Euro Bund Future March 2015

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	158.72	159.27	0.55	0.3%	159.44
High	159.55	159.35	-0.20	-0.1%	159.64
Low	158.06	159.00	0.94	0.6%	158.06
Close	158.99	159.06	0.07	0.0%	159.06
Range	1.49	0.35	-1.14	-76.5%	1.58
ATR	0.70	0.68	-0.02	-3.5%	0.00
Volume	21,866	21,866	0	0.0%	3,188,382

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.19	159.97	159.25
R3	159.84	159.62	159.16
R2	159.49	159.49	159.12
R1	159.27	159.27	159.09	159.21
PP	159.14	159.14	159.14	159.10
S1	158.92	158.92	159.03	158.86
S2	158.79	158.79	159.00
S3	158.44	158.57	158.96
S4	158.09	158.22	158.87

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	163.66	162.94	159.93
R3	162.08	161.36	159.49
R2	160.50	160.50	159.35
R1	159.78	159.78	159.20	159.35
PP	158.92	158.92	158.92	158.71
S1	158.20	158.20	158.92	157.77
S2	157.34	157.34	158.77
S3	155.76	156.62	158.63
S4	154.18	155.04	158.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.64	158.06	1.58	1.0%	0.69	0.4%	63%	False	False	637,676
10	160.00	158.06	1.94	1.2%	0.62	0.4%	52%	False	False	673,807
20	160.00	158.06	1.94	1.2%	0.64	0.4%	52%	False	False	629,430
40	160.00	156.00	4.00	2.5%	0.71	0.4%	77%	False	False	661,224
60	160.00	152.50	7.50	4.7%	0.68	0.4%	87%	False	False	619,852
80	160.00	151.56	8.44	5.3%	0.62	0.4%	89%	False	False	497,907
100	160.00	150.72	9.28	5.8%	0.63	0.4%	90%	False	False	398,861
120	160.00	148.17	11.83	7.4%	0.61	0.4%	92%	False	False	332,486

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	0.15
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	160.84
2.618	160.27
1.618	159.92
1.000	159.70
0.618	159.57
HIGH	159.35
0.618	159.22
0.500	159.18
0.382	159.13
LOW	159.00
0.618	158.78
1.000	158.65
1.618	158.43
2.618	158.08
4.250	157.51

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	159.18	158.98
PP	159.14	158.89
S1	159.10	158.81

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

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