Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	165.72	166.09	0.37	0.2%	165.14
High	166.08	166.36	0.28	0.2%	166.36
Low	165.59	165.54	-0.05	0.0%	165.08
Close	165.74	165.70	-0.04	0.0%	165.70
Range	0.49	0.82	0.33	67.3%	1.28
ATR	0.72	0.73	0.01	1.0%	0.00
Volume	898,929	352,828	-546,101	-60.8%	3,306,065

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.33	167.83	166.15
R3	167.51	167.01	165.93
R2	166.69	166.69	165.85
R1	166.19	166.19	165.78	166.03
PP	165.87	165.87	165.87	165.79
S1	165.37	165.37	165.62	165.21
S2	165.05	165.05	165.55
S3	164.23	164.55	165.47
S4	163.41	163.73	165.25

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.55	168.91	166.40
R3	168.27	167.63	166.05
R2	166.99	166.99	165.93
R1	166.35	166.35	165.82	166.67
PP	165.71	165.71	165.71	165.88
S1	165.07	165.07	165.58	165.39
S2	164.43	164.43	165.47
S3	163.15	163.79	165.35
S4	161.87	162.51	165.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.36	165.08	1.28	0.8%	0.65	0.4%	48%	True	False	661,213
10	166.36	163.63	2.73	1.6%	0.62	0.4%	76%	True	False	622,840
20	166.36	162.56	3.80	2.3%	0.75	0.5%	83%	True	False	685,158
40	166.36	162.56	3.80	2.3%	0.67	0.4%	83%	True	False	367,811
60	166.36	162.56	3.80	2.3%	0.64	0.4%	83%	True	False	246,292
80	166.36	161.11	5.25	3.2%	0.62	0.4%	87%	True	False	184,732
100	166.36	159.75	6.61	4.0%	0.52	0.3%	90%	True	False	147,787
120	166.36	159.13	7.23	4.4%	0.47	0.3%	91%	True	False	123,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	169.85
2.618	168.51
1.618	167.69
1.000	167.18
0.618	166.87
HIGH	166.36
0.618	166.05
0.500	165.95
0.382	165.85
LOW	165.54
0.618	165.03
1.000	164.72
1.618	164.21
2.618	163.39
4.250	162.06

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	165.95	165.95
PP	165.87	165.87
S1	165.78	165.78

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

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