Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jun-2015 | 
                    30-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        152.53 | 
                        152.40 | 
                        -0.13 | 
                        -0.1% | 
                        151.75 | 
                     
                    
                        | High | 
                        152.91 | 
                        152.56 | 
                        -0.35 | 
                        -0.2% | 
                        151.79 | 
                     
                    
                        | Low | 
                        151.13 | 
                        151.48 | 
                        0.35 | 
                        0.2% | 
                        149.86 | 
                     
                    
                        | Close | 
                        151.77 | 
                        152.00 | 
                        0.23 | 
                        0.2% | 
                        150.19 | 
                     
                    
                        | Range | 
                        1.78 | 
                        1.08 | 
                        -0.70 | 
                        -39.3% | 
                        1.93 | 
                     
                    
                        | ATR | 
                        1.34 | 
                        1.32 | 
                        -0.02 | 
                        -1.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        815,924 | 
                        721,060 | 
                        -94,864 | 
                        -11.6% | 
                        3,366,646 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                155.25 | 
                154.71 | 
                152.59 | 
                 | 
             
            
                | R3 | 
                154.17 | 
                153.63 | 
                152.30 | 
                 | 
             
            
                | R2 | 
                153.09 | 
                153.09 | 
                152.20 | 
                 | 
             
            
                | R1 | 
                152.55 | 
                152.55 | 
                152.10 | 
                152.28 | 
             
            
                | PP | 
                152.01 | 
                152.01 | 
                152.01 | 
                151.88 | 
             
            
                | S1 | 
                151.47 | 
                151.47 | 
                151.90 | 
                151.20 | 
             
            
                | S2 | 
                150.93 | 
                150.93 | 
                151.80 | 
                 | 
             
            
                | S3 | 
                149.85 | 
                150.39 | 
                151.70 | 
                 | 
             
            
                | S4 | 
                148.77 | 
                149.31 | 
                151.41 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                152.91 | 
                149.86 | 
                3.05 | 
                2.0% | 
                1.21 | 
                0.8% | 
                70% | 
                False | 
                False | 
                727,149 | 
                 
                
                | 10 | 
                152.91 | 
                149.86 | 
                3.05 | 
                2.0% | 
                1.18 | 
                0.8% | 
                70% | 
                False | 
                False | 
                702,236 | 
                 
                
                | 20 | 
                152.91 | 
                148.23 | 
                4.68 | 
                3.1% | 
                1.37 | 
                0.9% | 
                81% | 
                False | 
                False | 
                748,367 | 
                 
                
                | 40 | 
                156.02 | 
                148.23 | 
                7.79 | 
                5.1% | 
                1.32 | 
                0.9% | 
                48% | 
                False | 
                False | 
                442,082 | 
                 
                
                | 60 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.1% | 
                1.06 | 
                0.7% | 
                30% | 
                False | 
                False | 
                295,709 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            157.15 | 
         
        
            | 
2.618             | 
            155.39 | 
         
        
            | 
1.618             | 
            154.31 | 
         
        
            | 
1.000             | 
            153.64 | 
         
        
            | 
0.618             | 
            153.23 | 
         
        
            | 
HIGH             | 
            152.56 | 
         
        
            | 
0.618             | 
            152.15 | 
         
        
            | 
0.500             | 
            152.02 | 
         
        
            | 
0.382             | 
            151.89 | 
         
        
            | 
LOW             | 
            151.48 | 
         
        
            | 
0.618             | 
            150.81 | 
         
        
            | 
1.000             | 
            150.40 | 
         
        
            | 
1.618             | 
            149.73 | 
         
        
            | 
2.618             | 
            148.65 | 
         
        
            | 
4.250             | 
            146.89 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                152.02 | 
                                151.80 | 
                             
                            
                                | PP | 
                                152.01 | 
                                151.59 | 
                             
                            
                                | S1 | 
                                152.01 | 
                                151.39 | 
                             
             
         |