Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	153.07	153.16	0.09	0.1%	155.99
High	153.36	154.08	0.72	0.5%	156.49
Low	152.75	153.05	0.30	0.2%	153.38
Close	153.14	153.86	0.72	0.5%	153.84
Range	0.61	1.03	0.42	68.9%	3.11
ATR	0.95	0.95	0.01	0.6%	0.00
Volume	1,195,014	1,034,566	-160,448	-13.4%	3,390,797

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	156.75	156.34	154.43
R3	155.72	155.31	154.14
R2	154.69	154.69	154.05
R1	154.28	154.28	153.95	154.49
PP	153.66	153.66	153.66	153.77
S1	153.25	153.25	153.77	153.46
S2	152.63	152.63	153.67
S3	151.60	152.22	153.58
S4	150.57	151.19	153.29

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%	0.92	0.6%	70%	False	False	962,764
10	156.49	152.65	3.84	2.5%	1.01	0.7%	32%	False	False	858,005
20	156.49	152.65	3.84	2.5%	0.86	0.6%	32%	False	False	643,231
40	156.49	149.49	7.00	4.5%	0.89	0.6%	62%	False	False	562,809
60	156.49	148.66	7.83	5.1%	1.00	0.6%	66%	False	False	609,239
80	156.49	148.23	8.26	5.4%	1.06	0.7%	68%	False	False	552,043
100	160.60	148.23	12.37	8.0%	1.05	0.7%	46%	False	False	443,584
120	160.60	148.23	12.37	8.0%	0.92	0.6%	46%	False	False	369,818

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.23
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	158.46
2.618	156.78
1.618	155.75
1.000	155.11
0.618	154.72
HIGH	154.08
0.618	153.69
0.500	153.57
0.382	153.44
LOW	153.05
0.618	152.41
1.000	152.02
1.618	151.38
2.618	150.35
4.250	148.67

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	153.76	153.70
PP	153.66	153.53
S1	153.57	153.37

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

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