Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	153.16	154.25	1.09	0.7%	153.76
High	154.08	154.96	0.88	0.6%	154.96
Low	153.05	154.11	1.06	0.7%	152.65
Close	153.86	154.63	0.77	0.5%	154.63
Range	1.03	0.85	-0.18	-17.5%	2.31
ATR	0.95	0.97	0.01	1.1%	0.00
Volume	1,034,566	264,409	-770,157	-74.4%	4,676,260

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.12	156.72	155.10
R3	156.27	155.87	154.86
R2	155.42	155.42	154.79
R1	155.02	155.02	154.71	155.22
PP	154.57	154.57	154.57	154.67
S1	154.17	154.17	154.55	154.37
S2	153.72	153.72	154.47
S3	152.87	153.32	154.40
S4	152.02	152.47	154.16

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.01	160.13	155.90
R3	158.70	157.82	155.27
R2	156.39	156.39	155.05
R1	155.51	155.51	154.84	155.95
PP	154.08	154.08	154.08	154.30
S1	153.20	153.20	154.42	153.64
S2	151.77	151.77	154.21
S3	149.46	150.89	153.99
S4	147.15	148.58	153.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154.96	152.65	2.31	1.5%	0.91	0.6%	86%	True	False	935,252
10	156.49	152.65	3.84	2.5%	1.04	0.7%	52%	False	False	806,705
20	156.49	152.65	3.84	2.5%	0.85	0.5%	52%	False	False	642,749
40	156.49	149.49	7.00	4.5%	0.87	0.6%	73%	False	False	551,415
60	156.49	149.49	7.00	4.5%	0.98	0.6%	73%	False	False	599,153
80	156.49	148.23	8.26	5.3%	1.05	0.7%	77%	False	False	554,855
100	160.60	148.23	12.37	8.0%	1.05	0.7%	52%	False	False	446,220
120	160.60	148.23	12.37	8.0%	0.93	0.6%	52%	False	False	372,022

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	158.57
2.618	157.19
1.618	156.34
1.000	155.81
0.618	155.49
HIGH	154.96
0.618	154.64
0.500	154.54
0.382	154.43
LOW	154.11
0.618	153.58
1.000	153.26
1.618	152.73
2.618	151.88
4.250	150.50

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	154.60	154.37
PP	154.57	154.11
S1	154.54	153.86

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

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