Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jun-2015 | 
                    19-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        152.06 | 
                        151.43 | 
                        -0.63 | 
                        -0.4% | 
                        151.38 | 
                     
                    
                        | High | 
                        152.47 | 
                        152.22 | 
                        -0.25 | 
                        -0.2% | 
                        152.47 | 
                     
                    
                        | Low | 
                        150.60 | 
                        151.38 | 
                        0.78 | 
                        0.5% | 
                        150.60 | 
                     
                    
                        | Close | 
                        151.47 | 
                        152.04 | 
                        0.57 | 
                        0.4% | 
                        152.04 | 
                     
                    
                        | Range | 
                        1.87 | 
                        0.84 | 
                        -1.03 | 
                        -55.1% | 
                        1.87 | 
                     
                    
                        | ATR | 
                        1.31 | 
                        1.28 | 
                        -0.03 | 
                        -2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        541,397 | 
                        814,018 | 
                        272,621 | 
                        50.4% | 
                        3,490,202 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                154.40 | 
                154.06 | 
                152.50 | 
                 | 
             
            
                | R3 | 
                153.56 | 
                153.22 | 
                152.27 | 
                 | 
             
            
                | R2 | 
                152.72 | 
                152.72 | 
                152.19 | 
                 | 
             
            
                | R1 | 
                152.38 | 
                152.38 | 
                152.12 | 
                152.55 | 
             
            
                | PP | 
                151.88 | 
                151.88 | 
                151.88 | 
                151.97 | 
             
            
                | S1 | 
                151.54 | 
                151.54 | 
                151.96 | 
                151.71 | 
             
            
                | S2 | 
                151.04 | 
                151.04 | 
                151.89 | 
                 | 
             
            
                | S3 | 
                150.20 | 
                150.70 | 
                151.81 | 
                 | 
             
            
                | S4 | 
                149.36 | 
                149.86 | 
                151.58 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                157.31 | 
                156.55 | 
                153.07 | 
                 | 
             
            
                | R3 | 
                155.44 | 
                154.68 | 
                152.55 | 
                 | 
             
            
                | R2 | 
                153.57 | 
                153.57 | 
                152.38 | 
                 | 
             
            
                | R1 | 
                152.81 | 
                152.81 | 
                152.21 | 
                153.19 | 
             
            
                | PP | 
                151.70 | 
                151.70 | 
                151.70 | 
                151.90 | 
             
            
                | S1 | 
                150.94 | 
                150.94 | 
                151.87 | 
                151.32 | 
             
            
                | S2 | 
                149.83 | 
                149.83 | 
                151.70 | 
                 | 
             
            
                | S3 | 
                147.96 | 
                149.07 | 
                151.53 | 
                 | 
             
            
                | S4 | 
                146.09 | 
                147.20 | 
                151.01 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                152.47 | 
                150.60 | 
                1.87 | 
                1.2% | 
                1.03 | 
                0.7% | 
                77% | 
                False | 
                False | 
                698,040 | 
                 
                
                | 10 | 
                152.47 | 
                148.23 | 
                4.24 | 
                2.8% | 
                1.25 | 
                0.8% | 
                90% | 
                False | 
                False | 
                742,023 | 
                 
                
                | 20 | 
                155.44 | 
                148.23 | 
                7.21 | 
                4.7% | 
                1.29 | 
                0.9% | 
                53% | 
                False | 
                False | 
                619,975 | 
                 
                
                | 40 | 
                159.54 | 
                148.23 | 
                11.31 | 
                7.4% | 
                1.26 | 
                0.8% | 
                34% | 
                False | 
                False | 
                320,614 | 
                 
                
                | 60 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.1% | 
                0.95 | 
                0.6% | 
                31% | 
                False | 
                False | 
                214,146 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            155.79 | 
         
        
            | 
2.618             | 
            154.42 | 
         
        
            | 
1.618             | 
            153.58 | 
         
        
            | 
1.000             | 
            153.06 | 
         
        
            | 
0.618             | 
            152.74 | 
         
        
            | 
HIGH             | 
            152.22 | 
         
        
            | 
0.618             | 
            151.90 | 
         
        
            | 
0.500             | 
            151.80 | 
         
        
            | 
0.382             | 
            151.70 | 
         
        
            | 
LOW             | 
            151.38 | 
         
        
            | 
0.618             | 
            150.86 | 
         
        
            | 
1.000             | 
            150.54 | 
         
        
            | 
1.618             | 
            150.02 | 
         
        
            | 
2.618             | 
            149.18 | 
         
        
            | 
4.250             | 
            147.81 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                151.96 | 
                                151.87 | 
                             
                            
                                | PP | 
                                151.88 | 
                                151.70 | 
                             
                            
                                | S1 | 
                                151.80 | 
                                151.54 | 
                             
             
         |