Euro Bund Future June 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	155.50	154.31	-1.19	-0.8%	154.37
High	155.50	155.82	0.32	0.2%	155.80
Low	154.55	153.90	-0.65	-0.4%	154.20
Close	154.62	155.53	0.91	0.6%	155.28
Range	0.95	1.92	0.97	102.1%	1.60
ATR	0.49	0.59	0.10	21.0%	0.00
Volume	309	1,414	1,105	357.6%	2,110

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.84	160.11	156.59
R3	158.92	158.19	156.06
R2	157.00	157.00	155.88
R1	156.27	156.27	155.71	156.64
PP	155.08	155.08	155.08	155.27
S1	154.35	154.35	155.35	154.72
S2	153.16	153.16	155.18
S3	151.24	152.43	155.00
S4	149.32	150.51	154.47

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	155.82	153.90	1.92	1.2%	0.78	0.5%	85%	True	True	743
10	155.82	153.90	1.92	1.2%	0.62	0.4%	85%	True	True	434
20	155.82	152.75	3.07	2.0%	0.48	0.3%	91%	True	False	305
40	155.82	151.00	4.82	3.1%	0.38	0.2%	94%	True	False	175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	163.98
2.618	160.85
1.618	158.93
1.000	157.74
0.618	157.01
HIGH	155.82
0.618	155.09
0.500	154.86
0.382	154.63
LOW	153.90
0.618	152.71
1.000	151.98
1.618	150.79
2.618	148.87
4.250	145.74

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	155.31	155.31
PP	155.08	155.08
S1	154.86	154.86

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

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