Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 19-Oct-2016

Day Change Summary
	Previous	Current
	18-Oct-2016	19-Oct-2016	Change	Change %	Previous Week
Open	163.42	163.74	0.32	0.2%	164.05
High	163.81	164.04	0.23	0.1%	164.18
Low	163.30	163.71	0.41	0.3%	163.15
Close	163.74	163.82	0.08	0.0%	163.46
Range	0.51	0.33	-0.18	-35.3%	1.03
ATR	0.71	0.68	-0.03	-3.8%	0.00
Volume	599,568	840,471	240,903	40.2%	3,336,974

Daily Pivots for day following 19-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	164.85	164.66	164.00
R3	164.52	164.33	163.91
R2	164.19	164.19	163.88
R1	164.00	164.00	163.85	164.10
PP	163.86	163.86	163.86	163.90
S1	163.67	163.67	163.79	163.77
S2	163.53	163.53	163.76
S3	163.20	163.34	163.73
S4	162.87	163.01	163.64

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	164.04	162.81	1.23	0.8%	0.52	0.3%	82%	True	False	668,437
10	164.87	162.81	2.06	1.3%	0.61	0.4%	49%	False	False	681,998
20	166.36	162.81	3.55	2.2%	0.65	0.4%	28%	False	False	703,108
40	166.36	162.56	3.80	2.3%	0.70	0.4%	33%	False	False	608,397
60	166.36	162.56	3.80	2.3%	0.67	0.4%	33%	False	False	408,137
80	166.36	162.56	3.80	2.3%	0.64	0.4%	33%	False	False	306,450
100	166.36	160.33	6.03	3.7%	0.60	0.4%	58%	False	False	245,165
120	166.36	159.58	6.78	4.1%	0.54	0.3%	63%	False	False	204,304

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	0.16
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	165.44
2.618	164.90
1.618	164.57
1.000	164.37
0.618	164.24
HIGH	164.04
0.618	163.91
0.500	163.88
0.382	163.84
LOW	163.71
0.618	163.51
1.000	163.38
1.618	163.18
2.618	162.85
4.250	162.31

Fisher Pivots for day following 19-Oct-2016
Pivot	1 day	3 day
R1	163.88	163.69
PP	163.86	163.56
S1	163.84	163.43

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

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