Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	159.90	159.96	0.06	0.0%	159.77
High	160.33	160.52	0.19	0.1%	160.52
Low	159.53	159.83	0.30	0.2%	158.70
Close	159.71	160.39	0.68	0.4%	160.39
Range	0.80	0.69	-0.11	-13.8%	1.82
ATR	0.91	0.91	-0.01	-0.8%	0.00
Volume	755,905	338,454	-417,451	-55.2%	3,309,665

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	162.32	162.04	160.77
R3	161.63	161.35	160.58
R2	160.94	160.94	160.52
R1	160.66	160.66	160.45	160.80
PP	160.25	160.25	160.25	160.32
S1	159.97	159.97	160.33	160.11
S2	159.56	159.56	160.26
S3	158.87	159.28	160.20
S4	158.18	158.59	160.01

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.33	164.68	161.39
R3	163.51	162.86	160.89
R2	161.69	161.69	160.72
R1	161.04	161.04	160.56	161.37
PP	159.87	159.87	159.87	160.03
S1	159.22	159.22	160.22	159.55
S2	158.05	158.05	160.06
S3	156.23	157.40	159.89
S4	154.41	155.58	159.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160.52	158.70	1.82	1.1%	0.82	0.5%	93%	True	False	661,933
10	160.52	158.33	2.19	1.4%	0.82	0.5%	94%	True	False	616,907
20	160.52	156.78	3.74	2.3%	0.89	0.6%	97%	True	False	479,016
40	160.66	156.42	4.24	2.6%	0.87	0.5%	94%	False	False	409,894
60	160.66	156.40	4.26	2.7%	0.83	0.5%	94%	False	False	274,562
80	160.66	156.40	4.26	2.7%	0.78	0.5%	94%	False	False	206,037
100	161.71	154.54	7.17	4.5%	0.78	0.5%	82%	False	False	164,920
120	161.71	154.54	7.17	4.5%	0.70	0.4%	82%	False	False	137,436

Crabel Price Patterns
NR	True
NR4	True
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	0.16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	163.45
2.618	162.33
1.618	161.64
1.000	161.21
0.618	160.95
HIGH	160.52
0.618	160.26
0.500	160.18
0.382	160.09
LOW	159.83
0.618	159.40
1.000	159.14
1.618	158.71
2.618	158.02
4.250	156.90

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	160.32	160.20
PP	160.25	160.01
S1	160.18	159.82

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

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