Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	166.98	167.20	0.22	0.1%	167.84
High	167.24	167.57	0.33	0.2%	167.85
Low	166.76	166.91	0.15	0.1%	166.38
Close	167.10	167.44	0.34	0.2%	167.15
Range	0.48	0.66	0.18	37.5%	1.47
ATR	0.78	0.77	-0.01	-1.1%	0.00
Volume	438,210	490,783	52,573	12.0%	2,607,477

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.29	169.02	167.80
R3	168.63	168.36	167.62
R2	167.97	167.97	167.56
R1	167.70	167.70	167.50	167.84
PP	167.31	167.31	167.31	167.37
S1	167.04	167.04	167.38	167.18
S2	166.65	166.65	167.32
S3	165.99	166.38	167.26
S4	165.33	165.72	167.08

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	166.42	1.27	0.8%	0.67	0.4%	80%	False	False	481,921
10	168.00	166.36	1.64	1.0%	0.77	0.5%	66%	False	False	496,012
20	168.00	165.63	2.37	1.4%	0.73	0.4%	76%	False	False	510,726
40	168.86	163.52	5.34	3.2%	0.81	0.5%	73%	False	False	552,153
60	168.86	162.12	6.74	4.0%	0.73	0.4%	79%	False	False	481,607
80	168.86	160.43	8.43	5.0%	0.68	0.4%	83%	False	False	363,379
100	168.86	160.43	8.43	5.0%	0.61	0.4%	83%	False	False	291,301
120	168.86	160.12	8.74	5.2%	0.55	0.3%	84%	False	False	242,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	170.38
2.618	169.30
1.618	168.64
1.000	168.23
0.618	167.98
HIGH	167.57
0.618	167.32
0.500	167.24
0.382	167.16
LOW	166.91
0.618	166.50
1.000	166.25
1.618	165.84
2.618	165.18
4.250	164.11

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	167.37	167.36
PP	167.31	167.28
S1	167.24	167.20

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

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