Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	163.82	164.07	0.25	0.2%	166.68
High	164.28	164.38	0.10	0.1%	166.84
Low	163.31	164.07	0.76	0.5%	163.31
Close	164.12	164.21	0.09	0.1%	164.12
Range	0.97	0.31	-0.66	-68.0%	3.53
ATR	0.76	0.72	-0.03	-4.2%	0.00
Volume	14,657	21,906	7,249	49.5%	112,203

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.15	164.99	164.38
R3	164.84	164.68	164.30
R2	164.53	164.53	164.27
R1	164.37	164.37	164.24	164.45
PP	164.22	164.22	164.22	164.26
S1	164.06	164.06	164.18	164.14
S2	163.91	163.91	164.15
S3	163.60	163.75	164.12
S4	163.29	163.44	164.04

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	175.35	173.26	166.06
R3	171.82	169.73	165.09
R2	168.29	168.29	164.77
R1	166.20	166.20	164.44	165.48
PP	164.76	164.76	164.76	164.40
S1	162.67	162.67	163.80	161.95
S2	161.23	161.23	163.47
S3	157.70	159.14	163.15
S4	154.17	155.61	162.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.45	163.31	3.14	1.9%	0.89	0.5%	29%	False	False	24,214
10	166.84	163.31	3.53	2.1%	0.71	0.4%	25%	False	False	17,452
20	168.11	163.31	4.80	2.9%	0.69	0.4%	19%	False	False	11,284
40	168.93	163.31	5.62	3.4%	0.68	0.4%	16%	False	False	7,264

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.15
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	165.70
2.618	165.19
1.618	164.88
1.000	164.69
0.618	164.57
HIGH	164.38
0.618	164.26
0.500	164.23
0.382	164.19
LOW	164.07
0.618	163.88
1.000	163.76
1.618	163.57
2.618	163.26
4.250	162.75

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	164.23	164.30
PP	164.22	164.27
S1	164.22	164.24

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

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