Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	164.56	165.40	0.84	0.5%	164.29
High	165.47	165.67	0.20	0.1%	165.14
Low	164.44	165.33	0.89	0.5%	163.78
Close	165.32	165.56	0.24	0.1%	164.27
Range	1.03	0.34	-0.69	-67.0%	1.36
ATR	0.68	0.66	-0.02	-3.5%	0.00
Volume	817,648	910,702	93,054	11.4%	1,566,059

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.54	166.39	165.75
R3	166.20	166.05	165.65
R2	165.86	165.86	165.62
R1	165.71	165.71	165.59	165.79
PP	165.52	165.52	165.52	165.56
S1	165.37	165.37	165.53	165.45
S2	165.18	165.18	165.50
S3	164.84	165.03	165.47
S4	164.50	164.69	165.37

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	165.67	164.22	1.45	0.9%	0.64	0.4%	92%	True	False	636,976
10	165.67	163.78	1.89	1.1%	0.65	0.4%	94%	True	False	338,723
20	165.67	163.78	1.89	1.1%	0.63	0.4%	94%	True	False	174,527
40	165.67	163.04	2.63	1.6%	0.60	0.4%	96%	True	False	89,158
60	165.67	161.11	4.56	2.8%	0.59	0.4%	98%	True	False	59,460
80	165.67	159.75	5.92	3.6%	0.49	0.3%	98%	True	False	44,598
100	165.67	159.13	6.54	4.0%	0.43	0.3%	98%	True	False	35,679
120	165.67	159.13	6.54	4.0%	0.36	0.2%	98%	True	False	29,732

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	0.19
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	167.12
2.618	166.56
1.618	166.22
1.000	166.01
0.618	165.88
HIGH	165.67
0.618	165.54
0.500	165.50
0.382	165.46
LOW	165.33
0.618	165.12
1.000	164.99
1.618	164.78
2.618	164.44
4.250	163.89

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	165.54	165.36
PP	165.52	165.15
S1	165.50	164.95

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

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