Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	157.01	157.20	0.19	0.1%	160.31
High	157.74	158.68	0.94	0.6%	160.53
Low	156.42	157.13	0.71	0.5%	156.42
Close	157.21	158.51	1.30	0.8%	157.21
Range	1.32	1.55	0.23	17.4%	4.11
ATR	0.92	0.96	0.05	4.9%	0.00
Volume	847,318	531,866	-315,452	-37.2%	3,338,632

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	162.76	162.18	159.36
R3	161.21	160.63	158.94
R2	159.66	159.66	158.79
R1	159.08	159.08	158.65	159.37
PP	158.11	158.11	158.11	158.25
S1	157.53	157.53	158.37	157.82
S2	156.56	156.56	158.23
S3	155.01	155.98	158.08
S4	153.46	154.43	157.66

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%	1.61	1.0%	51%	False	False	710,442
10	160.66	156.42	4.24	2.7%	1.07	0.7%	49%	False	False	406,918
20	160.66	156.42	4.24	2.7%	0.83	0.5%	49%	False	False	207,969
40	160.66	156.40	4.26	2.7%	0.77	0.5%	50%	False	False	105,320
60	160.66	155.11	5.55	3.5%	0.75	0.5%	61%	False	False	70,359
80	161.71	154.54	7.17	4.5%	0.74	0.5%	55%	False	False	52,861
100	161.71	153.69	8.02	5.1%	0.64	0.4%	60%	False	False	42,290
120	161.71	150.23	11.48	7.2%	0.59	0.4%	72%	False	False	35,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165.27
2.618	162.74
1.618	161.19
1.000	160.23
0.618	159.64
HIGH	158.68
0.618	158.09
0.500	157.91
0.382	157.72
LOW	157.13
0.618	156.17
1.000	155.58
1.618	154.62
2.618	153.07
4.250	150.54

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	158.31	158.48
PP	158.11	158.44
S1	157.91	158.41

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

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