Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	167.46	166.90	-0.56	-0.3%	167.65
High	167.59	167.65	0.06	0.0%	167.86
Low	166.76	166.85	0.09	0.1%	166.65
Close	166.97	167.50	0.53	0.3%	166.97
Range	0.83	0.80	-0.03	-3.6%	1.21
ATR	0.75	0.75	0.00	0.5%	0.00
Volume	432,532	476,583	44,051	10.2%	2,262,030

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.73	169.42	167.94
R3	168.93	168.62	167.72
R2	168.13	168.13	167.65
R1	167.82	167.82	167.57	167.98
PP	167.33	167.33	167.33	167.41
S1	167.02	167.02	167.43	167.18
S2	166.53	166.53	167.35
S3	165.73	166.22	167.28
S4	164.93	165.42	167.06

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.79	170.09	167.64
R3	169.58	168.88	167.30
R2	168.37	168.37	167.19
R1	167.67	167.67	167.08	167.42
PP	167.16	167.16	167.16	167.03
S1	166.46	166.46	166.86	166.21
S2	165.95	165.95	166.75
S3	164.74	165.25	166.64
S4	163.53	164.04	166.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167.68	166.65	1.03	0.6%	0.75	0.4%	83%	False	False	436,423
10	168.02	166.65	1.37	0.8%	0.69	0.4%	62%	False	False	432,307
20	168.02	166.36	1.66	1.0%	0.73	0.4%	69%	False	False	465,883
40	168.13	165.51	2.62	1.6%	0.76	0.5%	76%	False	False	505,594
60	168.86	162.36	6.50	3.9%	0.75	0.4%	79%	False	False	541,508
80	168.86	160.56	8.30	5.0%	0.70	0.4%	84%	False	False	410,488
100	168.86	160.43	8.43	5.0%	0.64	0.4%	84%	False	False	329,504
120	168.86	160.12	8.74	5.2%	0.59	0.4%	84%	False	False	274,691

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	171.05
2.618	169.74
1.618	168.94
1.000	168.45
0.618	168.14
HIGH	167.65
0.618	167.34
0.500	167.25
0.382	167.16
LOW	166.85
0.618	166.36
1.000	166.05
1.618	165.56
2.618	164.76
4.250	163.45

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	167.42	167.41
PP	167.33	167.31
S1	167.25	167.22

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

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