68	0.23	0.1%	166.87
Low	165.63	166.01	0.38	0.2%	165.63
Close	166.17	166.37	0.20	0.1%	166.37
Range	0.82	0.67	-0.15	-18.3%	1.24
ATR	0.84	0.82	-0.01	-1.4%	0.00
Volume	481,428	403,368	-78,060	-16.2%	2,644,126

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.36	168.04	166.74
R3	167.69	167.37	166.55
R2	167.02	167.02	166.49
R1	166.70	166.70	166.43	166.53
PP	166.35	166.35	166.35	166.27
S1	166.03	166.03	166.31	165.86
S2	165.68	165.68	166.25
S3	165.01	165.36	166.19
S4	164.34	164.69	166.00

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.01	169.43	167.05
R3	168.77	168.19	166.71
R2	167.53	167.53	166.60
R1	166.95	166.95	166.48	167.24
PP	166.29	166.29	166.29	166.44
S1	165.71	165.71	166.26	166.00
S2	165.05	165.05	166.14
S3	163.81	164.47	166.03
S4	162.57	163.23	165.69

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%	0.62	0.4%	60%	False	False	528,825
10	168.05	165.63	2.42	1.5%	0.74	0.4%	31%	False	False	556,192
20	168.86	165.51	3.35	2.0%	0.92	0.6%	26%	False	False	551,602
40	168.86	162.36	6.50	3.9%	0.76	0.5%	62%	False	False	568,010
60	168.86	160.56	8.30	5.0%	0.70	0.4%	70%	False	False	383,842
80	168.86	160.43	8.43	5.1%	0.62	0.4%	70%	False	False	289,239
100	168.86	160.12	8.74	5.3%	0.57	0.3%	72%	False	False	231,497
120	168.86	159.80	9.06	5.4%	0.47	0.3%	73%	False	False	192,914

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169.53
2.618	168.43
1.618	167.76
1.000	167.35
0.618	167.09
HIGH	166.68
0.618	166.42
0.500	166.35
0.382	166.27
LOW	166.01
0.618	165.60
1.000	165.34
1.618	164.93
2.618	164.26
4.250	163.16

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	166.36	166.31
PP	166.35	166.25
S1	166.35	166.19

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

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