Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 13-Oct-2016

Day Change Summary
	Previous	Current
	12-Oct-2016	13-Oct-2016	Change	Change %	Previous Week
Open	163.58	163.70	0.12	0.1%	165.69
High	163.82	163.96	0.14	0.1%	165.85
Low	163.15	163.47	0.32	0.2%	163.72
Close	163.30	163.76	0.46	0.3%	163.91
Range	0.67	0.49	-0.18	-26.9%	2.13
ATR	0.74	0.74	-0.01	-0.8%	0.00
Volume	667,366	619,154	-48,212	-7.2%	4,363,349

Daily Pivots for day following 13-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.20	164.97	164.03
R3	164.71	164.48	163.89
R2	164.22	164.22	163.85
R1	163.99	163.99	163.80	164.11
PP	163.73	163.73	163.73	163.79
S1	163.50	163.50	163.72	163.62
S2	163.24	163.24	163.67
S3	162.75	163.01	163.63
S4	162.26	162.52	163.49

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.88	169.53	165.08
R3	168.75	167.40	164.50
R2	166.62	166.62	164.30
R1	165.27	165.27	164.11	164.88
PP	164.49	164.49	164.49	164.30
S1	163.14	163.14	163.71	162.75
S2	162.36	162.36	163.52
S3	160.23	161.01	163.32
S4	158.10	158.88	162.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.30	163.15	1.15	0.7%	0.63	0.4%	53%	False	False	647,270
10	166.36	163.15	3.21	2.0%	0.72	0.4%	19%	False	False	736,757
20	166.36	163.15	3.21	2.0%	0.67	0.4%	19%	False	False	685,639
40	166.36	162.56	3.80	2.3%	0.71	0.4%	32%	False	False	542,252
60	166.36	162.56	3.80	2.3%	0.67	0.4%	32%	False	False	362,914
80	166.36	161.11	5.25	3.2%	0.66	0.4%	50%	False	False	272,414
100	166.36	159.98	6.38	3.9%	0.58	0.4%	59%	False	False	217,934
120	166.36	159.36	7.00	4.3%	0.52	0.3%	63%	False	False	181,612

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.20
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	166.04
2.618	165.24
1.618	164.75
1.000	164.45
0.618	164.26
HIGH	163.96
0.618	163.77
0.500	163.72
0.382	163.66
LOW	163.47
0.618	163.17
1.000	162.98
1.618	162.68
2.618	162.19
4.250	161.39

Fisher Pivots for day following 13-Oct-2016
Pivot	1 day	3 day
R1	163.75	163.69
PP	163.73	163.62
S1	163.72	163.56

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

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