Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jun-2015 | 
                    26-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        151.32 | 
                        151.03 | 
                        -0.29 | 
                        -0.2% | 
                        151.75 | 
                     
                    
                        | High | 
                        151.45 | 
                        151.10 | 
                        -0.35 | 
                        -0.2% | 
                        151.79 | 
                     
                    
                        | Low | 
                        150.45 | 
                        149.86 | 
                        -0.59 | 
                        -0.4% | 
                        149.86 | 
                     
                    
                        | Close | 
                        150.87 | 
                        150.19 | 
                        -0.68 | 
                        -0.5% | 
                        150.19 | 
                     
                    
                        | Range | 
                        1.00 | 
                        1.24 | 
                        0.24 | 
                        24.0% | 
                        1.93 | 
                     
                    
                        | ATR | 
                        1.24 | 
                        1.24 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        590,776 | 
                        857,855 | 
                        267,079 | 
                        45.2% | 
                        3,366,646 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                154.10 | 
                153.39 | 
                150.87 | 
                 | 
             
            
                | R3 | 
                152.86 | 
                152.15 | 
                150.53 | 
                 | 
             
            
                | R2 | 
                151.62 | 
                151.62 | 
                150.42 | 
                 | 
             
            
                | R1 | 
                150.91 | 
                150.91 | 
                150.30 | 
                150.65 | 
             
            
                | PP | 
                150.38 | 
                150.38 | 
                150.38 | 
                150.25 | 
             
            
                | S1 | 
                149.67 | 
                149.67 | 
                150.08 | 
                149.41 | 
             
            
                | S2 | 
                149.14 | 
                149.14 | 
                149.96 | 
                 | 
             
            
                | S3 | 
                147.90 | 
                148.43 | 
                149.85 | 
                 | 
             
            
                | S4 | 
                146.66 | 
                147.19 | 
                149.51 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                156.40 | 
                155.23 | 
                151.25 | 
                 | 
             
            
                | R3 | 
                154.47 | 
                153.30 | 
                150.72 | 
                 | 
             
            
                | R2 | 
                152.54 | 
                152.54 | 
                150.54 | 
                 | 
             
            
                | R1 | 
                151.37 | 
                151.37 | 
                150.37 | 
                150.99 | 
             
            
                | PP | 
                150.61 | 
                150.61 | 
                150.61 | 
                150.43 | 
             
            
                | S1 | 
                149.44 | 
                149.44 | 
                150.01 | 
                149.06 | 
             
            
                | S2 | 
                148.68 | 
                148.68 | 
                149.84 | 
                 | 
             
            
                | S3 | 
                146.75 | 
                147.51 | 
                149.66 | 
                 | 
             
            
                | S4 | 
                144.82 | 
                145.58 | 
                149.13 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                151.79 | 
                149.86 | 
                1.93 | 
                1.3% | 
                1.10 | 
                0.7% | 
                17% | 
                False | 
                True | 
                673,329 | 
                 
                
                | 10 | 
                152.47 | 
                149.86 | 
                2.61 | 
                1.7% | 
                1.07 | 
                0.7% | 
                13% | 
                False | 
                True | 
                685,684 | 
                 
                
                | 20 | 
                155.44 | 
                148.23 | 
                7.21 | 
                4.8% | 
                1.40 | 
                0.9% | 
                27% | 
                False | 
                False | 
                759,674 | 
                 
                
                | 40 | 
                157.80 | 
                148.23 | 
                9.57 | 
                6.4% | 
                1.31 | 
                0.9% | 
                20% | 
                False | 
                False | 
                404,243 | 
                 
                
                | 60 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.2% | 
                1.02 | 
                0.7% | 
                16% | 
                False | 
                False | 
                270,119 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            156.37 | 
         
        
            | 
2.618             | 
            154.35 | 
         
        
            | 
1.618             | 
            153.11 | 
         
        
            | 
1.000             | 
            152.34 | 
         
        
            | 
0.618             | 
            151.87 | 
         
        
            | 
HIGH             | 
            151.10 | 
         
        
            | 
0.618             | 
            150.63 | 
         
        
            | 
0.500             | 
            150.48 | 
         
        
            | 
0.382             | 
            150.33 | 
         
        
            | 
LOW             | 
            149.86 | 
         
        
            | 
0.618             | 
            149.09 | 
         
        
            | 
1.000             | 
            148.62 | 
         
        
            | 
1.618             | 
            147.85 | 
         
        
            | 
2.618             | 
            146.61 | 
         
        
            | 
4.250             | 
            144.59 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                150.48 | 
                                150.72 | 
                             
                            
                                | PP | 
                                150.38 | 
                                150.54 | 
                             
                            
                                | S1 | 
                                150.29 | 
                                150.37 | 
                             
             
         |