Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 22-Feb-2017

Day Change Summary
	Previous	Current
	21-Feb-2017	22-Feb-2017	Change	Change %	Previous Week
Open	164.57	164.35	-0.22	-0.1%	163.93
High	164.64	165.53	0.89	0.5%	164.64
Low	164.09	164.31	0.22	0.1%	163.13
Close	164.41	164.99	0.58	0.4%	164.43
Range	0.55	1.22	0.67	121.8%	1.51
ATR	0.74	0.78	0.03	4.6%	0.00
Volume	1,140,900	781,978	-358,922	-31.5%	3,329,238

Daily Pivots for day following 22-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	168.60	168.02	165.66
R3	167.38	166.80	165.33
R2	166.16	166.16	165.21
R1	165.58	165.58	165.10	165.87
PP	164.94	164.94	164.94	165.09
S1	164.36	164.36	164.88	164.65
S2	163.72	163.72	164.77
S3	162.50	163.14	164.65
S4	161.28	161.92	164.32

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	165.53	163.13	2.40	1.5%	0.75	0.5%	78%	True	False	769,280
10	165.53	163.13	2.40	1.5%	0.68	0.4%	78%	True	False	717,638
20	165.53	161.31	4.22	2.6%	0.72	0.4%	87%	True	False	784,900
40	165.53	161.31	4.22	2.6%	0.74	0.5%	87%	True	False	721,193
60	165.53	159.91	5.62	3.4%	0.84	0.5%	90%	True	False	664,408
80	165.53	159.91	5.62	3.4%	0.85	0.5%	90%	True	False	506,860
100	168.29	159.91	8.38	5.1%	0.82	0.5%	61%	False	False	407,533
120	168.93	159.91	9.02	5.5%	0.79	0.5%	56%	False	False	340,149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	170.72
2.618	168.72
1.618	167.50
1.000	166.75
0.618	166.28
HIGH	165.53
0.618	165.06
0.500	164.92
0.382	164.78
LOW	164.31
0.618	163.56
1.000	163.09
1.618	162.34
2.618	161.12
4.250	159.13

Fisher Pivots for day following 22-Feb-2017
Pivot	1 day	3 day
R1	164.97	164.85
PP	164.94	164.71
S1	164.92	164.58

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

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