Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	164.62	163.14	-1.48	-0.9%	164.07
High	165.26	163.39	-1.87	-1.1%	164.85
Low	162.71	161.79	-0.92	-0.6%	163.51
Close	163.95	162.38	-1.57	-1.0%	164.55
Range	2.55	1.60	-0.95	-37.3%	1.34
ATR	0.86	0.95	0.09	10.9%	0.00
Volume	33,439	21,875	-11,564	-34.6%	64,290

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.32	166.45	163.26
R3	165.72	164.85	162.82
R2	164.12	164.12	162.67
R1	163.25	163.25	162.53	162.89
PP	162.52	162.52	162.52	162.34
S1	161.65	161.65	162.23	161.29
S2	160.92	160.92	162.09
S3	159.32	160.05	161.94
S4	157.72	158.45	161.50

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.32	167.78	165.29
R3	166.98	166.44	164.92
R2	165.64	165.64	164.80
R1	165.10	165.10	164.67	165.37
PP	164.30	164.30	164.30	164.44
S1	163.76	163.76	164.43	164.03
S2	162.96	162.96	164.30
S3	161.62	162.42	164.18
S4	160.28	161.08	163.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.26	161.79	3.47	2.1%	1.16	0.7%	17%	False	True	17,883
10	165.26	161.79	3.47	2.1%	0.93	0.6%	17%	False	True	15,848
20	166.84	161.79	5.05	3.1%	0.81	0.5%	12%	False	True	15,152
40	168.93	161.79	7.14	4.4%	0.71	0.4%	8%	False	True	9,513

Crabel Price Patterns
NR	True
NR4	False
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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170.19
2.618	167.58
1.618	165.98
1.000	164.99
0.618	164.38
HIGH	163.39
0.618	162.78
0.500	162.59
0.382	162.40
LOW	161.79
0.618	160.80
1.000	160.19
1.618	159.20
2.618	157.60
4.250	154.99

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	162.59	163.53
PP	162.52	163.14
S1	162.45	162.76

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

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