Euro Bund Future December 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	165.07	164.54	-0.53	-0.3%	164.18
High	165.07	164.77	-0.30	-0.2%	165.10
Low	164.55	164.24	-0.31	-0.2%	164.18
Close	164.67	164.68	0.01	0.0%	164.98
Range	0.52	0.53	0.01	1.9%	0.92
ATR	0.64	0.63	-0.01	-1.3%	0.00
Volume	268,275	424,325	156,050	58.2%	140,497

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.15	165.95	164.97
R3	165.62	165.42	164.83
R2	165.09	165.09	164.78
R1	164.89	164.89	164.73	164.99
PP	164.56	164.56	164.56	164.62
S1	164.36	164.36	164.63	164.46
S2	164.03	164.03	164.58
S3	163.50	163.83	164.53
S4	162.97	163.30	164.39

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.51	167.17	165.49
R3	166.59	166.25	165.23
R2	165.67	165.67	165.15
R1	165.33	165.33	165.06	165.50
PP	164.75	164.75	164.75	164.84
S1	164.41	164.41	164.90	164.58
S2	163.83	163.83	164.81
S3	162.91	163.49	164.73
S4	161.99	162.57	164.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.14	163.78	1.36	0.8%	0.73	0.4%	66%	False	False	170,922
10	165.14	163.78	1.36	0.8%	0.64	0.4%	66%	False	False	95,627
20	165.28	163.78	1.50	0.9%	0.59	0.4%	60%	False	False	50,464
40	165.37	163.04	2.33	1.4%	0.59	0.4%	70%	False	False	26,859
60	165.63	161.11	4.52	2.7%	0.57	0.3%	79%	False	False	17,923
80	165.63	159.75	5.88	3.6%	0.46	0.3%	84%	False	False	13,444
100	165.63	159.13	6.50	3.9%	0.41	0.3%	85%	False	False	10,756
120	165.63	159.00	6.63	4.0%	0.34	0.2%	86%	False	False	8,963

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	167.02
2.618	166.16
1.618	165.63
1.000	165.30
0.618	165.10
HIGH	164.77
0.618	164.57
0.500	164.51
0.382	164.44
LOW	164.24
0.618	163.91
1.000	163.71
1.618	163.38
2.618	162.85
4.250	161.99

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	164.62	164.69
PP	164.56	164.69
S1	164.51	164.68

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

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