Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jun-2015 | 
                    01-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        152.40 | 
                        152.01 | 
                        -0.39 | 
                        -0.3% | 
                        151.75 | 
                     
                    
                        | High | 
                        152.56 | 
                        152.22 | 
                        -0.34 | 
                        -0.2% | 
                        151.79 | 
                     
                    
                        | Low | 
                        151.48 | 
                        151.10 | 
                        -0.38 | 
                        -0.3% | 
                        149.86 | 
                     
                    
                        | Close | 
                        152.00 | 
                        151.56 | 
                        -0.44 | 
                        -0.3% | 
                        150.19 | 
                     
                    
                        | Range | 
                        1.08 | 
                        1.12 | 
                        0.04 | 
                        3.7% | 
                        1.93 | 
                     
                    
                        | ATR | 
                        1.32 | 
                        1.31 | 
                        -0.01 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        721,060 | 
                        691,020 | 
                        -30,040 | 
                        -4.2% | 
                        3,366,646 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                154.99 | 
                154.39 | 
                152.18 | 
                 | 
             
            
                | R3 | 
                153.87 | 
                153.27 | 
                151.87 | 
                 | 
             
            
                | R2 | 
                152.75 | 
                152.75 | 
                151.77 | 
                 | 
             
            
                | R1 | 
                152.15 | 
                152.15 | 
                151.66 | 
                151.89 | 
             
            
                | PP | 
                151.63 | 
                151.63 | 
                151.63 | 
                151.50 | 
             
            
                | S1 | 
                151.03 | 
                151.03 | 
                151.46 | 
                150.77 | 
             
            
                | S2 | 
                150.51 | 
                150.51 | 
                151.35 | 
                 | 
             
            
                | S3 | 
                149.39 | 
                149.91 | 
                151.25 | 
                 | 
             
            
                | S4 | 
                148.27 | 
                148.79 | 
                150.94 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                1.24 | 
                0.8% | 
                56% | 
                False | 
                False | 
                735,327 | 
                 
                
                | 10 | 
                152.91 | 
                149.86 | 
                3.05 | 
                2.0% | 
                1.22 | 
                0.8% | 
                56% | 
                False | 
                False | 
                695,006 | 
                 
                
                | 20 | 
                152.91 | 
                148.23 | 
                4.68 | 
                3.1% | 
                1.29 | 
                0.8% | 
                71% | 
                False | 
                False | 
                726,291 | 
                 
                
                | 40 | 
                155.44 | 
                148.23 | 
                7.21 | 
                4.8% | 
                1.30 | 
                0.9% | 
                46% | 
                False | 
                False | 
                458,825 | 
                 
                
                | 60 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.2% | 
                1.07 | 
                0.7% | 
                27% | 
                False | 
                False | 
                307,220 | 
                 
                
                | 80 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.2% | 
                0.91 | 
                0.6% | 
                27% | 
                False | 
                False | 
                230,635 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            156.98 | 
         
        
            | 
2.618             | 
            155.15 | 
         
        
            | 
1.618             | 
            154.03 | 
         
        
            | 
1.000             | 
            153.34 | 
         
        
            | 
0.618             | 
            152.91 | 
         
        
            | 
HIGH             | 
            152.22 | 
         
        
            | 
0.618             | 
            151.79 | 
         
        
            | 
0.500             | 
            151.66 | 
         
        
            | 
0.382             | 
            151.53 | 
         
        
            | 
LOW             | 
            151.10 | 
         
        
            | 
0.618             | 
            150.41 | 
         
        
            | 
1.000             | 
            149.98 | 
         
        
            | 
1.618             | 
            149.29 | 
         
        
            | 
2.618             | 
            148.17 | 
         
        
            | 
4.250             | 
            146.34 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                151.66 | 
                                152.01 | 
                             
                            
                                | PP | 
                                151.63 | 
                                151.86 | 
                             
                            
                                | S1 | 
                                151.59 | 
                                151.71 | 
                             
             
         |