Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	165.41	164.84	-0.57	-0.3%	165.14
High	165.68	165.03	-0.65	-0.4%	166.36
Low	164.68	164.14	-0.54	-0.3%	165.08
Close	165.30	164.23	-1.07	-0.6%	165.70
Range	1.00	0.89	-0.11	-11.0%	1.28
ATR	0.74	0.77	0.03	4.1%	0.00
Volume	1,018,759	1,066,211	47,452	4.7%	3,306,065

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.14	166.57	164.72
R3	166.25	165.68	164.47
R2	165.36	165.36	164.39
R1	164.79	164.79	164.31	164.63
PP	164.47	164.47	164.47	164.39
S1	163.90	163.90	164.15	163.74
S2	163.58	163.58	164.07
S3	162.69	163.01	163.99
S4	161.80	162.12	163.74

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	164.14	2.22	1.4%	0.75	0.5%	4%	False	True	833,911
10	166.36	164.14	2.22	1.4%	0.70	0.4%	4%	False	True	724,218
20	166.36	162.56	3.80	2.3%	0.76	0.5%	44%	False	False	706,433
40	166.36	162.56	3.80	2.3%	0.70	0.4%	44%	False	False	440,480
60	166.36	162.56	3.80	2.3%	0.66	0.4%	44%	False	False	294,916
80	166.36	161.11	5.25	3.2%	0.63	0.4%	59%	False	False	221,203
100	166.36	159.75	6.61	4.0%	0.54	0.3%	68%	False	False	176,965
120	166.36	159.13	7.23	4.4%	0.49	0.3%	71%	False	False	147,471

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	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168.81
2.618	167.36
1.618	166.47
1.000	165.92
0.618	165.58
HIGH	165.03
0.618	164.69
0.500	164.59
0.382	164.48
LOW	164.14
0.618	163.59
1.000	163.25
1.618	162.70
2.618	161.81
4.250	160.36

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	164.59	165.00
PP	164.47	164.74
S1	164.35	164.49

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

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