Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	167.35	166.54	-0.81	-0.5%	166.42
High	167.40	166.92	-0.48	-0.3%	168.00
Low	166.38	166.42	0.04	0.0%	166.16
Close	166.59	166.64	0.05	0.0%	167.81
Range	1.02	0.50	-0.52	-51.0%	1.84
ATR	0.82	0.80	-0.02	-2.8%	0.00
Volume	438,835	660,720	221,885	50.6%	2,444,513

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.16	167.90	166.92
R3	167.66	167.40	166.78
R2	167.16	167.16	166.73
R1	166.90	166.90	166.69	167.03
PP	166.66	166.66	166.66	166.73
S1	166.40	166.40	166.59	166.53
S2	166.16	166.16	166.55
S3	165.66	165.90	166.50
S4	165.16	165.40	166.37

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	172.84	172.17	168.82
R3	171.00	170.33	168.32
R2	169.16	169.16	168.15
R1	168.49	168.49	167.98	168.83
PP	167.32	167.32	167.32	167.49
S1	166.65	166.65	167.64	166.99
S2	165.48	165.48	167.47
S3	163.64	164.81	167.30
S4	161.80	162.97	166.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.00	166.38	1.62	1.0%	0.72	0.4%	16%	False	False	551,150
10	168.00	165.63	2.37	1.4%	0.76	0.5%	43%	False	False	511,689
20	168.06	165.63	2.43	1.5%	0.74	0.4%	42%	False	False	534,565
40	168.86	163.52	5.34	3.2%	0.79	0.5%	58%	False	False	569,601
60	168.86	162.12	6.74	4.0%	0.71	0.4%	67%	False	False	453,230
80	168.86	160.43	8.43	5.1%	0.66	0.4%	74%	False	False	341,806
100	168.86	160.12	8.74	5.2%	0.60	0.4%	75%	False	False	273,812
120	168.86	160.12	8.74	5.2%	0.52	0.3%	75%	False	False	228,182

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169.05
2.618	168.23
1.618	167.73
1.000	167.42
0.618	167.23
HIGH	166.92
0.618	166.73
0.500	166.67
0.382	166.61
LOW	166.42
0.618	166.11
1.000	165.92
1.618	165.61
2.618	165.11
4.250	164.30

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	166.67	167.12
PP	166.66	166.96
S1	166.65	166.80

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

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