Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 21-Feb-2017

Day Change Summary
	Previous	Current
	17-Feb-2017	21-Feb-2017	Change	Change %	Previous Week
Open	163.79	164.57	0.78	0.5%	163.93
High	164.64	164.64	0.00	0.0%	164.64
Low	163.62	164.09	0.47	0.3%	163.13
Close	164.43	164.41	-0.02	0.0%	164.43
Range	1.02	0.55	-0.47	-46.1%	1.51
ATR	0.76	0.74	-0.01	-2.0%	0.00
Volume	417,814	1,140,900	723,086	173.1%	3,329,238

Daily Pivots for day following 21-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	166.03	165.77	164.71
R3	165.48	165.22	164.56
R2	164.93	164.93	164.51
R1	164.67	164.67	164.46	164.53
PP	164.38	164.38	164.38	164.31
S1	164.12	164.12	164.36	163.98
S2	163.83	163.83	164.31
S3	163.28	163.57	164.26
S4	162.73	163.02	164.11

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	168.60	168.02	165.26
R3	167.09	166.51	164.85
R2	165.58	165.58	164.71
R1	165.00	165.00	164.57	165.29
PP	164.07	164.07	164.07	164.21
S1	163.49	163.49	164.29	163.78
S2	162.56	162.56	164.15
S3	161.05	161.98	164.01
S4	159.54	160.47	163.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.64	163.13	1.51	0.9%	0.67	0.4%	85%	True	False	746,019
10	164.64	162.97	1.67	1.0%	0.64	0.4%	86%	True	False	738,832
20	164.64	161.31	3.33	2.0%	0.70	0.4%	93%	True	False	798,171
40	164.94	161.31	3.63	2.2%	0.73	0.4%	85%	False	False	705,347
60	164.94	159.91	5.03	3.1%	0.83	0.5%	89%	False	False	652,586
80	165.26	159.91	5.35	3.3%	0.85	0.5%	84%	False	False	497,268
100	168.93	159.91	9.02	5.5%	0.82	0.5%	50%	False	False	399,724
120	168.93	159.91	9.02	5.5%	0.79	0.5%	50%	False	False	333,635

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	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	166.98
2.618	166.08
1.618	165.53
1.000	165.19
0.618	164.98
HIGH	164.64
0.618	164.43
0.500	164.37
0.382	164.30
LOW	164.09
0.618	163.75
1.000	163.54
1.618	163.20
2.618	162.65
4.250	161.75

Fisher Pivots for day following 21-Feb-2017
Pivot	1 day	3 day
R1	164.40	164.27
PP	164.38	164.12
S1	164.37	163.98

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

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