Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	165.01	165.43	0.42	0.3%	164.49
High	165.57	165.56	-0.01	0.0%	165.47
Low	164.90	164.75	-0.15	-0.1%	164.02
Close	165.51	165.44	-0.07	0.0%	165.18
Range	0.67	0.81	0.14	20.9%	1.45
ATR	0.89	0.89	-0.01	-0.7%	0.00
Volume	745,193	805,444	60,251	8.1%	2,447,718

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.68	167.37	165.89
R3	166.87	166.56	165.66
R2	166.06	166.06	165.59
R1	165.75	165.75	165.51	165.91
PP	165.25	165.25	165.25	165.33
S1	164.94	164.94	165.37	165.10
S2	164.44	164.44	165.29
S3	163.63	164.13	165.22
S4	162.82	163.32	164.99

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%	0.74	0.4%	92%	False	False	668,381
10	166.16	164.02	2.14	1.3%	0.84	0.5%	66%	False	False	695,831
20	166.16	161.55	4.61	2.8%	0.82	0.5%	84%	False	False	753,662
40	166.16	157.52	8.64	5.2%	0.81	0.5%	92%	False	False	651,861
60	166.16	156.42	9.74	5.9%	0.86	0.5%	93%	False	False	581,092
80	166.16	156.40	9.76	5.9%	0.82	0.5%	93%	False	False	437,511
100	166.16	156.40	9.76	5.9%	0.78	0.5%	93%	False	False	350,148
120	166.16	154.54	11.62	7.0%	0.79	0.5%	94%	False	False	291,875

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	169.00
2.618	167.68
1.618	166.87
1.000	166.37
0.618	166.06
HIGH	165.56
0.618	165.25
0.500	165.16
0.382	165.06
LOW	164.75
0.618	164.25
1.000	163.94
1.618	163.44
2.618	162.63
4.250	161.31

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	165.35	165.35
PP	165.25	165.25
S1	165.16	165.16

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

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