Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	154.69	155.00	0.31	0.2%	157.40
High	154.69	155.64	0.95	0.6%	158.00
Low	154.69	155.00	0.31	0.2%	155.28
Close	154.69	155.41	0.72	0.5%	155.49
Range	0.00	0.64	0.64		2.72
ATR	0.68	0.70	0.02	2.9%	0.00
Volume	5	35	30	600.0%	20

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.27	156.98	155.76
R3	156.63	156.34	155.59
R2	155.99	155.99	155.53
R1	155.70	155.70	155.47	155.85
PP	155.35	155.35	155.35	155.42
S1	155.06	155.06	155.35	155.21
S2	154.71	154.71	155.29
S3	154.07	154.42	155.23
S4	153.43	153.78	155.06

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	164.42	162.67	156.99
R3	161.70	159.95	156.24
R2	158.98	158.98	155.99
R1	157.23	157.23	155.74	156.75
PP	156.26	156.26	156.26	156.01
S1	154.51	154.51	155.24	154.03
S2	153.54	153.54	154.99
S3	150.82	151.79	154.74
S4	148.10	149.07	153.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.90	154.54	1.36	0.9%	0.38	0.2%	64%	False	False	8
10	158.00	154.54	3.46	2.2%	0.57	0.4%	25%	False	False	19
20	158.00	154.54	3.46	2.2%	0.40	0.3%	25%	False	False	15
40	158.00	151.90	6.10	3.9%	0.32	0.2%	58%	False	False	28
60	161.76	141.73	20.03	12.9%	0.65	0.4%	68%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	158.36
2.618	157.32
1.618	156.68
1.000	156.28
0.618	156.04
HIGH	155.64
0.618	155.40
0.500	155.32
0.382	155.24
LOW	155.00
0.618	154.60
1.000	154.36
1.618	153.96
2.618	153.32
4.250	152.28

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	155.38	155.30
PP	155.35	155.20
S1	155.32	155.09

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

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