Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	166.81	166.54	-0.27	-0.2%	166.27
High	167.03	167.61	0.58	0.3%	166.87
Low	166.42	166.36	-0.06	0.0%	165.63
Close	166.49	167.36	0.87	0.5%	166.37
Range	0.61	1.25	0.64	104.9%	1.24
ATR	0.80	0.83	0.03	4.1%	0.00
Volume	525,250	455,486	-69,764	-13.3%	2,644,126

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.86	170.36	168.05
R3	169.61	169.11	167.70
R2	168.36	168.36	167.59
R1	167.86	167.86	167.47	168.11
PP	167.11	167.11	167.11	167.24
S1	166.61	166.61	167.25	166.86
S2	165.86	165.86	167.13
S3	164.61	165.36	167.02
S4	163.36	164.11	166.67

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	167.61	165.63	1.98	1.2%	0.80	0.5%	87%	True	False	472,227
10	167.61	165.63	1.98	1.2%	0.74	0.4%	87%	True	False	506,603
20	168.13	165.51	2.62	1.6%	0.80	0.5%	71%	False	False	541,818
40	168.86	162.85	6.01	3.6%	0.77	0.5%	75%	False	False	595,837
60	168.86	160.97	7.89	4.7%	0.71	0.4%	81%	False	False	408,223
80	168.86	160.43	8.43	5.0%	0.64	0.4%	82%	False	False	307,613
100	168.86	160.12	8.74	5.2%	0.59	0.4%	83%	False	False	246,260
120	168.86	160.05	8.81	5.3%	0.49	0.3%	83%	False	False	205,217

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	172.92
2.618	170.88
1.618	169.63
1.000	168.86
0.618	168.38
HIGH	167.61
0.618	167.13
0.500	166.99
0.382	166.84
LOW	166.36
0.618	165.59
1.000	165.11
1.618	164.34
2.618	163.09
4.250	161.05

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	167.24	167.20
PP	167.11	167.04
S1	166.99	166.89

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

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