Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	161.92	162.12	0.20	0.1%	160.16
High	162.25	162.72	0.47	0.3%	161.94
Low	161.61	161.92	0.31	0.2%	159.87
Close	161.87	162.37	0.50	0.3%	161.31
Range	0.64	0.80	0.16	25.0%	2.07
ATR	0.83	0.83	0.00	0.2%	0.00
Volume	810,748	948,957	138,209	17.0%	2,801,699

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	164.74	164.35	162.81
R3	163.94	163.55	162.59
R2	163.14	163.14	162.52
R1	162.75	162.75	162.44	162.95
PP	162.34	162.34	162.34	162.43
S1	161.95	161.95	162.30	162.15
S2	161.54	161.54	162.22
S3	160.74	161.15	162.15
S4	159.94	160.35	161.93

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	162.72	161.02	1.70	1.0%	0.59	0.4%	79%	True	False	697,605
10	162.72	159.53	3.19	2.0%	0.69	0.4%	89%	True	False	694,559
20	162.72	157.52	5.20	3.2%	0.78	0.5%	93%	True	False	636,497
40	162.72	156.42	6.30	3.9%	0.89	0.5%	94%	True	False	551,957
60	162.72	156.40	6.32	3.9%	0.81	0.5%	94%	True	False	371,866
80	162.72	156.40	6.32	3.9%	0.78	0.5%	94%	True	False	279,133
100	162.72	155.11	7.61	4.7%	0.79	0.5%	95%	True	False	223,432
120	162.72	154.54	8.18	5.0%	0.73	0.4%	96%	True	False	186,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	166.12
2.618	164.81
1.618	164.01
1.000	163.52
0.618	163.21
HIGH	162.72
0.618	162.41
0.500	162.32
0.382	162.23
LOW	161.92
0.618	161.43
1.000	161.12
1.618	160.63
2.618	159.83
4.250	158.52

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	162.35	162.29
PP	162.34	162.21
S1	162.32	162.14

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

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