Euro Bund Future March 2016

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

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	160.26	160.10	-0.16	-0.1%	159.75
High	160.53	160.39	-0.14	-0.1%	160.66
Low	159.99	156.67	-3.32	-2.1%	158.94
Close	160.22	157.69	-2.53	-1.6%	160.44
Range	0.54	3.72	3.18	588.9%	1.72
ATR	0.67	0.89	0.22	32.6%	0.00
Volume	618,716	935,596	316,880	51.2%	226,523

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	169.41	167.27	159.74
R3	165.69	163.55	158.71
R2	161.97	161.97	158.37
R1	159.83	159.83	158.03	159.04
PP	158.25	158.25	158.25	157.86
S1	156.11	156.11	157.35	155.32
S2	154.53	154.53	157.01
S3	150.81	152.39	156.67
S4	147.09	148.67	155.64

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	156.67	3.99	2.5%	1.22	0.8%	26%	False	True	516,904
10	160.66	156.67	3.99	2.5%	0.91	0.6%	26%	False	True	271,783
20	160.66	156.40	4.26	2.7%	0.80	0.5%	30%	False	False	139,840
40	160.66	156.40	4.26	2.7%	0.72	0.5%	30%	False	False	70,906
60	160.66	155.11	5.55	3.5%	0.72	0.5%	46%	False	False	47,490
80	161.71	154.54	7.17	4.5%	0.71	0.4%	44%	False	False	35,622
100	161.71	153.69	8.02	5.1%	0.61	0.4%	50%	False	False	28,498
120	161.71	150.23	11.48	7.3%	0.57	0.4%	65%	False	False	23,755

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	0.16
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	176.20
2.618	170.13
1.618	166.41
1.000	164.11
0.618	162.69
HIGH	160.39
0.618	158.97
0.500	158.53
0.382	158.09
LOW	156.67
0.618	154.37
1.000	152.95
1.618	150.65
2.618	146.93
4.250	140.86

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	158.53	158.60
PP	158.25	158.30
S1	157.97	157.99

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

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