Euro Bund Future December 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	164.65	164.56	-0.09	-0.1%	164.29
High	164.98	165.47	0.49	0.3%	165.14
Low	164.22	164.44	0.22	0.1%	163.78
Close	164.27	165.32	1.05	0.6%	164.27
Range	0.76	1.03	0.27	35.5%	1.36
ATR	0.64	0.68	0.04	6.2%	0.00
Volume	763,933	817,648	53,715	7.0%	1,566,059

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.17	167.77	165.89
R3	167.14	166.74	165.60
R2	166.11	166.11	165.51
R1	165.71	165.71	165.41	165.91
PP	165.08	165.08	165.08	165.18
S1	164.68	164.68	165.23	164.88
S2	164.05	164.05	165.13
S3	163.02	163.65	165.04
S4	161.99	162.62	164.75

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.48	167.73	165.02
R3	167.12	166.37	164.64
R2	165.76	165.76	164.52
R1	165.01	165.01	164.39	164.71
PP	164.40	164.40	164.40	164.24
S1	163.65	163.65	164.15	163.35
S2	163.04	163.04	164.02
S3	161.68	162.29	163.90
S4	160.32	160.93	163.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.47	164.22	1.25	0.8%	0.66	0.4%	88%	True	False	468,404
10	165.47	163.78	1.69	1.0%	0.66	0.4%	91%	True	False	250,576
20	165.47	163.78	1.69	1.0%	0.64	0.4%	91%	True	False	129,065
40	165.47	163.04	2.43	1.5%	0.61	0.4%	94%	True	False	66,395
60	165.63	161.11	4.52	2.7%	0.60	0.4%	93%	False	False	44,282
80	165.63	159.75	5.88	3.6%	0.48	0.3%	95%	False	False	33,214
100	165.63	159.13	6.50	3.9%	0.43	0.3%	95%	False	False	26,572
120	165.63	159.13	6.50	3.9%	0.36	0.2%	95%	False	False	22,143

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	0.20
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	169.85
2.618	168.17
1.618	167.14
1.000	166.50
0.618	166.11
HIGH	165.47
0.618	165.08
0.500	164.96
0.382	164.83
LOW	164.44
0.618	163.80
1.000	163.41
1.618	162.77
2.618	161.74
4.250	160.06

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	165.20	165.16
PP	165.08	165.00
S1	164.96	164.85

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

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