Euro Bund Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jul-2015 | 
                    15-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        151.10 | 
                        151.47 | 
                        0.37 | 
                        0.2% | 
                        153.18 | 
                     
                    
                        | High | 
                        151.75 | 
                        152.69 | 
                        0.94 | 
                        0.6% | 
                        154.24 | 
                     
                    
                        | Low | 
                        150.94 | 
                        151.30 | 
                        0.36 | 
                        0.2% | 
                        150.34 | 
                     
                    
                        | Close | 
                        151.38 | 
                        152.20 | 
                        0.82 | 
                        0.5% | 
                        150.70 | 
                     
                    
                        | Range | 
                        0.81 | 
                        1.39 | 
                        0.58 | 
                        71.6% | 
                        3.90 | 
                     
                    
                        | ATR | 
                        1.42 | 
                        1.41 | 
                        0.00 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        608,202 | 
                        575,453 | 
                        -32,749 | 
                        -5.4% | 
                        3,729,659 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                156.23 | 
                155.61 | 
                152.96 | 
                 | 
             
            
                | R3 | 
                154.84 | 
                154.22 | 
                152.58 | 
                 | 
             
            
                | R2 | 
                153.45 | 
                153.45 | 
                152.45 | 
                 | 
             
            
                | R1 | 
                152.83 | 
                152.83 | 
                152.33 | 
                153.14 | 
             
            
                | PP | 
                152.06 | 
                152.06 | 
                152.06 | 
                152.22 | 
             
            
                | S1 | 
                151.44 | 
                151.44 | 
                152.07 | 
                151.75 | 
             
            
                | S2 | 
                150.67 | 
                150.67 | 
                151.95 | 
                 | 
             
            
                | S3 | 
                149.28 | 
                150.05 | 
                151.82 | 
                 | 
             
            
                | S4 | 
                147.89 | 
                148.66 | 
                151.44 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                163.46 | 
                160.98 | 
                152.85 | 
                 | 
             
            
                | R3 | 
                159.56 | 
                157.08 | 
                151.77 | 
                 | 
             
            
                | R2 | 
                155.66 | 
                155.66 | 
                151.42 | 
                 | 
             
            
                | R1 | 
                153.18 | 
                153.18 | 
                151.06 | 
                152.47 | 
             
            
                | PP | 
                151.76 | 
                151.76 | 
                151.76 | 
                151.41 | 
             
            
                | S1 | 
                149.28 | 
                149.28 | 
                150.34 | 
                148.57 | 
             
            
                | S2 | 
                147.86 | 
                147.86 | 
                149.99 | 
                 | 
             
            
                | S3 | 
                143.96 | 
                145.38 | 
                149.63 | 
                 | 
             
            
                | S4 | 
                140.06 | 
                141.48 | 
                148.56 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                153.40 | 
                149.49 | 
                3.91 | 
                2.6% | 
                1.38 | 
                0.9% | 
                69% | 
                False | 
                False | 
                646,331 | 
                 
                
                | 10 | 
                154.24 | 
                149.49 | 
                4.75 | 
                3.1% | 
                1.31 | 
                0.9% | 
                57% | 
                False | 
                False | 
                649,216 | 
                 
                
                | 20 | 
                154.24 | 
                149.49 | 
                4.75 | 
                3.1% | 
                1.24 | 
                0.8% | 
                57% | 
                False | 
                False | 
                675,726 | 
                 
                
                | 40 | 
                155.44 | 
                148.23 | 
                7.21 | 
                4.7% | 
                1.26 | 
                0.8% | 
                55% | 
                False | 
                False | 
                598,800 | 
                 
                
                | 60 | 
                160.40 | 
                148.23 | 
                12.17 | 
                8.0% | 
                1.23 | 
                0.8% | 
                33% | 
                False | 
                False | 
                403,810 | 
                 
                
                | 80 | 
                160.60 | 
                148.23 | 
                12.37 | 
                8.1% | 
                0.99 | 
                0.7% | 
                32% | 
                False | 
                False | 
                303,112 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            158.60 | 
         
        
            | 
2.618             | 
            156.33 | 
         
        
            | 
1.618             | 
            154.94 | 
         
        
            | 
1.000             | 
            154.08 | 
         
        
            | 
0.618             | 
            153.55 | 
         
        
            | 
HIGH             | 
            152.69 | 
         
        
            | 
0.618             | 
            152.16 | 
         
        
            | 
0.500             | 
            152.00 | 
         
        
            | 
0.382             | 
            151.83 | 
         
        
            | 
LOW             | 
            151.30 | 
         
        
            | 
0.618             | 
            150.44 | 
         
        
            | 
1.000             | 
            149.91 | 
         
        
            | 
1.618             | 
            149.05 | 
         
        
            | 
2.618             | 
            147.66 | 
         
        
            | 
4.250             | 
            145.39 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                152.13 | 
                                151.83 | 
                             
                            
                                | PP | 
                                152.06 | 
                                151.46 | 
                             
                            
                                | S1 | 
                                152.00 | 
                                151.09 | 
                             
             
         |