Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 01-Mar-2017

Day Change Summary
	Previous	Current
	28-Feb-2017	01-Mar-2017	Change	Change %	Previous Week
Open	166.04	165.78	-0.26	-0.2%	164.57
High	166.22	165.90	-0.32	-0.2%	166.40
Low	165.70	164.75	-0.95	-0.6%	164.09
Close	166.05	164.93	-1.12	-0.7%	166.21
Range	0.52	1.15	0.63	121.2%	2.31
ATR	0.75	0.79	0.04	5.3%	0.00
Volume	1,406,475	1,294,596	-111,879	-8.0%	3,404,324

Daily Pivots for day following 01-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	168.64	167.94	165.56
R3	167.49	166.79	165.25
R2	166.34	166.34	165.14
R1	165.64	165.64	165.04	165.42
PP	165.19	165.19	165.19	165.08
S1	164.49	164.49	164.82	164.27
S2	164.04	164.04	164.72
S3	162.89	163.34	164.61
S4	161.74	162.19	164.30

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	164.75	1.65	1.0%	0.77	0.5%	11%	False	True	1,029,473
10	166.40	163.13	3.27	2.0%	0.76	0.5%	55%	False	False	899,377
20	166.40	161.51	4.89	3.0%	0.73	0.4%	70%	False	False	822,661
40	166.40	161.31	5.09	3.1%	0.77	0.5%	71%	False	False	806,258
60	166.40	159.91	6.49	3.9%	0.81	0.5%	77%	False	False	719,710
80	166.40	159.91	6.49	3.9%	0.86	0.5%	77%	False	False	570,398
100	166.84	159.91	6.93	4.2%	0.82	0.5%	72%	False	False	458,823
120	168.93	159.91	9.02	5.5%	0.79	0.5%	56%	False	False	382,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	170.79
2.618	168.91
1.618	167.76
1.000	167.05
0.618	166.61
HIGH	165.90
0.618	165.46
0.500	165.33
0.382	165.19
LOW	164.75
0.618	164.04
1.000	163.60
1.618	162.89
2.618	161.74
4.250	159.86

Fisher Pivots for day following 01-Mar-2017
Pivot	1 day	3 day
R1	165.33	165.54
PP	165.19	165.33
S1	165.06	165.13

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

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