Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	160.31	160.03	-0.28	-0.2%	159.75
High	160.37	160.39	0.02	0.0%	160.66
Low	159.98	159.45	-0.53	-0.3%	158.94
Close	160.11	160.28	0.17	0.1%	160.44
Range	0.39	0.94	0.55	141.0%	1.72
ATR	0.66	0.68	0.02	3.1%	0.00
Volume	318,286	618,716	300,430	94.4%	226,523

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	162.86	162.51	160.80
R3	161.92	161.57	160.54
R2	160.98	160.98	160.45
R1	160.63	160.63	160.37	160.81
PP	160.04	160.04	160.04	160.13
S1	159.69	159.69	160.19	159.87
S2	159.10	159.10	160.11
S3	158.16	158.75	160.02
S4	157.22	157.81	159.76

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	159.37	1.29	0.8%	0.59	0.4%	71%	False	False	219,617
10	160.66	158.94	1.72	1.1%	0.57	0.4%	78%	False	False	119,895
20	160.66	156.40	4.26	2.7%	0.65	0.4%	91%	False	False	62,124
40	160.66	156.40	4.26	2.7%	0.64	0.4%	91%	False	False	32,062
60	160.66	155.11	5.55	3.5%	0.65	0.4%	93%	False	False	21,585
80	161.71	154.54	7.17	4.5%	0.66	0.4%	80%	False	False	16,193
100	161.71	152.93	8.78	5.5%	0.58	0.4%	84%	False	False	12,955
120	161.71	150.23	11.48	7.2%	0.53	0.3%	88%	False	False	10,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	164.39
2.618	162.85
1.618	161.91
1.000	161.33
0.618	160.97
HIGH	160.39
0.618	160.03
0.500	159.92
0.382	159.81
LOW	159.45
0.618	158.87
1.000	158.51
1.618	157.93
2.618	156.99
4.250	155.46

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	160.16	160.21
PP	160.04	160.13
S1	159.92	160.06

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

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