Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	159.77	159.36	-0.41	-0.3%	158.39
High	159.80	159.67	-0.13	-0.1%	160.19
Low	159.15	158.70	-0.45	-0.3%	158.33
Close	159.35	159.39	0.04	0.0%	159.66
Range	0.65	0.97	0.32	49.2%	1.86
ATR	0.91	0.92	0.00	0.5%	0.00
Volume	721,541	729,316	7,775	1.1%	2,859,414

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	162.16	161.75	159.92
R3	161.19	160.78	159.66
R2	160.22	160.22	159.57
R1	159.81	159.81	159.48	160.02
PP	159.25	159.25	159.25	159.36
S1	158.84	158.84	159.30	159.05
S2	158.28	158.28	159.21
S3	157.31	157.87	159.12
S4	156.34	156.90	158.86

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	164.97	164.18	160.68
R3	163.11	162.32	160.17
R2	161.25	161.25	160.00
R1	160.46	160.46	159.83	160.86
PP	159.39	159.39	159.39	159.59
S1	158.60	158.60	159.49	159.00
S2	157.53	157.53	159.32
S3	155.67	156.74	159.15
S4	153.81	154.88	158.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160.19	158.70	1.49	0.9%	0.86	0.5%	46%	False	True	660,829
10	160.19	157.52	2.67	1.7%	0.88	0.6%	70%	False	False	529,534
20	160.19	156.78	3.41	2.1%	0.87	0.5%	77%	False	False	472,812
40	160.66	156.42	4.24	2.7%	0.85	0.5%	70%	False	False	363,864
60	160.66	156.40	4.26	2.7%	0.81	0.5%	70%	False	False	243,613
80	160.66	155.15	5.51	3.5%	0.77	0.5%	77%	False	False	182,826
100	161.71	154.54	7.17	4.5%	0.77	0.5%	68%	False	False	146,334
120	161.71	154.54	7.17	4.5%	0.68	0.4%	68%	False	False	121,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.12
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	163.79
2.618	162.21
1.618	161.24
1.000	160.64
0.618	160.27
HIGH	159.67
0.618	159.30
0.500	159.19
0.382	159.07
LOW	158.70
0.618	158.10
1.000	157.73
1.618	157.13
2.618	156.16
4.250	154.58

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	159.32	159.35
PP	159.25	159.31
S1	159.19	159.28

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

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