Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 26-Oct-2016

Day Change Summary
	Previous	Current
	25-Oct-2016	26-Oct-2016	Change	Change %	Previous Week
Open	163.88	163.90	0.02	0.0%	163.31
High	164.16	164.06	-0.10	-0.1%	164.34
Low	163.71	162.89	-0.82	-0.5%	162.81
Close	164.02	163.04	-0.98	-0.6%	164.22
Range	0.45	1.17	0.72	160.0%	1.53
ATR	0.67	0.70	0.04	5.4%	0.00
Volume	995,619	1,165,604	169,985	17.1%	3,148,854

Daily Pivots for day following 26-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.84	166.11	163.68
R3	165.67	164.94	163.36
R2	164.50	164.50	163.25
R1	163.77	163.77	163.15	163.55
PP	163.33	163.33	163.33	163.22
S1	162.60	162.60	162.93	162.38
S2	162.16	162.16	162.83
S3	160.99	161.43	162.72
S4	159.82	160.26	162.40

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.38	167.83	165.06
R3	166.85	166.30	164.64
R2	165.32	165.32	164.50
R1	164.77	164.77	164.36	165.05
PP	163.79	163.79	163.79	163.93
S1	163.24	163.24	164.08	163.52
S2	162.26	162.26	163.94
S3	160.73	161.71	163.80
S4	159.20	160.18	163.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.54	162.89	1.65	1.0%	0.74	0.5%	9%	False	True	786,217
10	164.54	162.81	1.73	1.1%	0.63	0.4%	13%	False	False	727,327
20	166.36	162.81	3.55	2.2%	0.67	0.4%	6%	False	False	746,031
40	166.36	162.56	3.80	2.3%	0.71	0.4%	13%	False	False	701,615
60	166.36	162.56	3.80	2.3%	0.67	0.4%	13%	False	False	473,188
80	166.36	162.56	3.80	2.3%	0.64	0.4%	13%	False	False	355,587
100	166.36	161.11	5.25	3.2%	0.62	0.4%	37%	False	False	284,474
120	166.36	159.75	6.61	4.1%	0.55	0.3%	50%	False	False	237,063

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	169.03
2.618	167.12
1.618	165.95
1.000	165.23
0.618	164.78
HIGH	164.06
0.618	163.61
0.500	163.48
0.382	163.34
LOW	162.89
0.618	162.17
1.000	161.72
1.618	161.00
2.618	159.83
4.250	157.92

Fisher Pivots for day following 26-Oct-2016
Pivot	1 day	3 day
R1	163.48	163.72
PP	163.33	163.49
S1	163.19	163.27

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

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