Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	165.40	165.50	0.10	0.1%	164.29
High	165.67	165.62	-0.05	0.0%	165.14
Low	165.33	164.48	-0.85	-0.5%	163.78
Close	165.56	164.75	-0.81	-0.5%	164.27
Range	0.34	1.14	0.80	235.3%	1.36
ATR	0.66	0.69	0.03	5.2%	0.00
Volume	910,702	898,026	-12,676	-1.4%	1,566,059

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.37	167.70	165.38
R3	167.23	166.56	165.06
R2	166.09	166.09	164.96
R1	165.42	165.42	164.85	165.19
PP	164.95	164.95	164.95	164.83
S1	164.28	164.28	164.65	164.05
S2	163.81	163.81	164.54
S3	162.67	163.14	164.44
S4	161.53	162.00	164.12

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%	0.76	0.5%	37%	False	False	762,926
10	165.67	163.78	1.89	1.1%	0.74	0.4%	51%	False	False	427,060
20	165.67	163.78	1.89	1.1%	0.67	0.4%	51%	False	False	219,336
40	165.67	163.04	2.63	1.6%	0.62	0.4%	65%	False	False	111,608
60	165.67	161.11	4.56	2.8%	0.61	0.4%	80%	False	False	74,427
80	165.67	159.75	5.92	3.6%	0.50	0.3%	84%	False	False	55,823
100	165.67	159.13	6.54	4.0%	0.45	0.3%	86%	False	False	44,659
120	165.67	159.13	6.54	4.0%	0.37	0.2%	86%	False	False	37,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	170.47
2.618	168.60
1.618	167.46
1.000	166.76
0.618	166.32
HIGH	165.62
0.618	165.18
0.500	165.05
0.382	164.92
LOW	164.48
0.618	163.78
1.000	163.34
1.618	162.64
2.618	161.50
4.250	159.64

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	165.05	165.06
PP	164.95	164.95
S1	164.85	164.85

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

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