Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	165.10	165.01	-0.09	-0.1%	164.49
High	165.47	165.57	0.10	0.1%	165.47
Low	164.85	164.90	0.05	0.0%	164.02
Close	165.18	165.51	0.33	0.2%	165.18
Range	0.62	0.67	0.05	8.1%	1.45
ATR	0.91	0.89	-0.02	-1.9%	0.00
Volume	442,898	745,193	302,295	68.3%	2,447,718

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.34	167.09	165.88
R3	166.67	166.42	165.69
R2	166.00	166.00	165.63
R1	165.75	165.75	165.57	165.88
PP	165.33	165.33	165.33	165.39
S1	165.08	165.08	165.45	165.21
S2	164.66	164.66	165.39
S3	163.99	164.41	165.33
S4	163.32	163.74	165.14

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.24	168.66	165.98
R3	167.79	167.21	165.58
R2	166.34	166.34	165.45
R1	165.76	165.76	165.31	166.05
PP	164.89	164.89	164.89	165.04
S1	164.31	164.31	165.05	164.60
S2	163.44	163.44	164.91
S3	161.99	162.86	164.78
S4	160.54	161.41	164.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.57	164.02	1.55	0.9%	0.70	0.4%	96%	True	False	638,582
10	166.16	163.72	2.44	1.5%	0.90	0.5%	73%	False	False	718,183
20	166.16	161.13	5.03	3.0%	0.80	0.5%	87%	False	False	746,293
40	166.16	157.52	8.64	5.2%	0.81	0.5%	92%	False	False	639,416
60	166.16	156.42	9.74	5.9%	0.86	0.5%	93%	False	False	568,132
80	166.16	156.40	9.76	5.9%	0.82	0.5%	93%	False	False	427,481
100	166.16	156.40	9.76	5.9%	0.78	0.5%	93%	False	False	342,095
120	166.16	154.54	11.62	7.0%	0.79	0.5%	94%	False	False	285,163

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 2 trading days

Fibonacci Retracements and Extensions
4.250	168.42
2.618	167.32
1.618	166.65
1.000	166.24
0.618	165.98
HIGH	165.57
0.618	165.31
0.500	165.24
0.382	165.16
LOW	164.90
0.618	164.49
1.000	164.23
1.618	163.82
2.618	163.15
4.250	162.05

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	165.42	165.31
PP	165.33	165.11
S1	165.24	164.91

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

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