Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 29-Dec-2016

Day Change Summary
	Previous	Current
	28-Dec-2016	29-Dec-2016	Change	Change %	Previous Week
Open	164.18	164.44	0.26	0.2%	162.12
High	164.33	164.65	0.32	0.2%	163.79
Low	163.89	164.27	0.38	0.2%	162.04
Close	164.05	164.60	0.55	0.3%	163.66
Range	0.44	0.38	-0.06	-13.6%	1.75
ATR	0.91	0.89	-0.02	-2.5%	0.00
Volume	262,952	295,633	32,681	12.4%	1,389,075

Daily Pivots for day following 29-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.65	165.50	164.81
R3	165.27	165.12	164.70
R2	164.89	164.89	164.67
R1	164.74	164.74	164.63	164.82
PP	164.51	164.51	164.51	164.54
S1	164.36	164.36	164.57	164.44
S2	164.13	164.13	164.53
S3	163.75	163.98	164.50
S4	163.37	163.60	164.39

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.41	167.79	164.62
R3	166.66	166.04	164.14
R2	164.91	164.91	163.98
R1	164.29	164.29	163.82	164.60
PP	163.16	163.16	163.16	163.32
S1	162.54	162.54	163.50	162.85
S2	161.41	161.41	163.34
S3	159.66	160.79	163.18
S4	157.91	159.04	162.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.65	162.88	1.77	1.1%	0.53	0.3%	97%	True	False	220,684
10	164.65	161.19	3.46	2.1%	0.71	0.4%	99%	True	False	322,424
20	164.65	159.91	4.74	2.9%	0.98	0.6%	99%	True	False	560,122
40	165.26	159.91	5.35	3.3%	0.95	0.6%	88%	False	False	311,090
60	167.22	159.91	7.31	4.4%	0.85	0.5%	64%	False	False	211,404
80	168.93	159.91	9.02	5.5%	0.81	0.5%	52%	False	False	159,440

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 5 trading days

Fibonacci Retracements and Extensions
4.250	166.27
2.618	165.64
1.618	165.26
1.000	165.03
0.618	164.88
HIGH	164.65
0.618	164.50
0.500	164.46
0.382	164.42
LOW	164.27
0.618	164.04
1.000	163.89
1.618	163.66
2.618	163.28
4.250	162.66

Fisher Pivots for day following 29-Dec-2016
Pivot	1 day	3 day
R1	164.55	164.43
PP	164.51	164.27
S1	164.46	164.10

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

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