Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	162.24	162.66	0.42	0.3%	162.08
High	162.45	163.19	0.74	0.5%	162.78
Low	161.69	160.89	-0.80	-0.5%	161.53
Close	161.92	162.01	0.09	0.1%	162.50
Range	0.76	2.30	1.54	202.6%	1.25
ATR	0.73	0.84	0.11	15.3%	0.00
Volume	1,204,065	1,384,678	180,613	15.0%	3,431,173

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.93	167.77	163.28
R3	166.63	165.47	162.64
R2	164.33	164.33	162.43
R1	163.17	163.17	162.22	162.60
PP	162.03	162.03	162.03	161.75
S1	160.87	160.87	161.80	160.30
S2	159.73	159.73	161.59
S3	157.43	158.57	161.38
S4	155.13	156.27	160.75

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	163.19	160.89	2.30	1.4%	0.96	0.6%	49%	True	True	840,971
10	163.19	160.89	2.30	1.4%	0.90	0.6%	49%	True	True	815,586
20	164.54	160.89	3.65	2.3%	0.76	0.5%	31%	False	True	771,456
40	166.36	160.89	5.47	3.4%	0.72	0.4%	20%	False	True	728,292
60	166.36	160.89	5.47	3.4%	0.73	0.4%	20%	False	True	608,408
80	166.36	160.89	5.47	3.4%	0.69	0.4%	20%	False	True	457,324
100	166.36	160.89	5.47	3.4%	0.68	0.4%	20%	False	True	366,031
120	166.36	159.98	6.38	3.9%	0.61	0.4%	32%	False	False	305,028

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	172.97
2.618	169.21
1.618	166.91
1.000	165.49
0.618	164.61
HIGH	163.19
0.618	162.31
0.500	162.04
0.382	161.77
LOW	160.89
0.618	159.47
1.000	158.59
1.618	157.17
2.618	154.87
4.250	151.12

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	162.04	162.04
PP	162.03	162.03
S1	162.02	162.02

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

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