Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	161.18	161.73	0.55	0.3%	160.16
High	161.55	162.03	0.48	0.3%	161.94
Low	161.13	161.55	0.42	0.3%	159.87
Close	161.42	161.83	0.41	0.3%	161.31
Range	0.42	0.48	0.06	14.3%	2.07
ATR	0.86	0.84	-0.02	-2.1%	0.00
Volume	658,061	631,774	-26,287	-4.0%	2,801,699

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	163.24	163.02	162.09
R3	162.76	162.54	161.96
R2	162.28	162.28	161.92
R1	162.06	162.06	161.87	162.17
PP	161.80	161.80	161.80	161.86
S1	161.58	161.58	161.79	161.69
S2	161.32	161.32	161.74
S3	160.84	161.10	161.70
S4	160.36	160.62	161.57

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.25	166.35	162.45
R3	165.18	164.28	161.88
R2	163.11	163.11	161.69
R1	162.21	162.21	161.50	162.66
PP	161.04	161.04	161.04	161.27
S1	160.14	160.14	161.12	160.59
S2	158.97	158.97	160.93
S3	156.90	158.07	160.74
S4	154.83	156.00	160.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	162.03	160.55	1.48	0.9%	0.68	0.4%	86%	True	False	628,861
10	162.03	158.70	3.33	2.1%	0.74	0.5%	94%	True	False	667,965
20	162.03	157.52	4.51	2.8%	0.80	0.5%	96%	True	False	570,866
40	162.03	156.42	5.61	3.5%	0.88	0.5%	96%	True	False	509,661
60	162.03	156.40	5.63	3.5%	0.82	0.5%	96%	True	False	342,538
80	162.03	156.40	5.63	3.5%	0.78	0.5%	96%	True	False	257,165
100	162.03	154.69	7.34	4.5%	0.79	0.5%	97%	True	False	205,835
120	162.03	154.54	7.49	4.6%	0.72	0.4%	97%	True	False	171,532

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	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	164.07
2.618	163.29
1.618	162.81
1.000	162.51
0.618	162.33
HIGH	162.03
0.618	161.85
0.500	161.79
0.382	161.73
LOW	161.55
0.618	161.25
1.000	161.07
1.618	160.77
2.618	160.29
4.250	159.51

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	161.82	161.73
PP	161.80	161.63
S1	161.79	161.53

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

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