Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	167.60	167.49	-0.11	-0.1%	166.90
High	167.64	167.76	0.12	0.1%	167.84
Low	167.12	166.87	-0.25	-0.1%	166.85
Close	167.47	167.70	0.23	0.1%	167.70
Range	0.52	0.89	0.37	71.2%	0.99
ATR	0.69	0.70	0.01	2.1%	0.00
Volume	478,784	351,011	-127,773	-26.7%	2,163,857

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.11	169.80	168.19
R3	169.22	168.91	167.94
R2	168.33	168.33	167.86
R1	168.02	168.02	167.78	168.18
PP	167.44	167.44	167.44	167.52
S1	167.13	167.13	167.62	167.29
S2	166.55	166.55	167.54
S3	165.66	166.24	167.46
S4	164.77	165.35	167.21

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.43	170.06	168.24
R3	169.44	169.07	167.97
R2	168.45	168.45	167.88
R1	168.08	168.08	167.79	168.27
PP	167.46	167.46	167.46	167.56
S1	167.09	167.09	167.61	167.28
S2	166.47	166.47	167.52
S3	165.48	166.10	167.43
S4	164.49	165.11	167.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167.84	166.85	0.99	0.6%	0.59	0.4%	86%	False	False	432,771
10	167.86	166.65	1.21	0.7%	0.66	0.4%	87%	False	False	442,588
20	168.02	166.38	1.64	1.0%	0.66	0.4%	80%	False	False	452,802
40	168.13	165.63	2.50	1.5%	0.71	0.4%	83%	False	False	484,112
60	168.86	163.41	5.45	3.2%	0.74	0.4%	79%	False	False	542,606
80	168.86	161.82	7.04	4.2%	0.70	0.4%	84%	False	False	431,177
100	168.86	160.43	8.43	5.0%	0.65	0.4%	86%	False	False	346,250
120	168.86	160.12	8.74	5.2%	0.61	0.4%	87%	False	False	288,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	171.54
2.618	170.09
1.618	169.20
1.000	168.65
0.618	168.31
HIGH	167.76
0.618	167.42
0.500	167.32
0.382	167.21
LOW	166.87
0.618	166.32
1.000	165.98
1.618	165.43
2.618	164.54
4.250	163.09

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	167.57	167.57
PP	167.44	167.44
S1	167.32	167.32

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

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