Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	164.35	165.10	0.75	0.5%	163.93
High	165.53	165.80	0.27	0.2%	164.64
Low	164.31	164.84	0.53	0.3%	163.13
Close	164.99	165.64	0.65	0.4%	164.43
Range	1.22	0.96	-0.26	-21.3%	1.51
ATR	0.78	0.79	0.01	1.7%	0.00
Volume	781,978	841,355	59,377	7.6%	3,329,238

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	168.31	167.93	166.17
R3	167.35	166.97	165.90
R2	166.39	166.39	165.82
R1	166.01	166.01	165.73	166.20
PP	165.43	165.43	165.43	165.52
S1	165.05	165.05	165.55	165.24
S2	164.47	164.47	165.46
S3	163.51	164.09	165.38
S4	162.55	163.13	165.11

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	165.80	163.32	2.48	1.5%	0.86	0.5%	94%	True	False	786,677
10	165.80	163.13	2.67	1.6%	0.68	0.4%	94%	True	False	724,587
20	165.80	161.31	4.49	2.7%	0.72	0.4%	96%	True	False	783,198
40	165.80	161.31	4.49	2.7%	0.75	0.5%	96%	True	False	736,472
60	165.80	159.91	5.89	3.6%	0.85	0.5%	97%	True	False	676,560
80	165.80	159.91	5.89	3.6%	0.86	0.5%	97%	True	False	517,103
100	168.11	159.91	8.20	5.0%	0.82	0.5%	70%	False	False	415,939
120	168.93	159.91	9.02	5.4%	0.80	0.5%	64%	False	False	347,157

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 2 trading days

Fibonacci Retracements and Extensions
4.250	169.88
2.618	168.31
1.618	167.35
1.000	166.76
0.618	166.39
HIGH	165.80
0.618	165.43
0.500	165.32
0.382	165.21
LOW	164.84
0.618	164.25
1.000	163.88
1.618	163.29
2.618	162.33
4.250	160.76

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	165.53	165.41
PP	165.43	165.18
S1	165.32	164.95

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

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