Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	164.18	164.83	0.65	0.4%	165.10
High	164.92	165.10	0.18	0.1%	165.10
Low	164.18	164.66	0.48	0.3%	163.95
Close	164.78	164.95	0.17	0.1%	164.26
Range	0.74	0.44	-0.30	-40.5%	1.15
ATR	0.65	0.64	-0.02	-2.3%	0.00
Volume	18,435	29,236	10,801	58.6%	45,398

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.22	166.03	165.19
R3	165.78	165.59	165.07
R2	165.34	165.34	165.03
R1	165.15	165.15	164.99	165.25
PP	164.90	164.90	164.90	164.95
S1	164.71	164.71	164.91	164.81
S2	164.46	164.46	164.87
S3	164.02	164.27	164.83
S4	163.58	163.83	164.71

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.89	167.22	164.89
R3	166.74	166.07	164.58
R2	165.59	165.59	164.47
R1	164.92	164.92	164.37	164.68
PP	164.44	164.44	164.44	164.32
S1	163.77	163.77	164.15	163.53
S2	163.29	163.29	164.05
S3	162.14	162.62	163.94
S4	160.99	161.47	163.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.10	163.95	1.15	0.7%	0.62	0.4%	87%	True	False	16,329
10	165.28	163.95	1.33	0.8%	0.61	0.4%	75%	False	False	10,332
20	165.28	163.67	1.61	1.0%	0.62	0.4%	80%	False	False	7,616
40	165.38	163.04	2.34	1.4%	0.58	0.4%	82%	False	False	4,504
60	165.63	160.33	5.30	3.2%	0.54	0.3%	87%	False	False	3,010
80	165.63	159.58	6.05	3.7%	0.46	0.3%	89%	False	False	2,258
100	165.63	159.13	6.50	3.9%	0.37	0.2%	90%	False	False	1,806

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.10
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	166.97
2.618	166.25
1.618	165.81
1.000	165.54
0.618	165.37
HIGH	165.10
0.618	164.93
0.500	164.88
0.382	164.83
LOW	164.66
0.618	164.39
1.000	164.22
1.618	163.95
2.618	163.51
4.250	162.79

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	164.93	164.83
PP	164.90	164.71
S1	164.88	164.59

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

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