Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	164.32	165.08	0.76	0.5%	163.86
High	165.32	165.28	-0.04	0.0%	165.32
Low	164.32	164.98	0.66	0.4%	163.63
Close	165.22	165.03	-0.19	-0.1%	165.03
Range	1.00	0.30	-0.70	-70.0%	1.69
ATR	0.79	0.76	-0.04	-4.4%	0.00
Volume	484,150	534,174	50,024	10.3%	2,922,342

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.00	165.81	165.20
R3	165.70	165.51	165.11
R2	165.40	165.40	165.09
R1	165.21	165.21	165.06	165.16
PP	165.10	165.10	165.10	165.07
S1	164.91	164.91	165.00	164.86
S2	164.80	164.80	164.98
S3	164.50	164.61	164.95
S4	164.20	164.31	164.87

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.73	169.07	165.96
R3	168.04	167.38	165.49
R2	166.35	166.35	165.34
R1	165.69	165.69	165.18	166.02
PP	164.66	164.66	164.66	164.83
S1	164.00	164.00	164.88	164.33
S2	162.97	162.97	164.72
S3	161.28	162.31	164.57
S4	159.59	160.62	164.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.32	163.63	1.69	1.0%	0.60	0.4%	83%	False	False	584,468
10	165.32	162.56	2.76	1.7%	0.74	0.4%	89%	False	False	617,333
20	165.67	162.56	3.11	1.9%	0.77	0.5%	79%	False	False	562,585
40	165.67	162.56	3.11	1.9%	0.68	0.4%	79%	False	False	285,950
60	165.67	162.56	3.11	1.9%	0.63	0.4%	79%	False	False	191,202
80	165.67	160.79	4.88	3.0%	0.60	0.4%	87%	False	False	143,408
100	165.67	159.58	6.09	3.7%	0.53	0.3%	89%	False	False	114,727
120	165.67	159.13	6.54	4.0%	0.44	0.3%	90%	False	False	95,606

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	0.15
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	166.56
2.618	166.07
1.618	165.77
1.000	165.58
0.618	165.47
HIGH	165.28
0.618	165.17
0.500	165.13
0.382	165.09
LOW	164.98
0.618	164.79
1.000	164.68
1.618	164.49
2.618	164.19
4.250	163.71

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	165.13	164.87
PP	165.10	164.72
S1	165.06	164.56

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

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