Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	167.62	166.98	-0.64	-0.4%	167.84
High	167.64	167.24	-0.40	-0.2%	167.85
Low	167.05	166.76	-0.29	-0.2%	166.38
Close	167.15	167.10	-0.05	0.0%	167.15
Range	0.59	0.48	-0.11	-18.6%	1.47
ATR	0.80	0.78	-0.02	-2.9%	0.00
Volume	393,233	438,210	44,977	11.4%	2,607,477

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.47	168.27	167.36
R3	167.99	167.79	167.23
R2	167.51	167.51	167.19
R1	167.31	167.31	167.14	167.41
PP	167.03	167.03	167.03	167.09
S1	166.83	166.83	167.06	166.93
S2	166.55	166.55	167.01
S3	166.07	166.35	166.97
S4	165.59	165.87	166.84

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	171.54	170.81	167.96
R3	170.07	169.34	167.55
R2	168.60	168.60	167.42
R1	167.87	167.87	167.28	167.50
PP	167.13	167.13	167.13	166.94
S1	166.40	166.40	167.02	166.03
S2	165.66	165.66	166.88
S3	164.19	164.93	166.75
S4	162.72	163.46	166.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167.69	166.38	1.31	0.8%	0.74	0.4%	55%	False	False	471,531
10	168.00	166.36	1.64	1.0%	0.76	0.5%	45%	False	False	499,459
20	168.00	165.63	2.37	1.4%	0.76	0.5%	62%	False	False	516,819
40	168.86	163.52	5.34	3.2%	0.81	0.5%	67%	False	False	559,574
60	168.86	162.12	6.74	4.0%	0.72	0.4%	74%	False	False	473,610
80	168.86	160.43	8.43	5.0%	0.68	0.4%	79%	False	False	357,266
100	168.86	160.43	8.43	5.0%	0.61	0.4%	79%	False	False	286,393
120	168.86	160.12	8.74	5.2%	0.54	0.3%	80%	False	False	238,666

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	169.28
2.618	168.50
1.618	168.02
1.000	167.72
0.618	167.54
HIGH	167.24
0.618	167.06
0.500	167.00
0.382	166.94
LOW	166.76
0.618	166.46
1.000	166.28
1.618	165.98
2.618	165.50
4.250	164.72

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	167.07	167.13
PP	167.03	167.12
S1	167.00	167.11

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

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