Euro Bund Future June 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	154.85	152.90	-1.95	-1.3%	154.26
High	154.97	153.19	-1.78	-1.1%	155.70
Low	152.73	150.61	-2.12	-1.4%	154.04
Close	153.13	151.18	-1.95	-1.3%	155.43
Range	2.24	2.58	0.34	15.2%	1.66
ATR	1.13	1.24	0.10	9.1%	0.00
Volume	1,701,614	1,309,193	-392,421	-23.1%	2,712,710

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.40	157.87	152.60
R3	156.82	155.29	151.89
R2	154.24	154.24	151.65
R1	152.71	152.71	151.42	152.19
PP	151.66	151.66	151.66	151.40
S1	150.13	150.13	150.94	149.61
S2	149.08	149.08	150.71
S3	146.50	147.55	150.47
S4	143.92	144.97	149.76

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.04	159.39	156.34
R3	158.38	157.73	155.89
R2	156.72	156.72	155.73
R1	156.07	156.07	155.58	156.40
PP	155.06	155.06	155.06	155.22
S1	154.41	154.41	155.28	154.74
S2	153.40	153.40	155.13
S3	151.74	152.75	154.97
S4	150.08	151.09	154.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.79	150.61	5.18	3.4%	1.42	0.9%	11%	False	True	1,224,696
10	155.79	150.61	5.18	3.4%	1.14	0.8%	11%	False	True	947,285
20	155.79	150.61	5.18	3.4%	1.30	0.9%	11%	False	True	987,972
40	160.69	150.61	10.08	6.7%	1.00	0.7%	6%	False	True	811,933
60	160.69	150.61	10.08	6.7%	0.91	0.6%	6%	False	True	726,117
80	160.69	150.61	10.08	6.7%	0.82	0.5%	6%	False	True	591,878
100	160.69	150.61	10.08	6.7%	0.78	0.5%	6%	False	True	473,835
120	160.69	150.61	10.08	6.7%	0.70	0.5%	6%	False	True	394,881

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	0.23
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	164.16
2.618	159.94
1.618	157.36
1.000	155.77
0.618	154.78
HIGH	153.19
0.618	152.20
0.500	151.90
0.382	151.60
LOW	150.61
0.618	149.02
1.000	148.03
1.618	146.44
2.618	143.86
4.250	139.65

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	151.90	153.20
PP	151.66	152.53
S1	151.42	151.85

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

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