Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jul-2015 | 
                    08-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        152.50 | 
                        153.45 | 
                        0.95 | 
                        0.6% | 
                        152.53 | 
                     
                    
                        | High | 
                        154.05 | 
                        154.24 | 
                        0.19 | 
                        0.1% | 
                        152.91 | 
                     
                    
                        | Low | 
                        152.27 | 
                        153.10 | 
                        0.83 | 
                        0.5% | 
                        150.46 | 
                     
                    
                        | Close | 
                        153.90 | 
                        153.22 | 
                        -0.68 | 
                        -0.4% | 
                        151.04 | 
                     
                    
                        | Range | 
                        1.78 | 
                        1.14 | 
                        -0.64 | 
                        -36.0% | 
                        2.45 | 
                     
                    
                        | ATR | 
                        1.40 | 
                        1.38 | 
                        -0.02 | 
                        -1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        814,823 | 
                        533,859 | 
                        -280,964 | 
                        -34.5% | 
                        2,633,982 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                156.94 | 
                156.22 | 
                153.85 | 
                 | 
             
            
                | R3 | 
                155.80 | 
                155.08 | 
                153.53 | 
                 | 
             
            
                | R2 | 
                154.66 | 
                154.66 | 
                153.43 | 
                 | 
             
            
                | R1 | 
                153.94 | 
                153.94 | 
                153.32 | 
                153.73 | 
             
            
                | PP | 
                153.52 | 
                153.52 | 
                153.52 | 
                153.42 | 
             
            
                | S1 | 
                152.80 | 
                152.80 | 
                153.12 | 
                152.59 | 
             
            
                | S2 | 
                152.38 | 
                152.38 | 
                153.01 | 
                 | 
             
            
                | S3 | 
                151.24 | 
                151.66 | 
                152.91 | 
                 | 
             
            
                | S4 | 
                150.10 | 
                150.52 | 
                152.59 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                158.82 | 
                157.38 | 
                152.39 | 
                 | 
             
            
                | R3 | 
                156.37 | 
                154.93 | 
                151.71 | 
                 | 
             
            
                | R2 | 
                153.92 | 
                153.92 | 
                151.49 | 
                 | 
             
            
                | R1 | 
                152.48 | 
                152.48 | 
                151.26 | 
                151.98 | 
             
            
                | PP | 
                151.47 | 
                151.47 | 
                151.47 | 
                151.22 | 
             
            
                | S1 | 
                150.03 | 
                150.03 | 
                150.82 | 
                149.53 | 
             
            
                | S2 | 
                149.02 | 
                149.02 | 
                150.59 | 
                 | 
             
            
                | S3 | 
                146.57 | 
                147.58 | 
                150.37 | 
                 | 
             
            
                | S4 | 
                144.12 | 
                145.13 | 
                149.69 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                154.24 | 
                150.46 | 
                3.78 | 
                2.5% | 
                1.24 | 
                0.8% | 
                73% | 
                True | 
                False | 
                652,100 | 
                 
                
                | 10 | 
                154.24 | 
                149.86 | 
                4.38 | 
                2.9% | 
                1.22 | 
                0.8% | 
                77% | 
                True | 
                False | 
                689,624 | 
                 
                
                | 20 | 
                154.24 | 
                148.23 | 
                6.01 | 
                3.9% | 
                1.23 | 
                0.8% | 
                83% | 
                True | 
                False | 
                703,281 | 
                 
                
                | 40 | 
                155.44 | 
                148.23 | 
                7.21 | 
                4.7% | 
                1.24 | 
                0.8% | 
                69% | 
                False | 
                False | 
                520,920 | 
                 
                
                | 60 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.1% | 
                1.14 | 
                0.7% | 
                40% | 
                False | 
                False | 
                350,006 | 
                 
                
                | 80 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.1% | 
                0.94 | 
                0.6% | 
                40% | 
                False | 
                False | 
                262,748 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            159.09 | 
         
        
            | 
2.618             | 
            157.22 | 
         
        
            | 
1.618             | 
            156.08 | 
         
        
            | 
1.000             | 
            155.38 | 
         
        
            | 
0.618             | 
            154.94 | 
         
        
            | 
HIGH             | 
            154.24 | 
         
        
            | 
0.618             | 
            153.80 | 
         
        
            | 
0.500             | 
            153.67 | 
         
        
            | 
0.382             | 
            153.54 | 
         
        
            | 
LOW             | 
            153.10 | 
         
        
            | 
0.618             | 
            152.40 | 
         
        
            | 
1.000             | 
            151.96 | 
         
        
            | 
1.618             | 
            151.26 | 
         
        
            | 
2.618             | 
            150.12 | 
         
        
            | 
4.250             | 
            148.26 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                153.67 | 
                                153.19 | 
                             
                            
                                | PP | 
                                153.52 | 
                                153.16 | 
                             
                            
                                | S1 | 
                                153.37 | 
                                153.14 | 
                             
             
         |