Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 07-Oct-2016

Day Change Summary
	Previous	Current
	06-Oct-2016	07-Oct-2016	Change	Change %	Previous Week
Open	166.71	166.47	-0.24	-0.1%	168.14
High	167.22	166.51	-0.71	-0.4%	168.29
Low	166.39	166.00	-0.39	-0.2%	166.00
Close	166.49	166.18	-0.31	-0.2%	166.18
Range	0.83	0.51	-0.32	-38.6%	2.29
ATR	0.75	0.73	-0.02	-2.3%	0.00
Volume	6,479	1,722	-4,757	-73.4%	18,294

Daily Pivots for day following 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.76	167.48	166.46
R3	167.25	166.97	166.32
R2	166.74	166.74	166.27
R1	166.46	166.46	166.23	166.35
PP	166.23	166.23	166.23	166.17
S1	165.95	165.95	166.13	165.84
S2	165.72	165.72	166.09
S3	165.21	165.44	166.04
S4	164.70	164.93	165.90

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	173.69	172.23	167.44
R3	171.40	169.94	166.81
R2	169.11	169.11	166.60
R1	167.65	167.65	166.39	167.24
PP	166.82	166.82	166.82	166.62
S1	165.36	165.36	165.97	164.95
S2	164.53	164.53	165.76
S3	162.24	163.07	165.55
S4	159.95	160.78	164.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.29	166.00	2.29	1.4%	0.76	0.5%	8%	False	True	3,658
10	168.93	166.00	2.93	1.8%	0.68	0.4%	6%	False	True	2,594
20	168.93	164.90	4.03	2.4%	0.65	0.4%	32%	False	False	2,945

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

Fibonacci Retracements and Extensions
4.250	168.68
2.618	167.85
1.618	167.34
1.000	167.02
0.618	166.83
HIGH	166.51
0.618	166.32
0.500	166.26
0.382	166.19
LOW	166.00
0.618	165.68
1.000	165.49
1.618	165.17
2.618	164.66
4.250	163.83

Fisher Pivots for day following 07-Oct-2016
Pivot	1 day	3 day
R1	166.26	166.73
PP	166.23	166.55
S1	166.21	166.36

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

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