Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	158.58	159.01	0.43	0.3%	159.06
High	159.20	159.28	0.08	0.1%	159.21
Low	158.50	158.57	0.07	0.0%	156.78
Close	159.01	159.02	0.01	0.0%	159.01
Range	0.70	0.71	0.01	1.4%	2.43
ATR	0.95	0.94	-0.02	-1.8%	0.00
Volume	277,509	307,620	30,111	10.9%	2,454,286

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.09	160.76	159.41
R3	160.38	160.05	159.22
R2	159.67	159.67	159.15
R1	159.34	159.34	159.09	159.51
PP	158.96	158.96	158.96	159.04
S1	158.63	158.63	158.95	158.80
S2	158.25	158.25	158.89
S3	157.54	157.92	158.82
S4	156.83	157.21	158.63

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	165.62	164.75	160.35
R3	163.19	162.32	159.68
R2	160.76	160.76	159.46
R1	159.89	159.89	159.23	159.11
PP	158.33	158.33	158.33	157.95
S1	157.46	157.46	158.79	156.68
S2	155.90	155.90	158.56
S3	153.47	155.03	158.34
S4	151.04	152.60	157.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.28	156.78	2.50	1.6%	0.99	0.6%	90%	True	False	407,776
10	159.36	156.78	2.58	1.6%	0.85	0.5%	87%	False	False	472,189
20	160.66	156.42	4.24	2.7%	0.96	0.6%	61%	False	False	439,553
40	160.66	156.40	4.26	2.7%	0.84	0.5%	62%	False	False	223,161
60	160.66	156.40	4.26	2.7%	0.76	0.5%	62%	False	False	149,005
80	161.71	154.54	7.17	4.5%	0.78	0.5%	62%	False	False	111,882
100	161.71	154.54	7.17	4.5%	0.70	0.4%	62%	False	False	89,508
120	161.71	151.90	9.81	6.2%	0.63	0.4%	73%	False	False	74,597

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	0.14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	162.30
2.618	161.14
1.618	160.43
1.000	159.99
0.618	159.72
HIGH	159.28
0.618	159.01
0.500	158.93
0.382	158.84
LOW	158.57
0.618	158.13
1.000	157.86
1.618	157.42
2.618	156.71
4.250	155.55

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	158.99	158.81
PP	158.96	158.60
S1	158.93	158.40

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

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