Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	160.55	160.88	0.33	0.2%	159.77
High	161.34	161.94	0.60	0.4%	160.52
Low	160.55	160.81	0.26	0.2%	158.70
Close	161.13	161.52	0.39	0.2%	160.39
Range	0.79	1.13	0.34	43.0%	1.82
ATR	0.90	0.92	0.02	1.8%	0.00
Volume	786,828	629,160	-157,668	-20.0%	3,309,665

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	164.81	164.30	162.14
R3	163.68	163.17	161.83
R2	162.55	162.55	161.73
R1	162.04	162.04	161.62	162.30
PP	161.42	161.42	161.42	161.55
S1	160.91	160.91	161.42	161.17
S2	160.29	160.29	161.31
S3	159.16	159.78	161.21
S4	158.03	158.65	160.90

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	161.94	159.53	2.41	1.5%	0.78	0.5%	83%	True	False	691,514
10	161.94	158.70	3.24	2.0%	0.85	0.5%	87%	True	False	674,664
20	161.94	157.52	4.42	2.7%	0.83	0.5%	90%	True	False	524,489
40	161.94	156.42	5.52	3.4%	0.89	0.6%	92%	True	False	468,089
60	161.94	156.40	5.54	3.4%	0.82	0.5%	92%	True	False	313,902
80	161.94	156.40	5.54	3.4%	0.78	0.5%	92%	True	False	235,564
100	161.94	154.54	7.40	4.6%	0.78	0.5%	94%	True	False	188,552
120	161.94	154.54	7.40	4.6%	0.71	0.4%	94%	True	False	157,129

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	0.18
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	166.74
2.618	164.90
1.618	163.77
1.000	163.07
0.618	162.64
HIGH	161.94
0.618	161.51
0.500	161.38
0.382	161.24
LOW	160.81
0.618	160.11
1.000	159.68
1.618	158.98
2.618	157.85
4.250	156.01

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	161.47	161.32
PP	161.42	161.11
S1	161.38	160.91

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

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