Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	163.72	163.86	0.14	0.1%	163.50
High	164.29	164.11	-0.18	-0.1%	164.29
Low	163.57	163.63	0.06	0.0%	162.56
Close	163.96	163.75	-0.21	-0.1%	163.96
Range	0.72	0.48	-0.24	-33.3%	1.73
ATR	0.78	0.76	-0.02	-2.8%	0.00
Volume	469,634	544,872	75,238	16.0%	3,250,989

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.27	164.99	164.01
R3	164.79	164.51	163.88
R2	164.31	164.31	163.84
R1	164.03	164.03	163.79	163.93
PP	163.83	163.83	163.83	163.78
S1	163.55	163.55	163.71	163.45
S2	163.35	163.35	163.66
S3	162.87	163.07	163.62
S4	162.39	162.59	163.49

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%	0.84	0.5%	69%	False	False	607,767
10	165.67	162.56	3.11	1.9%	0.85	0.5%	38%	False	False	725,569
20	165.67	162.56	3.11	1.9%	0.74	0.5%	38%	False	False	448,112
40	165.67	162.56	3.11	1.9%	0.68	0.4%	38%	False	False	226,839
60	165.67	162.56	3.11	1.9%	0.63	0.4%	38%	False	False	151,580
80	165.67	159.98	5.69	3.5%	0.57	0.4%	66%	False	False	113,689
100	165.67	159.36	6.31	3.9%	0.51	0.3%	70%	False	False	90,952
120	165.67	159.13	6.54	4.0%	0.42	0.3%	71%	False	False	75,793

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	166.15
2.618	165.37
1.618	164.89
1.000	164.59
0.618	164.41
HIGH	164.11
0.618	163.93
0.500	163.87
0.382	163.81
LOW	163.63
0.618	163.33
1.000	163.15
1.618	162.85
2.618	162.37
4.250	161.59

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	163.87	163.72
PP	163.83	163.69
S1	163.79	163.67

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

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