Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	164.56	164.38	-0.18	-0.1%	163.78
High	164.64	165.20	0.56	0.3%	166.16
Low	164.02	164.24	0.22	0.1%	163.72
Close	164.19	165.02	0.83	0.5%	164.39
Range	0.62	0.96	0.34	54.8%	2.44
ATR	0.93	0.93	0.01	0.6%	0.00
Volume	674,725	673,649	-1,076	-0.2%	3,988,926

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.70	167.32	165.55
R3	166.74	166.36	165.28
R2	165.78	165.78	165.20
R1	165.40	165.40	165.11	165.59
PP	164.82	164.82	164.82	164.92
S1	164.44	164.44	164.93	164.63
S2	163.86	163.86	164.84
S3	162.90	163.48	164.76
S4	161.94	162.52	164.49

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	164.02	2.14	1.3%	0.91	0.6%	47%	False	False	632,023
10	166.16	163.25	2.91	1.8%	0.90	0.5%	61%	False	False	758,005
20	166.16	160.81	5.35	3.2%	0.82	0.5%	79%	False	False	740,271
40	166.16	157.51	8.65	5.2%	0.82	0.5%	87%	False	False	627,554
60	166.16	156.42	9.74	5.9%	0.86	0.5%	88%	False	False	548,698
80	166.16	156.40	9.76	5.9%	0.82	0.5%	88%	False	False	412,653
100	166.16	156.40	9.76	5.9%	0.78	0.5%	88%	False	False	330,223
120	166.16	154.54	11.62	7.0%	0.78	0.5%	90%	False	False	275,262

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	0.13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	169.28
2.618	167.71
1.618	166.75
1.000	166.16
0.618	165.79
HIGH	165.20
0.618	164.83
0.500	164.72
0.382	164.61
LOW	164.24
0.618	163.65
1.000	163.28
1.618	162.69
2.618	161.73
4.250	160.16

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	164.92	164.88
PP	164.82	164.75
S1	164.72	164.61

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

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