Euro Bund Future March 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	154.90	155.23	0.33	0.2%	154.70
High	155.21	155.23	0.02	0.0%	155.45
Low	154.58	154.90	0.32	0.2%	154.35
Close	155.11	155.05	-0.06	0.0%	155.11
Range	0.63	0.33	-0.30	-47.6%	1.10
ATR	0.59	0.57	-0.02	-3.1%	0.00
Volume	353,954	204,742	-149,212	-42.2%	2,672,503

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	156.05	155.88	155.23
R3	155.72	155.55	155.14
R2	155.39	155.39	155.11
R1	155.22	155.22	155.08	155.14
PP	155.06	155.06	155.06	155.02
S1	154.89	154.89	155.02	154.81
S2	154.73	154.73	154.99
S3	154.40	154.56	154.96
S4	154.07	154.23	154.87

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	158.27	157.79	155.72
R3	157.17	156.69	155.41
R2	156.07	156.07	155.31
R1	155.59	155.59	155.21	155.83
PP	154.97	154.97	154.97	155.09
S1	154.49	154.49	155.01	154.73
S2	153.87	153.87	154.91
S3	152.77	153.39	154.81
S4	151.67	152.29	154.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.45	154.53	0.92	0.6%	0.64	0.4%	57%	False	False	406,138
10	155.45	153.45	2.00	1.3%	0.55	0.4%	80%	False	False	502,745
20	155.45	152.50	2.95	1.9%	0.56	0.4%	86%	False	False	482,497
40	155.45	150.83	4.62	3.0%	0.52	0.3%	91%	False	False	245,721
60	155.45	149.92	5.53	3.6%	0.56	0.4%	93%	False	False	164,689
80	155.45	148.17	7.28	4.7%	0.53	0.3%	95%	False	False	123,563

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	True
Stretch	0.12
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	156.63
2.618	156.09
1.618	155.76
1.000	155.56
0.618	155.43
HIGH	155.23
0.618	155.10
0.500	155.07
0.382	155.03
LOW	154.90
0.618	154.70
1.000	154.57
1.618	154.37
2.618	154.04
4.250	153.50

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	155.07	155.03
PP	155.06	155.01
S1	155.06	154.99

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

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