Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	158.47	159.20	0.73	0.5%	158.00
High	159.25	159.92	0.67	0.4%	159.00
Low	158.45	159.17	0.72	0.5%	157.52
Close	159.05	159.69	0.64	0.4%	157.92
Range	0.80	0.75	-0.05	-6.3%	1.48
ATR	0.93	0.93	0.00	-0.5%	0.00
Volume	504,837	779,519	274,682	54.4%	985,075

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	161.84	161.52	160.10
R3	161.09	160.77	159.90
R2	160.34	160.34	159.83
R1	160.02	160.02	159.76	160.18
PP	159.59	159.59	159.59	159.68
S1	159.27	159.27	159.62	159.43
S2	158.84	158.84	159.55
S3	158.09	158.52	159.48
S4	157.34	157.77	159.28

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	162.59	161.73	158.73
R3	161.11	160.25	158.33
R2	159.63	159.63	158.19
R1	158.77	158.77	158.06	158.46
PP	158.15	158.15	158.15	157.99
S1	157.29	157.29	157.78	156.98
S2	156.67	156.67	157.65
S3	155.19	155.81	157.51
S4	153.71	154.33	157.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.92	157.52	2.40	1.5%	0.82	0.5%	90%	True	False	499,055
10	159.92	157.52	2.40	1.5%	0.82	0.5%	90%	True	False	374,314
20	159.92	156.42	3.50	2.2%	0.91	0.6%	93%	True	False	462,954
40	160.66	156.40	4.26	2.7%	0.86	0.5%	77%	False	False	301,397
60	160.66	156.40	4.26	2.7%	0.78	0.5%	77%	False	False	201,589
80	160.66	155.11	5.55	3.5%	0.77	0.5%	83%	False	False	151,356
100	161.71	154.54	7.17	4.5%	0.75	0.5%	72%	False	False	121,088
120	161.71	153.69	8.02	5.0%	0.66	0.4%	75%	False	False	100,907

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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163.11
2.618	161.88
1.618	161.13
1.000	160.67
0.618	160.38
HIGH	159.92
0.618	159.63
0.500	159.55
0.382	159.46
LOW	159.17
0.618	158.71
1.000	158.42
1.618	157.96
2.618	157.21
4.250	155.98

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	159.64	159.50
PP	159.59	159.31
S1	159.55	159.13

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

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