Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 18-Oct-2016

Day Change Summary
	Previous	Current
	17-Oct-2016	18-Oct-2016	Change	Change %	Previous Week
Open	163.31	163.42	0.11	0.1%	164.05
High	163.57	163.81	0.24	0.1%	164.18
Low	162.81	163.30	0.49	0.3%	163.15
Close	163.47	163.74	0.27	0.2%	163.46
Range	0.76	0.51	-0.25	-32.9%	1.03
ATR	0.73	0.71	-0.02	-2.1%	0.00
Volume	597,423	599,568	2,145	0.4%	3,336,974

Daily Pivots for day following 18-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.15	164.95	164.02
R3	164.64	164.44	163.88
R2	164.13	164.13	163.83
R1	163.93	163.93	163.79	164.03
PP	163.62	163.62	163.62	163.67
S1	163.42	163.42	163.69	163.52
S2	163.11	163.11	163.65
S3	162.60	162.91	163.60
S4	162.09	162.40	163.46

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.69	166.10	164.03
R3	165.66	165.07	163.74
R2	164.63	164.63	163.65
R1	164.04	164.04	163.55	163.82
PP	163.60	163.60	163.60	163.49
S1	163.01	163.01	163.37	162.79
S2	162.57	162.57	163.27
S3	161.54	161.98	163.18
S4	160.51	160.95	162.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163.96	162.81	1.15	0.7%	0.58	0.4%	81%	False	False	633,816
10	165.03	162.81	2.22	1.4%	0.66	0.4%	42%	False	False	704,572
20	166.36	162.81	3.55	2.2%	0.66	0.4%	26%	False	False	699,878
40	166.36	162.56	3.80	2.3%	0.70	0.4%	31%	False	False	588,116
60	166.36	162.56	3.80	2.3%	0.67	0.4%	31%	False	False	394,213
80	166.36	162.56	3.80	2.3%	0.64	0.4%	31%	False	False	295,944
100	166.36	160.30	6.06	3.7%	0.60	0.4%	57%	False	False	236,760
120	166.36	159.58	6.78	4.1%	0.54	0.3%	61%	False	False	197,300

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165.98
2.618	165.15
1.618	164.64
1.000	164.32
0.618	164.13
HIGH	163.81
0.618	163.62
0.500	163.56
0.382	163.49
LOW	163.30
0.618	162.98
1.000	162.79
1.618	162.47
2.618	161.96
4.250	161.13

Fisher Pivots for day following 18-Oct-2016
Pivot	1 day	3 day
R1	163.68	163.60
PP	163.62	163.45
S1	163.56	163.31

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

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