Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	167.74	167.26	-0.48	-0.3%	166.90
High	167.76	167.48	-0.28	-0.2%	167.84
Low	167.25	166.95	-0.30	-0.2%	166.85
Close	167.38	167.38	0.00	0.0%	167.70
Range	0.51	0.53	0.02	3.9%	0.99
ATR	0.71	0.69	-0.01	-1.8%	0.00
Volume	928,286	900,033	-28,253	-3.0%	2,163,857

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.86	168.65	167.67
R3	168.33	168.12	167.53
R2	167.80	167.80	167.48
R1	167.59	167.59	167.43	167.70
PP	167.27	167.27	167.27	167.32
S1	167.06	167.06	167.33	167.17
S2	166.74	166.74	167.28
S3	166.21	166.53	167.23
S4	165.68	166.00	167.09

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%	0.72	0.4%	63%	False	False	657,744
10	167.86	166.55	1.31	0.8%	0.65	0.4%	63%	False	False	553,410
20	168.02	166.55	1.47	0.9%	0.64	0.4%	56%	False	False	488,975
40	168.06	165.63	2.43	1.5%	0.71	0.4%	72%	False	False	510,313
60	168.86	163.52	5.34	3.2%	0.75	0.4%	72%	False	False	540,472
80	168.86	162.12	6.74	4.0%	0.71	0.4%	78%	False	False	467,477
100	168.86	160.43	8.43	5.0%	0.67	0.4%	82%	False	False	375,372
120	168.86	160.12	8.74	5.2%	0.61	0.4%	83%	False	False	313,228

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	0.16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	169.73
2.618	168.87
1.618	168.34
1.000	168.01
0.618	167.81
HIGH	167.48
0.618	167.28
0.500	167.22
0.382	167.15
LOW	166.95
0.618	166.62
1.000	166.42
1.618	166.09
2.618	165.56
4.250	164.70

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	167.33	167.41
PP	167.27	167.40
S1	167.22	167.39

Download as Excel Spreadsheet

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

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