Euro Bund Future March 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	156.62	157.82	1.20	0.8%	157.63
High	158.08	158.94	0.86	0.5%	158.94
Low	156.00	157.69	1.69	1.1%	156.00
Close	157.74	158.73	0.99	0.6%	158.73
Range	2.08	1.25	-0.83	-39.9%	2.94
ATR	0.74	0.78	0.04	4.9%	0.00
Volume	822,034	547,700	-274,334	-33.4%	3,639,557

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	162.20	161.72	159.42
R3	160.95	160.47	159.07
R2	159.70	159.70	158.96
R1	159.22	159.22	158.84	159.46
PP	158.45	158.45	158.45	158.58
S1	157.97	157.97	158.62	158.21
S2	157.20	157.20	158.50
S3	155.95	156.72	158.39
S4	154.70	155.47	158.04

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	166.71	165.66	160.35
R3	163.77	162.72	159.54
R2	160.83	160.83	159.27
R1	159.78	159.78	159.00	160.31
PP	157.89	157.89	157.89	158.15
S1	156.84	156.84	158.46	157.37
S2	154.95	154.95	158.19
S3	152.01	153.90	157.92
S4	149.07	150.96	157.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.94	156.00	2.94	1.9%	1.08	0.7%	93%	True	False	799,760
10	158.94	156.00	2.94	1.9%	0.84	0.5%	93%	True	False	763,930
20	158.94	154.58	4.36	2.7%	0.72	0.5%	95%	True	False	621,327
40	158.94	152.35	6.59	4.2%	0.63	0.4%	97%	True	False	539,144
60	158.94	150.78	8.16	5.1%	0.58	0.4%	97%	True	False	361,631
80	158.94	149.82	9.12	5.7%	0.60	0.4%	98%	True	False	271,871

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	164.25
2.618	162.21
1.618	160.96
1.000	160.19
0.618	159.71
HIGH	158.94
0.618	158.46
0.500	158.32
0.382	158.17
LOW	157.69
0.618	156.92
1.000	156.44
1.618	155.67
2.618	154.42
4.250	152.38

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	158.59	158.31
PP	158.45	157.89
S1	158.32	157.47

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

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