Euro Bund Future June 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	158.33	158.29	-0.04	0.0%	158.02
High	158.56	158.56	0.00	0.0%	159.13
Low	158.13	158.17	0.04	0.0%	157.46
Close	158.33	158.41	0.08	0.1%	158.76
Range	0.43	0.39	-0.04	-9.3%	1.67
ATR	0.69	0.67	-0.02	-3.1%	0.00
Volume	434,863	530,238	95,375	21.9%	2,539,925

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.55	159.37	158.62
R3	159.16	158.98	158.52
R2	158.77	158.77	158.48
R1	158.59	158.59	158.45	158.68
PP	158.38	158.38	158.38	158.43
S1	158.20	158.20	158.37	158.29
S2	157.99	157.99	158.34
S3	157.60	157.81	158.30
S4	157.21	157.42	158.20

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	163.46	162.78	159.68
R3	161.79	161.11	159.22
R2	160.12	160.12	159.07
R1	159.44	159.44	158.91	159.78
PP	158.45	158.45	158.45	158.62
S1	157.77	157.77	158.61	158.11
S2	156.78	156.78	158.45
S3	155.11	156.10	158.30
S4	153.44	154.43	157.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.98	158.10	0.88	0.6%	0.50	0.3%	35%	False	False	466,800
10	159.13	157.46	1.67	1.1%	0.61	0.4%	57%	False	False	495,466
20	159.13	155.81	3.32	2.1%	0.74	0.5%	78%	False	False	628,888
40	159.13	155.81	3.32	2.1%	0.64	0.4%	78%	False	False	325,749
60	159.13	153.73	5.40	3.4%	0.63	0.4%	87%	False	False	217,407
80	159.13	151.01	8.12	5.1%	0.54	0.3%	91%	False	False	163,069

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	160.22
2.618	159.58
1.618	159.19
1.000	158.95
0.618	158.80
HIGH	158.56
0.618	158.41
0.500	158.37
0.382	158.32
LOW	158.17
0.618	157.93
1.000	157.78
1.618	157.54
2.618	157.15
4.250	156.51

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	158.40	158.40
PP	158.38	158.39
S1	158.37	158.39

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

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