Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	168.43	168.60	0.17	0.1%	167.79
High	168.62	168.93	0.31	0.2%	168.93
Low	168.13	168.10	-0.03	0.0%	167.73
Close	168.27	168.22	-0.05	0.0%	168.22
Range	0.49	0.83	0.34	69.4%	1.20
ATR	0.68	0.69	0.01	1.6%	0.00
Volume	881	1,116	235	26.7%	7,655

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.91	170.39	168.68
R3	170.08	169.56	168.45
R2	169.25	169.25	168.37
R1	168.73	168.73	168.30	168.58
PP	168.42	168.42	168.42	168.34
S1	167.90	167.90	168.14	167.75
S2	167.59	167.59	168.07
S3	166.76	167.07	167.99
S4	165.93	166.24	167.76

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	171.89	171.26	168.88
R3	170.69	170.06	168.55
R2	169.49	169.49	168.44
R1	168.86	168.86	168.33	169.18
PP	168.29	168.29	168.29	168.45
S1	167.66	167.66	168.11	167.98
S2	167.09	167.09	168.00
S3	165.89	166.46	167.89
S4	164.69	165.26	167.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.93	167.73	1.20	0.7%	0.61	0.4%	41%	True	False	1,531
10	168.93	166.00	2.93	1.7%	0.56	0.3%	76%	True	False	3,156
20	168.93	164.90	4.03	2.4%	0.65	0.4%	82%	True	False	3,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	172.46
2.618	171.10
1.618	170.27
1.000	169.76
0.618	169.44
HIGH	168.93
0.618	168.61
0.500	168.52
0.382	168.42
LOW	168.10
0.618	167.59
1.000	167.27
1.618	166.76
2.618	165.93
4.250	164.57

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	168.52	168.52
PP	168.42	168.42
S1	168.32	168.32

Download as Excel Spreadsheet

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

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