Euro Bund Future June 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	164.41	165.12	0.71	0.4%	163.76
High	165.23	165.17	-0.06	0.0%	165.23
Low	164.40	164.86	0.46	0.3%	163.39
Close	165.10	164.95	-0.15	-0.1%	165.10
Range	0.83	0.31	-0.52	-62.7%	1.84
ATR	0.68	0.65	-0.03	-3.9%	0.00
Volume	1,094,871	517,163	-577,708	-52.8%	4,473,819

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.92	165.75	165.12
R3	165.61	165.44	165.04
R2	165.30	165.30	165.01
R1	165.13	165.13	164.98	165.06
PP	164.99	164.99	164.99	164.96
S1	164.82	164.82	164.92	164.75
S2	164.68	164.68	164.89
S3	164.37	164.51	164.86
S4	164.06	164.20	164.78

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.09	169.44	166.11
R3	168.25	167.60	165.61
R2	166.41	166.41	165.44
R1	165.76	165.76	165.27	166.09
PP	164.57	164.57	164.57	164.74
S1	163.92	163.92	164.93	164.25
S2	162.73	162.73	164.76
S3	160.89	162.08	164.59
S4	159.05	160.24	164.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.23	163.39	1.84	1.1%	0.61	0.4%	85%	False	False	998,196
10	165.23	163.13	2.10	1.3%	0.60	0.4%	87%	False	False	757,017
20	165.23	163.06	2.17	1.3%	0.60	0.4%	87%	False	False	674,776
40	165.23	161.46	3.77	2.3%	0.68	0.4%	93%	False	False	670,264
60	165.23	160.81	4.42	2.7%	0.70	0.4%	94%	False	False	634,880
80	165.23	160.81	4.42	2.7%	0.71	0.4%	94%	False	False	547,341
100	165.23	157.07	8.16	4.9%	0.68	0.4%	97%	False	False	438,673
120	165.23	154.70	10.53	6.4%	0.63	0.4%	97%	False	False	365,625

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 92 trading days

Fibonacci Retracements and Extensions
4.250	166.49
2.618	165.98
1.618	165.67
1.000	165.48
0.618	165.36
HIGH	165.17
0.618	165.05
0.500	165.02
0.382	164.98
LOW	164.86
0.618	164.67
1.000	164.55
1.618	164.36
2.618	164.05
4.250	163.54

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	165.02	164.82
PP	164.99	164.68
S1	164.97	164.55

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

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