Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	158.76	157.70	-1.06	-0.7%	159.01
High	158.88	158.22	-0.66	-0.4%	159.28
Low	157.52	157.65	0.13	0.1%	157.81
Close	157.88	157.92	0.04	0.0%	157.84
Range	1.36	0.57	-0.79	-58.1%	1.47
ATR	0.96	0.94	-0.03	-2.9%	0.00
Volume	256,671	452,963	196,292	76.5%	694,919

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.64	159.35	158.23
R3	159.07	158.78	158.08
R2	158.50	158.50	158.02
R1	158.21	158.21	157.97	158.36
PP	157.93	157.93	157.93	158.00
S1	157.64	157.64	157.87	157.79
S2	157.36	157.36	157.82
S3	156.79	157.07	157.76
S4	156.22	156.50	157.61

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	159.08	157.52	1.56	1.0%	0.92	0.6%	26%	False	False	274,474
10	159.28	156.78	2.50	1.6%	0.96	0.6%	46%	False	False	341,125
20	160.53	156.42	4.11	2.6%	1.06	0.7%	36%	False	False	482,324
40	160.66	156.40	4.26	2.7%	0.85	0.5%	36%	False	False	256,756
60	160.66	156.40	4.26	2.7%	0.78	0.5%	36%	False	False	171,837
80	160.66	155.11	5.55	3.5%	0.74	0.5%	51%	False	False	129,036
100	161.71	154.54	7.17	4.5%	0.73	0.5%	47%	False	False	103,232
120	161.71	152.58	9.13	5.8%	0.65	0.4%	58%	False	False	86,033

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	160.64
2.618	159.71
1.618	159.14
1.000	158.79
0.618	158.57
HIGH	158.22
0.618	158.00
0.500	157.94
0.382	157.87
LOW	157.65
0.618	157.30
1.000	157.08
1.618	156.73
2.618	156.16
4.250	155.23

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	157.94	158.26
PP	157.93	158.15
S1	157.93	158.03

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

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