Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 15-Feb-2017

Day Change Summary
	Previous	Current
	14-Feb-2017	15-Feb-2017	Change	Change %	Previous Week
Open	163.97	163.52	-0.45	-0.3%	162.50
High	164.07	163.55	-0.52	-0.3%	164.46
Low	163.26	163.13	-0.13	-0.1%	162.44
Close	163.42	163.30	-0.12	-0.1%	163.91
Range	0.81	0.42	-0.39	-48.1%	2.02
ATR	0.77	0.75	-0.03	-3.3%	0.00
Volume	665,674	754,372	88,698	13.3%	3,883,209

Daily Pivots for day following 15-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	164.59	164.36	163.53
R3	164.17	163.94	163.42
R2	163.75	163.75	163.38
R1	163.52	163.52	163.34	163.43
PP	163.33	163.33	163.33	163.28
S1	163.10	163.10	163.26	163.01
S2	162.91	162.91	163.22
S3	162.49	162.68	163.18
S4	162.07	162.26	163.07

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	169.66	168.81	165.02
R3	167.64	166.79	164.47
R2	165.62	165.62	164.28
R1	164.77	164.77	164.10	165.20
PP	163.60	163.60	163.60	163.82
S1	162.75	162.75	163.72	163.18
S2	161.58	161.58	163.54
S3	159.56	160.73	163.35
S4	157.54	158.71	162.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.46	163.13	1.33	0.8%	0.50	0.3%	13%	False	True	662,498
10	164.46	161.63	2.83	1.7%	0.69	0.4%	59%	False	False	735,704
20	164.46	161.31	3.15	1.9%	0.72	0.4%	63%	False	False	794,833
40	164.94	161.31	3.63	2.2%	0.71	0.4%	55%	False	False	668,105
60	164.94	159.91	5.03	3.1%	0.84	0.5%	67%	False	False	618,375
80	166.45	159.91	6.54	4.0%	0.86	0.5%	52%	False	False	469,449
100	168.93	159.91	9.02	5.5%	0.81	0.5%	38%	False	False	376,662
120	168.93	159.91	9.02	5.5%	0.78	0.5%	38%	False	False	314,388

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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165.34
2.618	164.65
1.618	164.23
1.000	163.97
0.618	163.81
HIGH	163.55
0.618	163.39
0.500	163.34
0.382	163.29
LOW	163.13
0.618	162.87
1.000	162.71
1.618	162.45
2.618	162.03
4.250	161.35

Fisher Pivots for day following 15-Feb-2017
Pivot	1 day	3 day
R1	163.34	163.60
PP	163.33	163.50
S1	163.31	163.40

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

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