Euro Bund Future March 2017

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

Day Change Summary
	Previous	Current
	23-Feb-2017	24-Feb-2017	Change	Change %	Previous Week
Open	165.10	165.72	0.62	0.4%	164.57
High	165.80	166.40	0.60	0.4%	166.40
Low	164.84	165.60	0.76	0.5%	164.09
Close	165.64	166.21	0.57	0.3%	166.21
Range	0.96	0.80	-0.16	-16.7%	2.31
ATR	0.79	0.79	0.00	0.1%	0.00
Volume	841,355	640,091	-201,264	-23.9%	3,404,324

Daily Pivots for day following 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	168.47	168.14	166.65
R3	167.67	167.34	166.43
R2	166.87	166.87	166.36
R1	166.54	166.54	166.28	166.71
PP	166.07	166.07	166.07	166.15
S1	165.74	165.74	166.14	165.91
S2	165.27	165.27	166.06
S3	164.47	164.94	165.99
S4	163.67	164.14	165.77

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	172.50	171.66	167.48
R3	170.19	169.35	166.85
R2	167.88	167.88	166.63
R1	167.04	167.04	166.42	167.46
PP	165.57	165.57	165.57	165.78
S1	164.73	164.73	166.00	165.15
S2	163.26	163.26	165.79
S3	160.95	162.42	165.57
S4	158.64	160.11	164.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.40	163.62	2.78	1.7%	0.91	0.5%	93%	True	False	764,427
10	166.40	163.13	3.27	2.0%	0.71	0.4%	94%	True	False	724,643
20	166.40	161.35	5.05	3.0%	0.73	0.4%	96%	True	False	780,209
40	166.40	161.31	5.09	3.1%	0.76	0.5%	96%	True	False	745,900
60	166.40	159.91	6.49	3.9%	0.85	0.5%	97%	True	False	684,430
80	166.40	159.91	6.49	3.9%	0.86	0.5%	97%	True	False	525,028
100	167.46	159.91	7.55	4.5%	0.82	0.5%	83%	False	False	422,275
120	168.93	159.91	9.02	5.4%	0.80	0.5%	70%	False	False	352,488

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	0.13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	169.80
2.618	168.49
1.618	167.69
1.000	167.20
0.618	166.89
HIGH	166.40
0.618	166.09
0.500	166.00
0.382	165.91
LOW	165.60
0.618	165.11
1.000	164.80
1.618	164.31
2.618	163.51
4.250	162.20

Fisher Pivots for day following 24-Feb-2017
Pivot	1 day	3 day
R1	166.14	165.93
PP	166.07	165.64
S1	166.00	165.36

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

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