Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	164.60	163.50	-1.10	-0.7%	164.56
High	164.62	163.69	-0.93	-0.6%	165.67
Low	163.53	163.04	-0.49	-0.3%	163.53
Close	163.65	163.35	-0.30	-0.2%	163.65
Range	1.09	0.65	-0.44	-40.4%	2.14
ATR	0.73	0.73	-0.01	-0.8%	0.00
Volume	833,455	757,025	-76,430	-9.2%	3,459,831

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.31	164.98	163.71
R3	164.66	164.33	163.53
R2	164.01	164.01	163.47
R1	163.68	163.68	163.41	163.52
PP	163.36	163.36	163.36	163.28
S1	163.03	163.03	163.29	162.87
S2	162.71	162.71	163.23
S3	162.06	162.38	163.17
S4	161.41	161.73	162.99

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.70	169.32	164.83
R3	168.56	167.18	164.24
R2	166.42	166.42	164.04
R1	165.04	165.04	163.85	164.66
PP	164.28	164.28	164.28	164.10
S1	162.90	162.90	163.45	162.52
S2	162.14	162.14	163.26
S3	160.00	160.76	163.06
S4	157.86	158.62	162.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.67	163.04	2.63	1.6%	0.85	0.5%	12%	False	True	843,371
10	165.67	163.04	2.63	1.6%	0.78	0.5%	12%	False	True	578,291
20	165.67	163.04	2.63	1.6%	0.70	0.4%	12%	False	True	298,440
40	165.67	163.04	2.63	1.6%	0.62	0.4%	12%	False	True	151,326
60	165.67	161.11	4.56	2.8%	0.62	0.4%	49%	False	False	100,934
80	165.67	159.75	5.92	3.6%	0.52	0.3%	61%	False	False	75,704
100	165.67	159.13	6.54	4.0%	0.46	0.3%	65%	False	False	60,564
120	165.67	159.13	6.54	4.0%	0.39	0.2%	65%	False	False	50,470

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	166.45
2.618	165.39
1.618	164.74
1.000	164.34
0.618	164.09
HIGH	163.69
0.618	163.44
0.500	163.37
0.382	163.29
LOW	163.04
0.618	162.64
1.000	162.39
1.618	161.99
2.618	161.34
4.250	160.28

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	163.37	164.33
PP	163.36	164.00
S1	163.36	163.68

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

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