Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	166.10	166.10	0.00	0.0%	165.01
High	166.13	166.63	0.50	0.3%	166.25
Low	165.77	165.94	0.17	0.1%	164.75
Close	165.95	166.58	0.63	0.4%	165.95
Range	0.36	0.69	0.33	91.7%	1.50
ATR	0.83	0.82	-0.01	-1.2%	0.00
Volume	716,200	917,758	201,558	28.1%	3,400,636

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.45	168.21	166.96
R3	167.76	167.52	166.77
R2	167.07	167.07	166.71
R1	166.83	166.83	166.64	166.95
PP	166.38	166.38	166.38	166.45
S1	166.14	166.14	166.52	166.26
S2	165.69	165.69	166.45
S3	165.00	165.45	166.39
S4	164.31	164.76	166.20

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.15	169.55	166.78
R3	168.65	168.05	166.36
R2	167.15	167.15	166.23
R1	166.55	166.55	166.09	166.85
PP	165.65	165.65	165.65	165.80
S1	165.05	165.05	165.81	165.35
S2	164.15	164.15	165.68
S3	162.65	163.55	165.54
S4	161.15	162.05	165.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.63	164.75	1.88	1.1%	0.65	0.4%	97%	True	False	714,640
10	166.63	164.02	2.61	1.6%	0.68	0.4%	98%	True	False	676,611
20	166.63	162.88	3.75	2.3%	0.80	0.5%	99%	True	False	737,152
40	166.63	157.65	8.98	5.4%	0.77	0.5%	99%	True	False	698,070
60	166.63	156.42	10.21	6.1%	0.87	0.5%	100%	True	False	623,910
80	166.63	156.40	10.23	6.1%	0.82	0.5%	100%	True	False	471,751
100	166.63	156.40	10.23	6.1%	0.78	0.5%	100%	True	False	377,801
120	166.63	155.11	11.52	6.9%	0.75	0.5%	100%	True	False	314,939

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	169.56
2.618	168.44
1.618	167.75
1.000	167.32
0.618	167.06
HIGH	166.63
0.618	166.37
0.500	166.29
0.382	166.20
LOW	165.94
0.618	165.51
1.000	165.25
1.618	164.82
2.618	164.13
4.250	163.01

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	166.48	166.42
PP	166.38	166.27
S1	166.29	166.11

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

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