Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	151.44	151.73	0.29	0.2%	150.82
High	152.21	151.94	-0.27	-0.2%	151.30
Low	151.28	151.26	-0.02	0.0%	148.23
Close	151.43	151.43	0.00	0.0%	151.04
Range	0.93	0.68	-0.25	-26.9%	3.07
ATR	1.31	1.27	-0.05	-3.4%	0.00
Volume	584,347	763,319	178,972	30.6%	3,930,029

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	153.58	153.19	151.80
R3	152.90	152.51	151.62
R2	152.22	152.22	151.55
R1	151.83	151.83	151.49	151.69
PP	151.54	151.54	151.54	151.47
S1	151.15	151.15	151.37	151.01
S2	150.86	150.86	151.31
S3	150.18	150.47	151.24
S4	149.50	149.79	151.06

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	148.66	3.55	2.3%	1.18	0.8%	78%	False	False	735,298
10	152.21	148.23	3.98	2.6%	1.35	0.9%	80%	False	False	757,577
20	155.44	148.23	7.21	4.8%	1.25	0.8%	44%	False	False	557,816
40	160.38	148.23	12.15	8.0%	1.23	0.8%	26%	False	False	286,925
60	160.60	148.23	12.37	8.2%	0.91	0.6%	26%	False	False	191,619

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	154.83
2.618	153.72
1.618	153.04
1.000	152.62
0.618	152.36
HIGH	151.94
0.618	151.68
0.500	151.60
0.382	151.52
LOW	151.26
0.618	150.84
1.000	150.58
1.618	150.16
2.618	149.48
4.250	148.37

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	151.60	151.61
PP	151.54	151.55
S1	151.49	151.49

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

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