Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	158.41	158.00	-0.41	-0.3%	159.01
High	158.56	159.00	0.44	0.3%	159.28
Low	157.81	157.88	0.07	0.0%	157.81
Close	157.84	158.89	1.05	0.7%	157.84
Range	0.75	1.12	0.37	49.3%	1.47
ATR	0.91	0.93	0.02	1.9%	0.00
Volume	171,648	275,441	103,793	60.5%	694,919

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.95	161.54	159.51
R3	160.83	160.42	159.20
R2	159.71	159.71	159.10
R1	159.30	159.30	158.99	159.51
PP	158.59	158.59	158.59	158.69
S1	158.18	158.18	158.79	158.39
S2	157.47	157.47	158.68
S3	156.35	157.06	158.58
S4	155.23	155.94	158.27

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	162.72	161.75	158.65
R3	161.25	160.28	158.24
R2	159.78	159.78	158.11
R1	158.81	158.81	157.97	158.56
PP	158.31	158.31	158.31	158.19
S1	157.34	157.34	157.71	157.09
S2	156.84	156.84	157.57
S3	155.37	155.87	157.44
S4	153.90	154.40	157.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.28	157.81	1.47	0.9%	0.82	0.5%	73%	False	False	249,573
10	159.36	156.78	2.58	1.6%	0.91	0.6%	82%	False	False	397,431
20	160.66	156.42	4.24	2.7%	1.01	0.6%	58%	False	False	467,417
40	160.66	156.40	4.26	2.7%	0.83	0.5%	58%	False	False	239,551
60	160.66	156.40	4.26	2.7%	0.78	0.5%	58%	False	False	160,011
80	161.71	155.11	6.60	4.2%	0.80	0.5%	57%	False	False	120,166
100	161.71	154.54	7.17	4.5%	0.72	0.5%	61%	False	False	96,135
120	161.71	151.90	9.81	6.2%	0.64	0.4%	71%	False	False	80,120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	163.76
2.618	161.93
1.618	160.81
1.000	160.12
0.618	159.69
HIGH	159.00
0.618	158.57
0.500	158.44
0.382	158.31
LOW	157.88
0.618	157.19
1.000	156.76
1.618	156.07
2.618	154.95
4.250	153.12

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	158.74	158.74
PP	158.59	158.59
S1	158.44	158.45

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

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