Euro Bund Future June 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	155.39	155.50	0.11	0.1%	154.37
High	155.64	155.50	-0.14	-0.1%	155.80
Low	155.39	154.55	-0.84	-0.5%	154.20
Close	155.53	154.62	-0.91	-0.6%	155.28
Range	0.25	0.95	0.70	280.0%	1.60
ATR	0.45	0.49	0.04	8.5%	0.00
Volume	107	309	202	188.8%	2,110

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.74	157.13	155.14
R3	156.79	156.18	154.88
R2	155.84	155.84	154.79
R1	155.23	155.23	154.71	155.06
PP	154.89	154.89	154.89	154.81
S1	154.28	154.28	154.53	154.11
S2	153.94	153.94	154.45
S3	152.99	153.33	154.36
S4	152.04	152.38	154.10

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.89	159.19	156.16
R3	158.29	157.59	155.72
R2	156.69	156.69	155.57
R1	155.99	155.99	155.43	156.34
PP	155.09	155.09	155.09	155.27
S1	154.39	154.39	155.13	154.74
S2	153.49	153.49	154.99
S3	151.89	152.79	154.84
S4	150.29	151.19	154.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.80	154.55	1.25	0.8%	0.49	0.3%	6%	False	True	495
10	155.80	154.00	1.80	1.2%	0.46	0.3%	34%	False	False	331
20	155.80	152.64	3.16	2.0%	0.41	0.3%	63%	False	False	235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	159.54
2.618	157.99
1.618	157.04
1.000	156.45
0.618	156.09
HIGH	155.50
0.618	155.14
0.500	155.03
0.382	154.91
LOW	154.55
0.618	153.96
1.000	153.60
1.618	153.01
2.618	152.06
4.250	150.51

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	155.03	155.11
PP	154.89	154.94
S1	154.76	154.78

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

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