Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	158.00	158.76	0.76	0.5%	159.01
High	159.00	158.88	-0.12	-0.1%	159.28
Low	157.88	157.52	-0.36	-0.2%	157.81
Close	158.89	157.88	-1.01	-0.6%	157.84
Range	1.12	1.36	0.24	21.4%	1.47
ATR	0.93	0.96	0.03	3.4%	0.00
Volume	275,441	256,671	-18,770	-6.8%	694,919

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	162.17	161.39	158.63
R3	160.81	160.03	158.25
R2	159.45	159.45	158.13
R1	158.67	158.67	158.00	158.38
PP	158.09	158.09	158.09	157.95
S1	157.31	157.31	157.76	157.02
S2	156.73	156.73	157.63
S3	155.37	155.95	157.51
S4	154.01	154.59	157.13

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	157.52	1.76	1.1%	0.95	0.6%	20%	False	True	245,406
10	159.28	156.78	2.50	1.6%	0.97	0.6%	44%	False	False	368,131
20	160.53	156.42	4.11	2.6%	1.05	0.7%	36%	False	False	475,590
40	160.66	156.40	4.26	2.7%	0.86	0.5%	35%	False	False	245,432
60	160.66	156.40	4.26	2.7%	0.78	0.5%	35%	False	False	164,288
80	160.66	155.11	5.55	3.5%	0.74	0.5%	50%	False	False	123,374
100	161.71	154.54	7.17	4.5%	0.73	0.5%	47%	False	False	98,702
120	161.71	152.32	9.39	5.9%	0.65	0.4%	59%	False	False	82,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	164.66
2.618	162.44
1.618	161.08
1.000	160.24
0.618	159.72
HIGH	158.88
0.618	158.36
0.500	158.20
0.382	158.04
LOW	157.52
0.618	156.68
1.000	156.16
1.618	155.32
2.618	153.96
4.250	151.74

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	158.20	158.26
PP	158.09	158.13
S1	157.99	158.01

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

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