Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jun-2015 | 
                    04-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        152.37 | 
                        149.97 | 
                        -2.40 | 
                        -1.6% | 
                        153.90 | 
                     
                    
                        | High | 
                        152.64 | 
                        151.28 | 
                        -1.36 | 
                        -0.9% | 
                        155.36 | 
                     
                    
                        | Low | 
                        149.91 | 
                        148.87 | 
                        -1.04 | 
                        -0.7% | 
                        153.72 | 
                     
                    
                        | Close | 
                        150.52 | 
                        150.90 | 
                        0.38 | 
                        0.3% | 
                        155.09 | 
                     
                    
                        | Range | 
                        2.73 | 
                        2.41 | 
                        -0.32 | 
                        -11.7% | 
                        1.64 | 
                     
                    
                        | ATR | 
                        1.25 | 
                        1.33 | 
                        0.08 | 
                        6.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,132,534 | 
                        961,512 | 
                        -171,022 | 
                        -15.1% | 
                        540,003 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                157.58 | 
                156.65 | 
                152.23 | 
                 | 
             
            
                | R3 | 
                155.17 | 
                154.24 | 
                151.56 | 
                 | 
             
            
                | R2 | 
                152.76 | 
                152.76 | 
                151.34 | 
                 | 
             
            
                | R1 | 
                151.83 | 
                151.83 | 
                151.12 | 
                152.30 | 
             
            
                | PP | 
                150.35 | 
                150.35 | 
                150.35 | 
                150.58 | 
             
            
                | S1 | 
                149.42 | 
                149.42 | 
                150.68 | 
                149.89 | 
             
            
                | S2 | 
                147.94 | 
                147.94 | 
                150.46 | 
                 | 
             
            
                | S3 | 
                145.53 | 
                147.01 | 
                150.24 | 
                 | 
             
            
                | S4 | 
                143.12 | 
                144.60 | 
                149.57 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                159.64 | 
                159.01 | 
                155.99 | 
                 | 
             
            
                | R3 | 
                158.00 | 
                157.37 | 
                155.54 | 
                 | 
             
            
                | R2 | 
                156.36 | 
                156.36 | 
                155.39 | 
                 | 
             
            
                | R1 | 
                155.73 | 
                155.73 | 
                155.24 | 
                156.05 | 
             
            
                | PP | 
                154.72 | 
                154.72 | 
                154.72 | 
                154.88 | 
             
            
                | S1 | 
                154.09 | 
                154.09 | 
                154.94 | 
                154.41 | 
             
            
                | S2 | 
                153.08 | 
                153.08 | 
                154.79 | 
                 | 
             
            
                | S3 | 
                151.44 | 
                152.45 | 
                154.64 | 
                 | 
             
            
                | S4 | 
                149.80 | 
                150.81 | 
                154.19 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                155.44 | 
                148.87 | 
                6.57 | 
                4.4% | 
                1.87 | 
                1.2% | 
                31% | 
                False | 
                True | 
                836,418 | 
                 
                
                | 10 | 
                155.44 | 
                148.87 | 
                6.57 | 
                4.4% | 
                1.31 | 
                0.9% | 
                31% | 
                False | 
                True | 
                448,924 | 
                 
                
                | 20 | 
                155.44 | 
                148.87 | 
                6.57 | 
                4.4% | 
                1.38 | 
                0.9% | 
                31% | 
                False | 
                True | 
                238,586 | 
                 
                
                | 40 | 
                160.60 | 
                148.87 | 
                11.73 | 
                7.8% | 
                1.02 | 
                0.7% | 
                17% | 
                False | 
                True | 
                121,715 | 
                 
                
                | 60 | 
                160.60 | 
                148.87 | 
                11.73 | 
                7.8% | 
                0.81 | 
                0.5% | 
                17% | 
                False | 
                True | 
                81,442 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            161.52 | 
         
        
            | 
2.618             | 
            157.59 | 
         
        
            | 
1.618             | 
            155.18 | 
         
        
            | 
1.000             | 
            153.69 | 
         
        
            | 
0.618             | 
            152.77 | 
         
        
            | 
HIGH             | 
            151.28 | 
         
        
            | 
0.618             | 
            150.36 | 
         
        
            | 
0.500             | 
            150.08 | 
         
        
            | 
0.382             | 
            149.79 | 
         
        
            | 
LOW             | 
            148.87 | 
         
        
            | 
0.618             | 
            147.38 | 
         
        
            | 
1.000             | 
            146.46 | 
         
        
            | 
1.618             | 
            144.97 | 
         
        
            | 
2.618             | 
            142.56 | 
         
        
            | 
4.250             | 
            138.63 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                150.63 | 
                                151.72 | 
                             
                            
                                | PP | 
                                150.35 | 
                                151.45 | 
                             
                            
                                | S1 | 
                                150.08 | 
                                151.17 | 
                             
             
         |