Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	167.65	167.40	-0.25	-0.1%	166.98
High	167.86	167.61	-0.25	-0.1%	168.02
Low	167.17	166.66	-0.51	-0.3%	166.76
Close	167.24	166.70	-0.54	-0.3%	167.78
Range	0.69	0.95	0.26	37.7%	1.26
ATR	0.74	0.75	0.02	2.1%	0.00
Volume	556,497	458,737	-97,760	-17.6%	2,022,676

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.84	169.22	167.22
R3	168.89	168.27	166.96
R2	167.94	167.94	166.87
R1	167.32	167.32	166.79	167.16
PP	166.99	166.99	166.99	166.91
S1	166.37	166.37	166.61	166.21
S2	166.04	166.04	166.53
S3	165.09	165.42	166.44
S4	164.14	164.47	166.18

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	171.30	170.80	168.47
R3	170.04	169.54	168.13
R2	168.78	168.78	168.01
R1	168.28	168.28	167.90	168.53
PP	167.52	167.52	167.52	167.65
S1	167.02	167.02	167.66	167.27
S2	166.26	166.26	167.55
S3	165.00	165.76	167.43
S4	163.74	164.50	167.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.02	166.66	1.36	0.8%	0.69	0.4%	3%	False	True	421,783
10	168.02	166.42	1.60	1.0%	0.68	0.4%	18%	False	False	451,852
20	168.02	165.63	2.39	1.4%	0.72	0.4%	45%	False	False	482,856
40	168.86	163.52	5.34	3.2%	0.82	0.5%	60%	False	False	530,983
60	168.86	162.13	6.73	4.0%	0.74	0.4%	68%	False	False	515,212
80	168.86	160.43	8.43	5.1%	0.70	0.4%	74%	False	False	389,225
100	168.86	160.43	8.43	5.1%	0.63	0.4%	74%	False	False	312,323
120	168.86	160.12	8.74	5.2%	0.57	0.3%	75%	False	False	260,330

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

Fibonacci Retracements and Extensions
4.250	171.65
2.618	170.10
1.618	169.15
1.000	168.56
0.618	168.20
HIGH	167.61
0.618	167.25
0.500	167.14
0.382	167.02
LOW	166.66
0.618	166.07
1.000	165.71
1.618	165.12
2.618	164.17
4.250	162.62

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	167.14	167.32
PP	166.99	167.11
S1	166.85	166.91

Download as Excel Spreadsheet

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

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