Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	166.96	167.60	0.64	0.4%	166.90
High	167.75	167.86	0.11	0.1%	167.84
Low	166.55	167.37	0.82	0.5%	166.85
Close	167.57	167.73	0.16	0.1%	167.70
Range	1.20	0.49	-0.71	-59.2%	0.99
ATR	0.74	0.72	-0.02	-2.4%	0.00
Volume	530,082	579,312	49,230	9.3%	2,163,857

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.12	168.92	168.00
R3	168.63	168.43	167.86
R2	168.14	168.14	167.82
R1	167.94	167.94	167.77	168.04
PP	167.65	167.65	167.65	167.71
S1	167.45	167.45	167.69	167.55
S2	167.16	167.16	167.64
S3	166.67	166.96	167.60
S4	166.18	166.47	167.46

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	167.86	166.55	1.31	0.8%	0.68	0.4%	90%	True	False	479,023
10	167.86	166.55	1.31	0.8%	0.67	0.4%	90%	True	False	452,004
20	168.02	166.42	1.60	1.0%	0.67	0.4%	82%	False	False	451,928
40	168.13	165.63	2.50	1.5%	0.71	0.4%	84%	False	False	490,630
60	168.86	163.52	5.34	3.2%	0.75	0.4%	79%	False	False	529,054
80	168.86	162.12	6.74	4.0%	0.70	0.4%	83%	False	False	444,807
100	168.86	160.43	8.43	5.0%	0.67	0.4%	87%	False	False	357,266
120	168.86	160.12	8.74	5.2%	0.62	0.4%	87%	False	False	297,994

Crabel Price Patterns
NR	True
NR4	True
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	0.16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	169.94
2.618	169.14
1.618	168.65
1.000	168.35
0.618	168.16
HIGH	167.86
0.618	167.67
0.500	167.62
0.382	167.56
LOW	167.37
0.618	167.07
1.000	166.88
1.618	166.58
2.618	166.09
4.250	165.29

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	167.69	167.56
PP	167.65	167.38
S1	167.62	167.21

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

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