Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	155.00	155.99	0.99	0.6%	154.99
High	155.64	161.71	6.07	3.9%	161.71
Low	155.00	155.83	0.83	0.5%	154.54
Close	155.41	156.18	0.77	0.5%	156.18
Range	0.64	5.88	5.24	818.8%	7.17
ATR	0.70	1.10	0.40	57.5%	0.00
Volume	35	20	-15	-42.9%	60

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	175.55	171.74	159.41
R3	169.67	165.86	157.80
R2	163.79	163.79	157.26
R1	159.98	159.98	156.72	161.89
PP	157.91	157.91	157.91	158.86
S1	154.10	154.10	155.64	156.01
S2	152.03	152.03	155.10
S3	146.15	148.22	154.56
S4	140.27	142.34	152.95

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	178.99	174.75	160.12
R3	171.82	167.58	158.15
R2	164.65	164.65	157.49
R1	160.41	160.41	156.84	162.53
PP	157.48	157.48	157.48	158.54
S1	153.24	153.24	155.52	155.36
S2	150.31	150.31	154.87
S3	143.14	146.07	154.21
S4	135.97	138.90	152.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161.71	154.54	7.17	4.6%	1.47	0.9%	23%	True	False	12
10	161.71	154.54	7.17	4.6%	1.10	0.7%	23%	True	False	8
20	161.71	154.54	7.17	4.6%	0.68	0.4%	23%	True	False	16
40	161.71	152.32	9.39	6.0%	0.46	0.3%	41%	True	False	29
60	161.76	141.73	20.03	12.8%	0.75	0.5%	72%	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	0.05
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	186.70
2.618	177.10
1.618	171.22
1.000	167.59
0.618	165.34
HIGH	161.71
0.618	159.46
0.500	158.77
0.382	158.08
LOW	155.83
0.618	152.20
1.000	149.95
1.618	146.32
2.618	140.44
4.250	130.84

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	158.77	158.20
PP	157.91	157.53
S1	157.04	156.85

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

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