Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	160.27	160.31	0.04	0.0%	159.75
High	160.66	160.37	-0.29	-0.2%	160.66
Low	160.16	159.98	-0.18	-0.1%	158.94
Close	160.44	160.11	-0.33	-0.2%	160.44
Range	0.50	0.39	-0.11	-22.0%	1.72
ATR	0.67	0.66	-0.02	-2.3%	0.00
Volume	93,208	318,286	225,078	241.5%	226,523

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.32	161.11	160.32
R3	160.93	160.72	160.22
R2	160.54	160.54	160.18
R1	160.33	160.33	160.15	160.24
PP	160.15	160.15	160.15	160.11
S1	159.94	159.94	160.07	159.85
S2	159.76	159.76	160.04
S3	159.37	159.55	160.00
S4	158.98	159.16	159.90

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	165.17	164.53	161.39
R3	163.45	162.81	160.91
R2	161.73	161.73	160.76
R1	161.09	161.09	160.60	161.41
PP	160.01	160.01	160.01	160.18
S1	159.37	159.37	160.28	159.69
S2	158.29	158.29	160.12
S3	156.57	157.65	159.97
S4	154.85	155.93	159.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160.66	159.26	1.40	0.9%	0.52	0.3%	61%	False	False	103,394
10	160.66	158.94	1.72	1.1%	0.53	0.3%	68%	False	False	58,023
20	160.66	156.40	4.26	2.7%	0.64	0.4%	87%	False	False	31,188
40	160.66	156.40	4.26	2.7%	0.64	0.4%	87%	False	False	16,594
60	160.66	155.11	5.55	3.5%	0.64	0.4%	90%	False	False	11,273
80	161.71	154.54	7.17	4.5%	0.65	0.4%	78%	False	False	8,459
100	161.71	152.58	9.13	5.7%	0.57	0.4%	82%	False	False	6,775
120	161.71	150.23	11.48	7.2%	0.53	0.3%	86%	False	False	5,646

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	162.03
2.618	161.39
1.618	161.00
1.000	160.76
0.618	160.61
HIGH	160.37
0.618	160.22
0.500	160.18
0.382	160.13
LOW	159.98
0.618	159.74
1.000	159.59
1.618	159.35
2.618	158.96
4.250	158.32

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	160.18	160.32
PP	160.15	160.25
S1	160.13	160.18

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

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