Euro Bund Future March 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	155.23	155.13	-0.10	-0.1%	154.70
High	155.23	155.31	0.08	0.1%	155.45
Low	154.90	154.92	0.02	0.0%	154.35
Close	155.05	155.17	0.12	0.1%	155.11
Range	0.33	0.39	0.06	18.2%	1.10
ATR	0.57	0.56	-0.01	-2.3%	0.00
Volume	204,742	238,135	33,393	16.3%	2,672,503

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	156.30	156.13	155.38
R3	155.91	155.74	155.28
R2	155.52	155.52	155.24
R1	155.35	155.35	155.21	155.44
PP	155.13	155.13	155.13	155.18
S1	154.96	154.96	155.13	155.05
S2	154.74	154.74	155.10
S3	154.35	154.57	155.06
S4	153.96	154.18	154.96

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	154.58	0.87	0.6%	0.54	0.3%	68%	False	False	343,424
10	155.45	153.82	1.63	1.1%	0.53	0.3%	83%	False	False	475,006
20	155.45	152.50	2.95	1.9%	0.55	0.4%	91%	False	False	491,857
40	155.45	150.83	4.62	3.0%	0.52	0.3%	94%	False	False	251,659
60	155.45	150.16	5.29	3.4%	0.56	0.4%	95%	False	False	168,653
80	155.45	148.17	7.28	4.7%	0.53	0.3%	96%	False	False	126,540

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	156.97
2.618	156.33
1.618	155.94
1.000	155.70
0.618	155.55
HIGH	155.31
0.618	155.16
0.500	155.12
0.382	155.07
LOW	154.92
0.618	154.68
1.000	154.53
1.618	154.29
2.618	153.90
4.250	153.26

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	155.15	155.10
PP	155.13	155.02
S1	155.12	154.95

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

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