Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	157.65	157.61	-0.04	0.0%	157.20
High	157.95	158.50	0.55	0.3%	159.36
Low	156.78	157.51	0.73	0.5%	157.13
Close	157.32	158.33	1.01	0.6%	159.18
Range	1.17	0.99	-0.18	-15.4%	2.23
ATR	0.94	0.96	0.02	1.8%	0.00
Volume	551,669	436,130	-115,539	-20.9%	2,491,854

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.08	160.70	158.87
R3	160.09	159.71	158.60
R2	159.10	159.10	158.51
R1	158.72	158.72	158.42	158.91
PP	158.11	158.11	158.11	158.21
S1	157.73	157.73	158.24	157.92
S2	157.12	157.12	158.15
S3	156.13	156.74	158.06
S4	155.14	155.75	157.79

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%	1.01	0.6%	60%	False	False	545,289
10	159.36	156.42	2.94	1.9%	0.99	0.6%	65%	False	False	551,594
20	160.66	156.42	4.24	2.7%	0.95	0.6%	45%	False	False	411,689
40	160.66	156.40	4.26	2.7%	0.82	0.5%	45%	False	False	208,608
60	160.66	156.40	4.26	2.7%	0.76	0.5%	45%	False	False	139,255
80	161.71	154.54	7.17	4.5%	0.77	0.5%	53%	False	False	104,568
100	161.71	154.54	7.17	4.5%	0.68	0.4%	53%	False	False	83,657
120	161.71	151.85	9.86	6.2%	0.63	0.4%	66%	False	False	69,721

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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	162.71
2.618	161.09
1.618	160.10
1.000	159.49
0.618	159.11
HIGH	158.50
0.618	158.12
0.500	158.01
0.382	157.89
LOW	157.51
0.618	156.90
1.000	156.52
1.618	155.91
2.618	154.92
4.250	153.30

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	158.22	158.14
PP	158.11	157.94
S1	158.01	157.75

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

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