Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	157.08	157.40	0.32	0.2%	156.70
High	157.70	158.00	0.30	0.2%	157.70
Low	157.08	157.40	0.32	0.2%	156.35
Close	157.46	157.58	0.12	0.1%	157.46
Range	0.62	0.60	-0.02	-3.2%	1.35
ATR	0.65	0.65	0.00	-0.6%	0.00
Volume	134	16	-118	-88.1%	246

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.46	159.12	157.91
R3	158.86	158.52	157.75
R2	158.26	158.26	157.69
R1	157.92	157.92	157.64	158.09
PP	157.66	157.66	157.66	157.75
S1	157.32	157.32	157.53	157.49
S2	157.06	157.06	157.47
S3	156.46	156.72	157.42
S4	155.86	156.12	157.25

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.22	160.69	158.20
R3	159.87	159.34	157.83
R2	158.52	158.52	157.71
R1	157.99	157.99	157.58	158.26
PP	157.17	157.17	157.17	157.30
S1	156.64	156.64	157.34	156.91
S2	155.82	155.82	157.21
S3	154.47	155.29	157.09
S4	153.12	153.94	156.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.00	156.35	1.65	1.0%	0.44	0.3%	75%	True	False	52
10	158.00	156.25	1.75	1.1%	0.32	0.2%	76%	True	False	26
20	158.00	154.97	3.03	1.9%	0.26	0.2%	86%	True	False	15
40	158.00	151.06	6.94	4.4%	0.35	0.2%	94%	True	False	27

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	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	160.55
2.618	159.57
1.618	158.97
1.000	158.60
0.618	158.37
HIGH	158.00
0.618	157.77
0.500	157.70
0.382	157.63
LOW	157.40
0.618	157.03
1.000	156.80
1.618	156.43
2.618	155.83
4.250	154.85

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	157.70	157.57
PP	157.66	157.55
S1	157.62	157.54

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

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