Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	167.34	167.29	-0.05	0.0%	166.96
High	167.70	168.21	0.51	0.3%	167.86
Low	166.92	167.15	0.23	0.1%	166.55
Close	166.96	168.06	1.10	0.7%	166.96
Range	0.78	1.06	0.28	35.9%	1.31
ATR	0.70	0.74	0.04	5.6%	0.00
Volume	962,973	272,180	-690,793	-71.7%	3,900,686

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.99	170.58	168.64
R3	169.93	169.52	168.35
R2	168.87	168.87	168.25
R1	168.46	168.46	168.16	168.67
PP	167.81	167.81	167.81	167.91
S1	167.40	167.40	167.96	167.61
S2	166.75	166.75	167.87
S3	165.69	166.34	167.77
S4	164.63	165.28	167.48

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	171.05	170.32	167.68
R3	169.74	169.01	167.32
R2	168.43	168.43	167.20
R1	167.70	167.70	167.08	167.62
PP	167.12	167.12	167.12	167.08
S1	166.39	166.39	166.84	166.31
S2	165.81	165.81	166.72
S3	164.50	165.08	166.60
S4	163.19	163.77	166.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.21	166.92	1.29	0.8%	0.67	0.4%	88%	True	False	728,556
10	168.21	166.55	1.66	1.0%	0.67	0.4%	91%	True	False	586,014
20	168.21	166.55	1.66	1.0%	0.68	0.4%	91%	True	False	509,160
40	168.21	165.63	2.58	1.5%	0.72	0.4%	94%	True	False	512,990
60	168.86	163.52	5.34	3.2%	0.77	0.5%	85%	False	False	542,770
80	168.86	162.12	6.74	4.0%	0.71	0.4%	88%	False	False	482,498
100	168.86	160.43	8.43	5.0%	0.68	0.4%	91%	False	False	387,645
120	168.86	160.43	8.43	5.0%	0.62	0.4%	91%	False	False	323,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	172.72
2.618	170.99
1.618	169.93
1.000	169.27
0.618	168.87
HIGH	168.21
0.618	167.81
0.500	167.68
0.382	167.55
LOW	167.15
0.618	166.49
1.000	166.09
1.618	165.43
2.618	164.37
4.250	162.65

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	167.93	167.90
PP	167.81	167.73
S1	167.68	167.57

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

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