Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	163.44	163.72	0.28	0.2%	163.50
High	163.78	164.29	0.51	0.3%	164.29
Low	163.04	163.57	0.53	0.3%	162.56
Close	163.48	163.96	0.48	0.3%	163.96
Range	0.74	0.72	-0.02	-2.7%	1.73
ATR	0.78	0.78	0.00	0.3%	0.00
Volume	608,938	469,634	-139,304	-22.9%	3,250,989

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.10	165.75	164.36
R3	165.38	165.03	164.16
R2	164.66	164.66	164.09
R1	164.31	164.31	164.03	164.49
PP	163.94	163.94	163.94	164.03
S1	163.59	163.59	163.89	163.77
S2	163.22	163.22	163.83
S3	162.50	162.87	163.76
S4	161.78	162.15	163.56

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.79	168.11	164.91
R3	167.06	166.38	164.44
R2	165.33	165.33	164.28
R1	164.65	164.65	164.12	164.99
PP	163.60	163.60	163.60	163.78
S1	162.92	162.92	163.80	163.26
S2	161.87	161.87	163.64
S3	160.14	161.19	163.48
S4	158.41	159.46	163.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.29	162.56	1.73	1.1%	0.88	0.5%	81%	True	False	650,197
10	165.67	162.56	3.11	1.9%	0.88	0.5%	45%	False	False	747,475
20	165.67	162.56	3.11	1.9%	0.76	0.5%	45%	False	False	421,551
40	165.67	162.56	3.11	1.9%	0.68	0.4%	45%	False	False	213,230
60	165.67	162.56	3.11	1.9%	0.66	0.4%	45%	False	False	142,499
80	165.67	159.98	5.69	3.5%	0.57	0.3%	70%	False	False	106,878
100	165.67	159.36	6.31	3.8%	0.50	0.3%	73%	False	False	85,503
120	165.67	159.13	6.54	4.0%	0.42	0.3%	74%	False	False	71,253

Crabel Price Patterns
NR	True
NR4	True
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	0.17
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	167.35
2.618	166.17
1.618	165.45
1.000	165.01
0.618	164.73
HIGH	164.29
0.618	164.01
0.500	163.93
0.382	163.85
LOW	163.57
0.618	163.13
1.000	162.85
1.618	162.41
2.618	161.69
4.250	160.51

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	163.95	163.82
PP	163.94	163.68
S1	163.93	163.54

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

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