Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 06-Mar-2017

Day Change Summary
	Previous	Current
	03-Mar-2017	06-Mar-2017	Change	Change %	Previous Week
Open	164.80	164.14	-0.66	-0.4%	166.22
High	164.85	164.54	-0.31	-0.2%	166.32
Low	163.89	164.05	0.16	0.1%	163.89
Close	163.98	164.09	0.11	0.1%	163.98
Range	0.96	0.49	-0.47	-49.0%	2.43
ATR	0.78	0.77	-0.02	-2.0%	0.00
Volume	1,264,538	314,992	-949,546	-75.1%	6,466,374

Daily Pivots for day following 06-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	165.70	165.38	164.36
R3	165.21	164.89	164.22
R2	164.72	164.72	164.18
R1	164.40	164.40	164.13	164.32
PP	164.23	164.23	164.23	164.18
S1	163.91	163.91	164.05	163.83
S2	163.74	163.74	164.00
S3	163.25	163.42	163.96
S4	162.76	162.93	163.82

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	172.02	170.43	165.32
R3	169.59	168.00	164.65
R2	167.16	167.16	164.43
R1	165.57	165.57	164.20	165.15
PP	164.73	164.73	164.73	164.52
S1	163.14	163.14	163.76	162.72
S2	162.30	162.30	163.53
S3	159.87	160.71	163.31
S4	157.44	158.28	162.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.22	163.89	2.33	1.4%	0.74	0.4%	9%	False	False	1,163,303
10	166.40	163.89	2.51	1.5%	0.76	0.5%	8%	False	False	1,018,569
20	166.40	162.44	3.96	2.4%	0.72	0.4%	42%	False	False	869,906
40	166.40	161.31	5.09	3.1%	0.75	0.5%	55%	False	False	826,373
60	166.40	159.91	6.49	4.0%	0.78	0.5%	64%	False	False	718,391
80	166.40	159.91	6.49	4.0%	0.84	0.5%	64%	False	False	608,621
100	166.84	159.91	6.93	4.2%	0.82	0.5%	60%	False	False	489,787
120	168.93	159.91	9.02	5.5%	0.79	0.5%	46%	False	False	408,753

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	166.62
2.618	165.82
1.618	165.33
1.000	165.03
0.618	164.84
HIGH	164.54
0.618	164.35
0.500	164.30
0.382	164.24
LOW	164.05
0.618	163.75
1.000	163.56
1.618	163.26
2.618	162.77
4.250	161.97

Fisher Pivots for day following 06-Mar-2017
Pivot	1 day	3 day
R1	164.30	164.44
PP	164.23	164.32
S1	164.16	164.21

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

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