Euro Bund Future September 2015

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

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	153.03	153.07	0.04	0.0%	155.99
High	153.38	153.36	-0.02	0.0%	156.49
Low	152.65	152.75	0.10	0.1%	153.38
Close	152.94	153.14	0.20	0.1%	153.84
Range	0.73	0.61	-0.12	-16.4%	3.11
ATR	0.97	0.95	-0.03	-2.7%	0.00
Volume	1,123,856	1,195,014	71,158	6.3%	3,390,797

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	154.91	154.64	153.48
R3	154.30	154.03	153.31
R2	153.69	153.69	153.25
R1	153.42	153.42	153.20	153.56
PP	153.08	153.08	153.08	153.15
S1	152.81	152.81	153.08	152.95
S2	152.47	152.47	153.03
S3	151.86	152.20	152.97
S4	151.25	151.59	152.80

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	163.90	161.98	155.55
R3	160.79	158.87	154.70
R2	157.68	157.68	154.41
R1	155.76	155.76	154.13	155.17
PP	154.57	154.57	154.57	154.27
S1	152.65	152.65	153.55	152.06
S2	151.46	151.46	153.27
S3	148.35	149.54	152.98
S4	145.24	146.43	152.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154.37	152.65	1.72	1.1%	0.82	0.5%	28%	False	False	862,233
10	156.49	152.65	3.84	2.5%	0.95	0.6%	13%	False	False	799,472
20	156.49	152.65	3.84	2.5%	0.84	0.5%	13%	False	False	611,976
40	156.49	149.49	7.00	4.6%	0.89	0.6%	52%	False	False	558,094
60	156.49	148.23	8.26	5.4%	1.00	0.7%	59%	False	False	606,490
80	156.49	148.23	8.26	5.4%	1.07	0.7%	59%	False	False	539,507
100	160.60	148.23	12.37	8.1%	1.04	0.7%	40%	False	False	433,241
120	160.60	148.23	12.37	8.1%	0.92	0.6%	40%	False	False	361,197

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	155.95
2.618	154.96
1.618	154.35
1.000	153.97
0.618	153.74
HIGH	153.36
0.618	153.13
0.500	153.06
0.382	152.98
LOW	152.75
0.618	152.37
1.000	152.14
1.618	151.76
2.618	151.15
4.250	150.16

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	153.11	153.33
PP	153.08	153.26
S1	153.06	153.20

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

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