Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	163.28	163.72	0.44	0.3%	161.18
High	163.76	164.22	0.46	0.3%	163.52
Low	163.16	163.28	0.12	0.1%	161.13
Close	163.46	164.03	0.57	0.3%	163.35
Range	0.60	0.94	0.34	56.7%	2.39
ATR	0.85	0.86	0.01	0.8%	0.00
Volume	867,950	818,102	-49,848	-5.7%	3,756,024

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.66	166.29	164.55
R3	165.72	165.35	164.29
R2	164.78	164.78	164.20
R1	164.41	164.41	164.12	164.60
PP	163.84	163.84	163.84	163.94
S1	163.47	163.47	163.94	163.66
S2	162.90	162.90	163.86
S3	161.96	162.53	163.77
S4	161.02	161.59	163.51

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.84	168.98	164.66
R3	167.45	166.59	164.01
R2	165.06	165.06	163.79
R1	164.20	164.20	163.57	164.63
PP	162.67	162.67	162.67	162.88
S1	161.81	161.81	163.13	162.24
S2	160.28	160.28	162.91
S3	157.89	159.42	162.69
S4	155.50	157.03	162.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.22	161.92	2.30	1.4%	0.81	0.5%	92%	True	False	811,427
10	164.22	160.81	3.41	2.1%	0.73	0.4%	94%	True	False	722,536
20	164.22	158.70	5.52	3.4%	0.77	0.5%	97%	True	False	706,118
40	164.22	156.42	7.80	4.8%	0.91	0.6%	98%	True	False	588,438
60	164.22	156.40	7.82	4.8%	0.82	0.5%	98%	True	False	423,312
80	164.22	156.40	7.82	4.8%	0.78	0.5%	98%	True	False	317,984
100	164.22	155.11	9.11	5.6%	0.76	0.5%	98%	True	False	254,513
120	164.22	154.54	9.68	5.9%	0.75	0.5%	98%	True	False	212,097

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	0.19
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	168.22
2.618	166.68
1.618	165.74
1.000	165.16
0.618	164.80
HIGH	164.22
0.618	163.86
0.500	163.75
0.382	163.64
LOW	163.28
0.618	162.70
1.000	162.34
1.618	161.76
2.618	160.82
4.250	159.29

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	163.94	163.87
PP	163.84	163.71
S1	163.75	163.55

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

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