Euro Bund Future June 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	150.71	151.54	0.83	0.6%	155.47
High	151.90	151.75	-0.15	-0.1%	155.79
Low	149.60	150.49	0.89	0.6%	149.60
Close	151.54	151.65	0.11	0.1%	151.65
Range	2.30	1.26	-1.04	-45.2%	6.19
ATR	1.31	1.31	0.00	-0.3%	0.00
Volume	293,302	18,668	-274,634	-93.6%	5,002,379

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	155.08	154.62	152.34
R3	153.82	153.36	152.00
R2	152.56	152.56	151.88
R1	152.10	152.10	151.77	152.33
PP	151.30	151.30	151.30	151.41
S1	150.84	150.84	151.53	151.07
S2	150.04	150.04	151.42
S3	148.78	149.58	151.30
S4	147.52	148.32	150.96

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	170.92	167.47	155.05
R3	164.73	161.28	153.35
R2	158.54	158.54	152.78
R1	155.09	155.09	152.22	153.72
PP	152.35	152.35	152.35	151.66
S1	148.90	148.90	151.08	147.53
S2	146.16	146.16	150.52
S3	139.97	142.71	149.95
S4	133.78	136.52	148.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.79	149.60	6.19	4.1%	1.92	1.3%	33%	False	False	1,000,475
10	155.79	149.60	6.19	4.1%	1.30	0.9%	33%	False	False	835,007
20	155.79	149.60	6.19	4.1%	1.27	0.8%	33%	False	False	831,065
40	160.69	149.60	11.09	7.3%	1.07	0.7%	18%	False	False	801,249
60	160.69	149.60	11.09	7.3%	0.93	0.6%	18%	False	False	706,937
80	160.69	149.60	11.09	7.3%	0.85	0.6%	18%	False	False	595,647
100	160.69	149.60	11.09	7.3%	0.81	0.5%	18%	False	False	476,950
120	160.69	149.60	11.09	7.3%	0.73	0.5%	18%	False	False	397,481

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	157.11
2.618	155.05
1.618	153.79
1.000	153.01
0.618	152.53
HIGH	151.75
0.618	151.27
0.500	151.12
0.382	150.97
LOW	150.49
0.618	149.71
1.000	149.23
1.618	148.45
2.618	147.19
4.250	145.14

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	151.47	151.57
PP	151.30	151.48
S1	151.12	151.40

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

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