Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jun-2015 | 
                    16-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        151.38 | 
                        151.44 | 
                        0.06 | 
                        0.0% | 
                        150.82 | 
                     
                    
                        | High | 
                        151.83 | 
                        152.21 | 
                        0.38 | 
                        0.3% | 
                        151.30 | 
                     
                    
                        | Low | 
                        151.00 | 
                        151.28 | 
                        0.28 | 
                        0.2% | 
                        148.23 | 
                     
                    
                        | Close | 
                        151.27 | 
                        151.43 | 
                        0.16 | 
                        0.1% | 
                        151.04 | 
                     
                    
                        | Range | 
                        0.83 | 
                        0.93 | 
                        0.10 | 
                        12.0% | 
                        3.07 | 
                     
                    
                        | ATR | 
                        1.34 | 
                        1.31 | 
                        -0.03 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        787,121 | 
                        584,347 | 
                        -202,774 | 
                        -25.8% | 
                        3,930,029 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                154.43 | 
                153.86 | 
                151.94 | 
                 | 
             
            
                | R3 | 
                153.50 | 
                152.93 | 
                151.69 | 
                 | 
             
            
                | R2 | 
                152.57 | 
                152.57 | 
                151.60 | 
                 | 
             
            
                | R1 | 
                152.00 | 
                152.00 | 
                151.52 | 
                151.82 | 
             
            
                | PP | 
                151.64 | 
                151.64 | 
                151.64 | 
                151.55 | 
             
            
                | S1 | 
                151.07 | 
                151.07 | 
                151.34 | 
                150.89 | 
             
            
                | S2 | 
                150.71 | 
                150.71 | 
                151.26 | 
                 | 
             
            
                | S3 | 
                149.78 | 
                150.14 | 
                151.17 | 
                 | 
             
            
                | S4 | 
                148.85 | 
                149.21 | 
                150.92 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                152.21 | 
                148.23 | 
                3.98 | 
                2.6% | 
                1.33 | 
                0.9% | 
                80% | 
                True | 
                False | 
                756,551 | 
                 
                
                | 10 | 
                152.64 | 
                148.23 | 
                4.41 | 
                2.9% | 
                1.56 | 
                1.0% | 
                73% | 
                False | 
                False | 
                794,498 | 
                 
                
                | 20 | 
                155.44 | 
                148.23 | 
                7.21 | 
                4.8% | 
                1.28 | 
                0.8% | 
                44% | 
                False | 
                False | 
                521,874 | 
                 
                
                | 40 | 
                160.40 | 
                148.23 | 
                12.17 | 
                8.0% | 
                1.22 | 
                0.8% | 
                26% | 
                False | 
                False | 
                267,852 | 
                 
                
                | 60 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.2% | 
                0.91 | 
                0.6% | 
                26% | 
                False | 
                False | 
                178,907 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            156.16 | 
         
        
            | 
2.618             | 
            154.64 | 
         
        
            | 
1.618             | 
            153.71 | 
         
        
            | 
1.000             | 
            153.14 | 
         
        
            | 
0.618             | 
            152.78 | 
         
        
            | 
HIGH             | 
            152.21 | 
         
        
            | 
0.618             | 
            151.85 | 
         
        
            | 
0.500             | 
            151.75 | 
         
        
            | 
0.382             | 
            151.64 | 
         
        
            | 
LOW             | 
            151.28 | 
         
        
            | 
0.618             | 
            150.71 | 
         
        
            | 
1.000             | 
            150.35 | 
         
        
            | 
1.618             | 
            149.78 | 
         
        
            | 
2.618             | 
            148.85 | 
         
        
            | 
4.250             | 
            147.33 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                151.75 | 
                                151.31 | 
                             
                            
                                | PP | 
                                151.64 | 
                                151.19 | 
                             
                            
                                | S1 | 
                                151.54 | 
                                151.07 | 
                             
             
         |