Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	158.96	158.41	-0.55	-0.3%	159.06
High	159.08	158.56	-0.52	-0.3%	159.21
Low	158.26	157.81	-0.45	-0.3%	156.78
Close	158.30	157.84	-0.46	-0.3%	159.01
Range	0.82	0.75	-0.07	-8.5%	2.43
ATR	0.93	0.91	-0.01	-1.4%	0.00
Volume	215,651	171,648	-44,003	-20.4%	2,454,286

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.32	159.83	158.25
R3	159.57	159.08	158.05
R2	158.82	158.82	157.98
R1	158.33	158.33	157.91	158.20
PP	158.07	158.07	158.07	158.01
S1	157.58	157.58	157.77	157.45
S2	157.32	157.32	157.70
S3	156.57	156.83	157.63
S4	155.82	156.08	157.43

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	157.51	1.77	1.1%	0.79	0.5%	19%	False	False	281,711
10	159.36	156.78	2.58	1.6%	0.86	0.5%	41%	False	False	416,090
20	160.66	156.42	4.24	2.7%	0.97	0.6%	33%	False	False	456,170
40	160.66	156.40	4.26	2.7%	0.84	0.5%	34%	False	False	232,665
60	160.66	156.40	4.26	2.7%	0.78	0.5%	34%	False	False	155,434
80	161.71	155.00	6.71	4.3%	0.79	0.5%	42%	False	False	116,723
100	161.71	154.54	7.17	4.5%	0.71	0.4%	46%	False	False	93,381
120	161.71	151.90	9.81	6.2%	0.63	0.4%	61%	False	False	77,824

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	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	161.75
2.618	160.52
1.618	159.77
1.000	159.31
0.618	159.02
HIGH	158.56
0.618	158.27
0.500	158.19
0.382	158.10
LOW	157.81
0.618	157.35
1.000	157.06
1.618	156.60
2.618	155.85
4.250	154.62

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	158.19	158.55
PP	158.07	158.31
S1	157.96	158.08

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

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