Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	152.01	151.28	-0.73	-0.5%	151.75
High	152.22	151.29	-0.93	-0.6%	151.79
Low	151.10	150.46	-0.64	-0.4%	149.86
Close	151.56	151.04	-0.52	-0.3%	150.19
Range	1.12	0.83	-0.29	-25.9%	1.93
ATR	1.31	1.29	-0.01	-1.1%	0.00
Volume	691,020	405,978	-285,042	-41.2%	3,366,646

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	153.42	153.06	151.50
R3	152.59	152.23	151.27
R2	151.76	151.76	151.19
R1	151.40	151.40	151.12	151.17
PP	150.93	150.93	150.93	150.81
S1	150.57	150.57	150.96	150.34
S2	150.10	150.10	150.89
S3	149.27	149.74	150.81
S4	148.44	148.91	150.58

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%	39%	False	False	698,367
10	152.91	149.86	3.05	2.0%	1.12	0.7%	39%	False	False	681,464
20	152.91	148.23	4.68	3.1%	1.21	0.8%	60%	False	False	698,515
40	155.44	148.23	7.21	4.8%	1.29	0.9%	39%	False	False	468,550
60	160.60	148.23	12.37	8.2%	1.08	0.7%	23%	False	False	313,982
80	160.60	148.23	12.37	8.2%	0.91	0.6%	23%	False	False	235,710

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.14
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	154.82
2.618	153.46
1.618	152.63
1.000	152.12
0.618	151.80
HIGH	151.29
0.618	150.97
0.500	150.88
0.382	150.78
LOW	150.46
0.618	149.95
1.000	149.63
1.618	149.12
2.618	148.29
4.250	146.93

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	150.99	151.51
PP	150.93	151.35
S1	150.88	151.20

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

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