Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 02-Mar-2017

Day Change Summary
	Previous	Current
	01-Mar-2017	02-Mar-2017	Change	Change %	Previous Week
Open	165.78	164.99	-0.79	-0.5%	164.57
High	165.90	164.99	-0.91	-0.5%	166.40
Low	164.75	164.42	-0.33	-0.2%	164.09
Close	164.93	164.61	-0.32	-0.2%	166.21
Range	1.15	0.57	-0.58	-50.4%	2.31
ATR	0.79	0.77	-0.02	-2.0%	0.00
Volume	1,294,596	1,535,914	241,318	18.6%	3,404,324

Daily Pivots for day following 02-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	166.38	166.07	164.92
R3	165.81	165.50	164.77
R2	165.24	165.24	164.71
R1	164.93	164.93	164.66	164.80
PP	164.67	164.67	164.67	164.61
S1	164.36	164.36	164.56	164.23
S2	164.10	164.10	164.51
S3	163.53	163.79	164.45
S4	162.96	163.22	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	164.42	1.98	1.2%	0.69	0.4%	10%	False	True	1,168,385
10	166.40	163.32	3.08	1.9%	0.78	0.5%	42%	False	False	977,531
20	166.40	161.63	4.77	2.9%	0.73	0.4%	62%	False	False	856,618
40	166.40	161.31	5.09	3.1%	0.75	0.5%	65%	False	False	828,272
60	166.40	159.91	6.49	3.9%	0.79	0.5%	72%	False	False	728,986
80	166.40	159.91	6.49	3.9%	0.86	0.5%	72%	False	False	589,442
100	166.84	159.91	6.93	4.2%	0.82	0.5%	68%	False	False	474,131
120	168.93	159.91	9.02	5.5%	0.79	0.5%	52%	False	False	395,620

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	0.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167.41
2.618	166.48
1.618	165.91
1.000	165.56
0.618	165.34
HIGH	164.99
0.618	164.77
0.500	164.71
0.382	164.64
LOW	164.42
0.618	164.07
1.000	163.85
1.618	163.50
2.618	162.93
4.250	162.00

Fisher Pivots for day following 02-Mar-2017
Pivot	1 day	3 day
R1	164.71	165.32
PP	164.67	165.08
S1	164.64	164.85

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

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