Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	163.65	163.96	0.31	0.2%	163.50
High	164.29	164.37	0.08	0.0%	164.29
Low	163.65	163.80	0.15	0.1%	162.56
Close	164.18	163.84	-0.34	-0.2%	163.96
Range	0.64	0.57	-0.07	-10.9%	1.73
ATR	0.75	0.74	-0.01	-1.7%	0.00
Volume	583,275	775,871	192,596	33.0%	3,250,989

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.71	165.35	164.15
R3	165.14	164.78	164.00
R2	164.57	164.57	163.94
R1	164.21	164.21	163.89	164.11
PP	164.00	164.00	164.00	163.95
S1	163.64	163.64	163.79	163.54
S2	163.43	163.43	163.74
S3	162.86	163.07	163.68
S4	162.29	162.50	163.53

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	164.37	163.04	1.33	0.8%	0.63	0.4%	60%	True	False	596,518
10	165.62	162.56	3.06	1.9%	0.83	0.5%	42%	False	False	688,648
20	165.67	162.56	3.11	1.9%	0.74	0.5%	41%	False	False	513,686
40	165.67	162.56	3.11	1.9%	0.68	0.4%	41%	False	False	260,651
60	165.67	162.56	3.11	1.9%	0.63	0.4%	41%	False	False	174,231
80	165.67	160.33	5.34	3.3%	0.59	0.4%	66%	False	False	130,679
100	165.67	159.58	6.09	3.7%	0.52	0.3%	70%	False	False	104,543
120	165.67	159.13	6.54	4.0%	0.43	0.3%	72%	False	False	87,119

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	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166.79
2.618	165.86
1.618	165.29
1.000	164.94
0.618	164.72
HIGH	164.37
0.618	164.15
0.500	164.09
0.382	164.02
LOW	163.80
0.618	163.45
1.000	163.23
1.618	162.88
2.618	162.31
4.250	161.38

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	164.09	164.00
PP	164.00	163.95
S1	163.92	163.89

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

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