Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	158.65	157.65	-1.00	-0.6%	157.20
High	158.71	157.95	-0.76	-0.5%	159.36
Low	157.33	156.78	-0.55	-0.3%	157.13
Close	157.49	157.32	-0.17	-0.1%	159.18
Range	1.38	1.17	-0.21	-15.2%	2.23
ATR	0.93	0.94	0.02	1.9%	0.00
Volume	465,955	551,669	85,714	18.4%	2,491,854

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.86	160.26	157.96
R3	159.69	159.09	157.64
R2	158.52	158.52	157.53
R1	157.92	157.92	157.43	157.64
PP	157.35	157.35	157.35	157.21
S1	156.75	156.75	157.21	156.47
S2	156.18	156.18	157.11
S3	155.01	155.58	157.00
S4	153.84	154.41	156.68

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	165.25	164.44	160.41
R3	163.02	162.21	159.79
R2	160.79	160.79	159.59
R1	159.98	159.98	159.38	160.39
PP	158.56	158.56	158.56	158.76
S1	157.75	157.75	158.98	158.16
S2	156.33	156.33	158.77
S3	154.10	155.52	158.57
S4	151.87	153.29	157.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.36	156.78	2.58	1.6%	0.93	0.6%	21%	False	True	550,469
10	160.39	156.42	3.97	2.5%	1.27	0.8%	23%	False	False	601,541
20	160.66	156.42	4.24	2.7%	0.92	0.6%	21%	False	False	390,984
40	160.66	156.40	4.26	2.7%	0.82	0.5%	22%	False	False	197,752
60	160.66	156.40	4.26	2.7%	0.76	0.5%	22%	False	False	132,001
80	161.71	154.54	7.17	4.6%	0.76	0.5%	39%	False	False	99,116
100	161.71	154.54	7.17	4.6%	0.68	0.4%	39%	False	False	79,296
120	161.71	151.06	10.65	6.8%	0.63	0.4%	59%	False	False	66,087

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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	162.92
2.618	161.01
1.618	159.84
1.000	159.12
0.618	158.67
HIGH	157.95
0.618	157.50
0.500	157.37
0.382	157.23
LOW	156.78
0.618	156.06
1.000	155.61
1.618	154.89
2.618	153.72
4.250	151.81

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	157.37	158.00
PP	157.35	157.77
S1	157.34	157.55

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

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