Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	159.01	158.96	-0.05	0.0%	159.06
High	159.28	159.08	-0.20	-0.1%	159.21
Low	158.57	158.26	-0.31	-0.2%	156.78
Close	159.02	158.30	-0.72	-0.5%	159.01
Range	0.71	0.82	0.11	15.5%	2.43
ATR	0.94	0.93	-0.01	-0.9%	0.00
Volume	307,620	215,651	-91,969	-29.9%	2,454,286

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.01	160.47	158.75
R3	160.19	159.65	158.53
R2	159.37	159.37	158.45
R1	158.83	158.83	158.38	158.69
PP	158.55	158.55	158.55	158.48
S1	158.01	158.01	158.22	157.87
S2	157.73	157.73	158.15
S3	156.91	157.19	158.07
S4	156.09	156.37	157.85

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%	0.88	0.6%	61%	False	False	357,715
10	159.36	156.78	2.58	1.6%	0.86	0.5%	59%	False	False	442,963
20	160.66	156.42	4.24	2.7%	0.97	0.6%	44%	False	False	448,456
40	160.66	156.40	4.26	2.7%	0.84	0.5%	45%	False	False	228,374
60	160.66	156.40	4.26	2.7%	0.77	0.5%	45%	False	False	152,598
80	161.71	154.69	7.02	4.4%	0.78	0.5%	51%	False	False	114,577
100	161.71	154.54	7.17	4.5%	0.70	0.4%	52%	False	False	91,665
120	161.71	151.90	9.81	6.2%	0.64	0.4%	65%	False	False	76,394

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 3 trading days

Fibonacci Retracements and Extensions
4.250	162.57
2.618	161.23
1.618	160.41
1.000	159.90
0.618	159.59
HIGH	159.08
0.618	158.77
0.500	158.67
0.382	158.57
LOW	158.26
0.618	157.75
1.000	157.44
1.618	156.93
2.618	156.11
4.250	154.78

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	158.67	158.77
PP	158.55	158.61
S1	158.42	158.46

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

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