Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jun-2015 | 
                    15-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        150.91 | 
                        151.38 | 
                        0.47 | 
                        0.3% | 
                        150.82 | 
                     
                    
                        | High | 
                        151.30 | 
                        151.83 | 
                        0.53 | 
                        0.4% | 
                        151.30 | 
                     
                    
                        | Low | 
                        149.93 | 
                        151.00 | 
                        1.07 | 
                        0.7% | 
                        148.23 | 
                     
                    
                        | Close | 
                        151.04 | 
                        151.27 | 
                        0.23 | 
                        0.2% | 
                        151.04 | 
                     
                    
                        | Range | 
                        1.37 | 
                        0.83 | 
                        -0.54 | 
                        -39.4% | 
                        3.07 | 
                     
                    
                        | ATR | 
                        1.38 | 
                        1.34 | 
                        -0.04 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        672,117 | 
                        787,121 | 
                        115,004 | 
                        17.1% | 
                        3,930,029 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                153.86 | 
                153.39 | 
                151.73 | 
                 | 
             
            
                | R3 | 
                153.03 | 
                152.56 | 
                151.50 | 
                 | 
             
            
                | R2 | 
                152.20 | 
                152.20 | 
                151.42 | 
                 | 
             
            
                | R1 | 
                151.73 | 
                151.73 | 
                151.35 | 
                151.55 | 
             
            
                | PP | 
                151.37 | 
                151.37 | 
                151.37 | 
                151.28 | 
             
            
                | S1 | 
                150.90 | 
                150.90 | 
                151.19 | 
                150.72 | 
             
            
                | S2 | 
                150.54 | 
                150.54 | 
                151.12 | 
                 | 
             
            
                | S3 | 
                149.71 | 
                150.07 | 
                151.04 | 
                 | 
             
            
                | S4 | 
                148.88 | 
                149.24 | 
                150.81 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                159.40 | 
                158.29 | 
                152.73 | 
                 | 
             
            
                | R3 | 
                156.33 | 
                155.22 | 
                151.88 | 
                 | 
             
            
                | R2 | 
                153.26 | 
                153.26 | 
                151.60 | 
                 | 
             
            
                | R1 | 
                152.15 | 
                152.15 | 
                151.32 | 
                152.71 | 
             
            
                | PP | 
                150.19 | 
                150.19 | 
                150.19 | 
                150.47 | 
             
            
                | S1 | 
                149.08 | 
                149.08 | 
                150.76 | 
                149.64 | 
             
            
                | S2 | 
                147.12 | 
                147.12 | 
                150.48 | 
                 | 
             
            
                | S3 | 
                144.05 | 
                146.01 | 
                150.20 | 
                 | 
             
            
                | S4 | 
                140.98 | 
                142.94 | 
                149.35 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                151.83 | 
                148.23 | 
                3.60 | 
                2.4% | 
                1.44 | 
                1.0% | 
                84% | 
                True | 
                False | 
                791,556 | 
                 
                
                | 10 | 
                154.57 | 
                148.23 | 
                6.34 | 
                4.2% | 
                1.70 | 
                1.1% | 
                48% | 
                False | 
                False | 
                837,391 | 
                 
                
                | 20 | 
                155.44 | 
                148.23 | 
                7.21 | 
                4.8% | 
                1.26 | 
                0.8% | 
                42% | 
                False | 
                False | 
                493,603 | 
                 
                
                | 40 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.2% | 
                1.21 | 
                0.8% | 
                25% | 
                False | 
                False | 
                253,252 | 
                 
                
                | 60 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.2% | 
                0.91 | 
                0.6% | 
                25% | 
                False | 
                False | 
                169,207 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            155.36 | 
         
        
            | 
2.618             | 
            154.00 | 
         
        
            | 
1.618             | 
            153.17 | 
         
        
            | 
1.000             | 
            152.66 | 
         
        
            | 
0.618             | 
            152.34 | 
         
        
            | 
HIGH             | 
            151.83 | 
         
        
            | 
0.618             | 
            151.51 | 
         
        
            | 
0.500             | 
            151.42 | 
         
        
            | 
0.382             | 
            151.32 | 
         
        
            | 
LOW             | 
            151.00 | 
         
        
            | 
0.618             | 
            150.49 | 
         
        
            | 
1.000             | 
            150.17 | 
         
        
            | 
1.618             | 
            149.66 | 
         
        
            | 
2.618             | 
            148.83 | 
         
        
            | 
4.250             | 
            147.47 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                151.42 | 
                                150.93 | 
                             
                            
                                | PP | 
                                151.37 | 
                                150.59 | 
                             
                            
                                | S1 | 
                                151.32 | 
                                150.25 | 
                             
             
         |