Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	162.77	163.14	0.37	0.2%	163.73
High	163.38	163.23	-0.15	-0.1%	164.45
Low	162.45	162.48	0.03	0.0%	162.20
Close	163.13	162.76	-0.37	-0.2%	162.29
Range	0.93	0.75	-0.18	-19.4%	2.25
ATR	0.90	0.89	-0.01	-1.2%	0.00
Volume	723,034	1,047,398	324,364	44.9%	3,176,090

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.07	164.67	163.17
R3	164.32	163.92	162.97
R2	163.57	163.57	162.90
R1	163.17	163.17	162.83	163.00
PP	162.82	162.82	162.82	162.74
S1	162.42	162.42	162.69	162.25
S2	162.07	162.07	162.62
S3	161.32	161.67	162.55
S4	160.57	160.92	162.35

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	169.73	168.26	163.53
R3	167.48	166.01	162.91
R2	165.23	165.23	162.70
R1	163.76	163.76	162.50	163.37
PP	162.98	162.98	162.98	162.79
S1	161.51	161.51	162.08	161.12
S2	160.73	160.73	161.88
S3	158.48	159.26	161.67
S4	156.23	157.01	161.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163.82	162.20	1.62	1.0%	0.81	0.5%	35%	False	False	832,152
10	164.45	162.20	2.25	1.4%	0.78	0.5%	25%	False	False	787,642
20	164.94	162.20	2.74	1.7%	0.77	0.5%	20%	False	False	657,486
40	164.94	159.91	5.03	3.1%	0.91	0.6%	57%	False	False	604,162
60	165.26	159.91	5.35	3.3%	0.89	0.5%	53%	False	False	414,180
80	168.29	159.91	8.38	5.1%	0.84	0.5%	34%	False	False	313,191
100	168.93	159.91	9.02	5.5%	0.81	0.5%	32%	False	False	251,198

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

Fibonacci Retracements and Extensions
4.250	166.42
2.618	165.19
1.618	164.44
1.000	163.98
0.618	163.69
HIGH	163.23
0.618	162.94
0.500	162.86
0.382	162.77
LOW	162.48
0.618	162.02
1.000	161.73
1.618	161.27
2.618	160.52
4.250	159.29

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	162.86	162.79
PP	162.82	162.78
S1	162.79	162.77

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

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