Euro Bund Future March 2016

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

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	160.10	157.01	-3.09	-1.9%	160.31
High	160.39	157.74	-2.65	-1.7%	160.53
Low	156.67	156.42	-0.25	-0.2%	156.42
Close	157.69	157.21	-0.48	-0.3%	157.21
Range	3.72	1.32	-2.40	-64.5%	4.11
ATR	0.89	0.92	0.03	3.5%	0.00
Volume	935,596	847,318	-88,278	-9.4%	3,338,632

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.08	160.47	157.94
R3	159.76	159.15	157.57
R2	158.44	158.44	157.45
R1	157.83	157.83	157.33	158.14
PP	157.12	157.12	157.12	157.28
S1	156.51	156.51	157.09	156.82
S2	155.80	155.80	156.97
S3	154.48	155.19	156.85
S4	153.16	153.87	156.48

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	170.38	167.91	159.47
R3	166.27	163.80	158.34
R2	162.16	162.16	157.96
R1	159.69	159.69	157.59	158.87
PP	158.05	158.05	158.05	157.65
S1	155.58	155.58	156.83	154.76
S2	153.94	153.94	156.46
S3	149.83	151.47	156.08
S4	145.72	147.36	154.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160.53	156.42	4.11	2.6%	1.38	0.9%	19%	False	True	667,726
10	160.66	156.42	4.24	2.7%	1.00	0.6%	19%	False	True	356,515
20	160.66	156.40	4.26	2.7%	0.79	0.5%	19%	False	False	182,206
40	160.66	156.40	4.26	2.7%	0.74	0.5%	19%	False	False	92,089
60	160.66	155.11	5.55	3.5%	0.74	0.5%	38%	False	False	61,592
80	161.71	154.54	7.17	4.6%	0.72	0.5%	37%	False	False	46,213
100	161.71	153.69	8.02	5.1%	0.62	0.4%	44%	False	False	36,971
120	161.71	150.23	11.48	7.3%	0.58	0.4%	61%	False	False	30,816

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163.35
2.618	161.20
1.618	159.88
1.000	159.06
0.618	158.56
HIGH	157.74
0.618	157.24
0.500	157.08
0.382	156.92
LOW	156.42
0.618	155.60
1.000	155.10
1.618	154.28
2.618	152.96
4.250	150.81

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	157.17	158.48
PP	157.12	158.05
S1	157.08	157.63

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

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