Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	165.97	165.72	-0.25	-0.2%	163.86
High	166.19	166.08	-0.11	-0.1%	165.32
Low	165.75	165.59	-0.16	-0.1%	163.63
Close	166.15	165.74	-0.41	-0.2%	165.03
Range	0.44	0.49	0.05	11.4%	1.69
ATR	0.73	0.72	-0.01	-1.7%	0.00
Volume	587,019	898,929	311,910	53.1%	2,922,342

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.27	167.00	166.01
R3	166.78	166.51	165.87
R2	166.29	166.29	165.83
R1	166.02	166.02	165.78	166.16
PP	165.80	165.80	165.80	165.87
S1	165.53	165.53	165.70	165.67
S2	165.31	165.31	165.65
S3	164.82	165.04	165.61
S4	164.33	164.55	165.47

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	166.27	164.98	1.29	0.8%	0.54	0.3%	59%	False	False	697,482
10	166.27	163.57	2.70	1.6%	0.61	0.4%	80%	False	False	634,521
20	166.27	162.56	3.71	2.2%	0.73	0.4%	86%	False	False	688,732
40	166.27	162.56	3.71	2.2%	0.67	0.4%	86%	False	False	359,076
60	166.27	162.56	3.71	2.2%	0.63	0.4%	86%	False	False	240,421
80	166.27	161.11	5.16	3.1%	0.61	0.4%	90%	False	False	180,321
100	166.27	159.75	6.52	3.9%	0.51	0.3%	92%	False	False	144,258
120	166.27	159.13	7.14	4.3%	0.46	0.3%	93%	False	False	120,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168.16
2.618	167.36
1.618	166.87
1.000	166.57
0.618	166.38
HIGH	166.08
0.618	165.89
0.500	165.84
0.382	165.78
LOW	165.59
0.618	165.29
1.000	165.10
1.618	164.80
2.618	164.31
4.250	163.51

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	165.84	165.87
PP	165.80	165.82
S1	165.77	165.78

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

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