Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	150.67	151.32	0.65	0.4%	151.38
High	151.57	151.45	-0.12	-0.1%	152.47
Low	150.62	150.45	-0.17	-0.1%	150.60
Close	151.08	150.87	-0.21	-0.1%	152.04
Range	0.95	1.00	0.05	5.3%	1.87
ATR	1.25	1.24	-0.02	-1.4%	0.00
Volume	650,130	590,776	-59,354	-9.1%	3,490,202

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	153.92	153.40	151.42
R3	152.92	152.40	151.15
R2	151.92	151.92	151.05
R1	151.40	151.40	150.96	151.16
PP	150.92	150.92	150.92	150.81
S1	150.40	150.40	150.78	150.16
S2	149.92	149.92	150.69
S3	148.92	149.40	150.60
S4	147.92	148.40	150.32

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	152.22	150.02	2.20	1.5%	1.02	0.7%	39%	False	False	664,561
10	152.47	149.93	2.54	1.7%	1.08	0.7%	37%	False	False	667,111
20	155.44	148.23	7.21	4.8%	1.37	0.9%	37%	False	False	733,027
40	159.15	148.23	10.92	7.2%	1.32	0.9%	24%	False	False	382,969
60	160.60	148.23	12.37	8.2%	1.01	0.7%	21%	False	False	255,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.22
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	155.70
2.618	154.07
1.618	153.07
1.000	152.45
0.618	152.07
HIGH	151.45
0.618	151.07
0.500	150.95
0.382	150.83
LOW	150.45
0.618	149.83
1.000	149.45
1.618	148.83
2.618	147.83
4.250	146.20

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	150.95	150.85
PP	150.92	150.82
S1	150.90	150.80

Download as Excel Spreadsheet

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

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