Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	164.96	164.49	-0.47	-0.3%	163.78
High	165.22	164.68	-0.54	-0.3%	166.16
Low	164.15	164.06	-0.09	-0.1%	163.72
Close	164.39	164.35	-0.04	0.0%	164.39
Range	1.07	0.62	-0.45	-42.1%	2.44
ATR	0.98	0.95	-0.03	-2.6%	0.00
Volume	439,562	656,446	216,884	49.3%	3,988,926

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.22	165.91	164.69
R3	165.60	165.29	164.52
R2	164.98	164.98	164.46
R1	164.67	164.67	164.41	164.52
PP	164.36	164.36	164.36	164.29
S1	164.05	164.05	164.29	163.90
S2	163.74	163.74	164.24
S3	163.12	163.43	164.18
S4	162.50	162.81	164.01

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	172.08	170.67	165.73
R3	169.64	168.23	165.06
R2	167.20	167.20	164.84
R1	165.79	165.79	164.61	166.50
PP	164.76	164.76	164.76	165.11
S1	163.35	163.35	164.17	164.06
S2	162.32	162.32	163.94
S3	159.88	160.91	163.72
S4	157.44	158.47	163.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.16	164.06	2.10	1.3%	0.95	0.6%	14%	False	True	723,281
10	166.16	163.16	3.00	1.8%	0.90	0.5%	40%	False	False	791,773
20	166.16	159.87	6.29	3.8%	0.80	0.5%	71%	False	False	759,555
40	166.16	156.78	9.38	5.7%	0.85	0.5%	81%	False	False	619,285
60	166.16	156.42	9.74	5.9%	0.85	0.5%	81%	False	False	526,448
80	166.16	156.40	9.76	5.9%	0.83	0.5%	81%	False	False	395,810
100	166.16	156.40	9.76	5.9%	0.78	0.5%	81%	False	False	316,741
120	166.16	154.54	11.62	7.1%	0.79	0.5%	84%	False	False	264,026

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.16
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	167.32
2.618	166.30
1.618	165.68
1.000	165.30
0.618	165.06
HIGH	164.68
0.618	164.44
0.500	164.37
0.382	164.30
LOW	164.06
0.618	163.68
1.000	163.44
1.618	163.06
2.618	162.44
4.250	161.43

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	164.37	165.11
PP	164.36	164.86
S1	164.36	164.60

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

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