Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	163.72	163.73	0.01	0.0%	161.18
High	164.22	163.87	-0.35	-0.2%	163.52
Low	163.28	163.25	-0.03	0.0%	161.13
Close	164.03	163.52	-0.51	-0.3%	163.35
Range	0.94	0.62	-0.32	-34.0%	2.39
ATR	0.86	0.85	-0.01	-0.6%	0.00
Volume	818,102	712,455	-105,647	-12.9%	3,756,024

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.41	165.08	163.86
R3	164.79	164.46	163.69
R2	164.17	164.17	163.63
R1	163.84	163.84	163.58	163.70
PP	163.55	163.55	163.55	163.47
S1	163.22	163.22	163.46	163.08
S2	162.93	162.93	163.41
S3	162.31	162.60	163.35
S4	161.69	161.98	163.18

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	162.70	1.52	0.9%	0.78	0.5%	54%	False	False	764,127
10	164.22	161.02	3.20	2.0%	0.68	0.4%	78%	False	False	730,866
20	164.22	158.70	5.52	3.4%	0.76	0.5%	87%	False	False	702,765
40	164.22	156.42	7.80	4.8%	0.84	0.5%	91%	False	False	582,860
60	164.22	156.40	7.82	4.8%	0.83	0.5%	91%	False	False	435,186
80	164.22	156.40	7.82	4.8%	0.78	0.5%	91%	False	False	326,883
100	164.22	155.11	9.11	5.6%	0.77	0.5%	92%	False	False	261,638
120	164.22	154.54	9.68	5.9%	0.75	0.5%	93%	False	False	218,034

Crabel Price Patterns
NR	True
NR4	False
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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166.51
2.618	165.49
1.618	164.87
1.000	164.49
0.618	164.25
HIGH	163.87
0.618	163.63
0.500	163.56
0.382	163.49
LOW	163.25
0.618	162.87
1.000	162.63
1.618	162.25
2.618	161.63
4.250	160.62

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	163.56	163.69
PP	163.55	163.63
S1	163.53	163.58

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

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