Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	162.57	162.10	-0.47	-0.3%	162.08
High	162.70	162.62	-0.08	0.0%	162.78
Low	161.93	162.10	0.17	0.1%	161.53
Close	162.10	162.50	0.40	0.2%	162.50
Range	0.77	0.52	-0.25	-32.5%	1.25
ATR	0.76	0.74	-0.02	-2.3%	0.00
Volume	596,884	455,189	-141,695	-23.7%	3,431,173

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	163.97	163.75	162.79
R3	163.45	163.23	162.64
R2	162.93	162.93	162.60
R1	162.71	162.71	162.55	162.82
PP	162.41	162.41	162.41	162.46
S1	162.19	162.19	162.45	162.30
S2	161.89	161.89	162.40
S3	161.37	161.67	162.36
S4	160.85	161.15	162.21

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.02	165.51	163.19
R3	164.77	164.26	162.84
R2	163.52	163.52	162.73
R1	163.01	163.01	162.61	163.27
PP	162.27	162.27	162.27	162.40
S1	161.76	161.76	162.39	162.02
S2	161.02	161.02	162.27
S3	159.77	160.51	162.16
S4	158.52	159.26	161.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	162.78	161.53	1.25	0.8%	0.62	0.4%	78%	False	False	686,234
10	164.54	161.37	3.17	2.0%	0.78	0.5%	36%	False	False	782,277
20	164.54	161.37	3.17	2.0%	0.69	0.4%	36%	False	False	715,430
40	166.36	161.37	4.99	3.1%	0.71	0.4%	23%	False	False	703,783
60	166.36	161.37	4.99	3.1%	0.70	0.4%	23%	False	False	556,189
80	166.36	161.37	4.99	3.1%	0.67	0.4%	23%	False	False	418,112
100	166.36	161.11	5.25	3.2%	0.65	0.4%	26%	False	False	334,504
120	166.36	159.75	6.61	4.1%	0.58	0.4%	42%	False	False	278,755

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	164.83
2.618	163.98
1.618	163.46
1.000	163.14
0.618	162.94
HIGH	162.62
0.618	162.42
0.500	162.36
0.382	162.30
LOW	162.10
0.618	161.78
1.000	161.58
1.618	161.26
2.618	160.74
4.250	159.89

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	162.45	162.45
PP	162.41	162.40
S1	162.36	162.36

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

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