Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	153.83	153.45	-0.38	-0.2%	152.64
High	153.92	154.50	0.58	0.4%	153.94
Low	153.35	153.40	0.05	0.0%	152.42
Close	153.61	154.37	0.76	0.5%	153.85
Range	0.57	1.10	0.53	93.0%	1.52
ATR	1.03	1.04	0.00	0.5%	0.00
Volume	528,389	668,874	140,485	26.6%	2,072,970

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.39	156.98	154.98
R3	156.29	155.88	154.67
R2	155.19	155.19	154.57
R1	154.78	154.78	154.47	154.99
PP	154.09	154.09	154.09	154.19
S1	153.68	153.68	154.27	153.89
S2	152.99	152.99	154.17
S3	151.89	152.58	154.07
S4	150.79	151.48	153.77

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.96	157.43	154.69
R3	156.44	155.91	154.27
R2	154.92	154.92	154.13
R1	154.39	154.39	153.99	154.66
PP	153.40	153.40	153.40	153.54
S1	152.87	152.87	153.71	153.14
S2	151.88	151.88	153.57
S3	150.36	151.35	153.43
S4	148.84	149.83	153.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154.50	153.28	1.22	0.8%	0.69	0.4%	89%	True	False	474,612
10	154.50	152.22	2.28	1.5%	0.69	0.4%	94%	True	False	445,281
20	154.50	149.49	5.01	3.2%	0.99	0.6%	97%	True	False	533,890
40	154.50	148.23	6.27	4.1%	1.14	0.7%	98%	True	False	630,091
60	155.44	148.23	7.21	4.7%	1.20	0.8%	85%	False	False	483,847
80	160.60	148.23	12.37	8.0%	1.05	0.7%	50%	False	False	363,888
100	160.60	148.23	12.37	8.0%	0.92	0.6%	50%	False	False	291,286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	159.18
2.618	157.38
1.618	156.28
1.000	155.60
0.618	155.18
HIGH	154.50
0.618	154.08
0.500	153.95
0.382	153.82
LOW	153.40
0.618	152.72
1.000	152.30
1.618	151.62
2.618	150.52
4.250	148.73

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	154.23	154.21
PP	154.09	154.05
S1	153.95	153.89

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

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