Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	160.16	160.95	0.79	0.5%	159.72
High	161.09	160.97	-0.12	-0.1%	161.09
Low	159.98	160.50	0.52	0.3%	159.14
Close	160.73	160.79	0.06	0.0%	160.73
Range	1.11	0.47	-0.64	-57.7%	1.95
ATR	0.91	0.88	-0.03	-3.5%	0.00
Volume	889,234	521,768	-367,466	-41.3%	4,239,811

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	162.16	161.95	161.05
R3	161.69	161.48	160.92
R2	161.22	161.22	160.88
R1	161.01	161.01	160.83	160.88
PP	160.75	160.75	160.75	160.69
S1	160.54	160.54	160.75	160.41
S2	160.28	160.28	160.70
S3	159.81	160.07	160.66
S4	159.34	159.60	160.53

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.17	165.40	161.80
R3	164.22	163.45	161.27
R2	162.27	162.27	161.09
R1	161.50	161.50	160.91	161.89
PP	160.32	160.32	160.32	160.51
S1	159.55	159.55	160.55	159.94
S2	158.37	158.37	160.37
S3	156.42	157.60	160.19
S4	154.47	155.65	159.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161.09	159.82	1.27	0.8%	0.69	0.4%	76%	False	False	775,750
10	163.19	159.14	4.05	2.5%	1.01	0.6%	41%	False	False	926,598
20	164.16	159.14	5.02	3.1%	0.88	0.5%	33%	False	False	849,716
40	166.36	159.14	7.22	4.5%	0.77	0.5%	23%	False	False	776,093
60	166.36	159.14	7.22	4.5%	0.76	0.5%	23%	False	False	716,787
80	166.36	159.14	7.22	4.5%	0.72	0.4%	23%	False	False	540,499
100	166.36	159.14	7.22	4.5%	0.68	0.4%	23%	False	False	432,801
120	166.36	159.14	7.22	4.5%	0.66	0.4%	23%	False	False	360,672

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.24
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	162.97
2.618	162.20
1.618	161.73
1.000	161.44
0.618	161.26
HIGH	160.97
0.618	160.79
0.500	160.74
0.382	160.68
LOW	160.50
0.618	160.21
1.000	160.03
1.618	159.74
2.618	159.27
4.250	158.50

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	160.77	160.71
PP	160.75	160.62
S1	160.74	160.54

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

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