Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	154.25	154.73	0.48	0.3%	153.76
High	154.96	154.77	-0.19	-0.1%	154.96
Low	154.11	154.42	0.31	0.2%	152.65
Close	154.63	154.66	0.03	0.0%	154.63
Range	0.85	0.35	-0.50	-58.8%	2.31
ATR	0.97	0.92	-0.04	-4.6%	0.00
Volume	264,409	28,889	-235,520	-89.1%	4,676,260

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	155.67	155.51	154.85
R3	155.32	155.16	154.76
R2	154.97	154.97	154.72
R1	154.81	154.81	154.69	154.72
PP	154.62	154.62	154.62	154.57
S1	154.46	154.46	154.63	154.37
S2	154.27	154.27	154.60
S3	153.92	154.11	154.56
S4	153.57	153.76	154.47

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%	0.71	0.5%	87%	False	False	729,346
10	155.45	152.65	2.80	1.8%	0.94	0.6%	72%	False	False	707,068
20	156.49	152.65	3.84	2.5%	0.84	0.5%	52%	False	False	619,340
40	156.49	150.94	5.55	3.6%	0.83	0.5%	67%	False	False	540,091
60	156.49	149.49	7.00	4.5%	0.96	0.6%	74%	False	False	588,433
80	156.49	148.23	8.26	5.3%	1.04	0.7%	78%	False	False	555,057
100	160.60	148.23	12.37	8.0%	1.05	0.7%	52%	False	False	446,497
120	160.60	148.23	12.37	8.0%	0.93	0.6%	52%	False	False	372,261

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.19
Narrowest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	156.26
2.618	155.69
1.618	155.34
1.000	155.12
0.618	154.99
HIGH	154.77
0.618	154.64
0.500	154.60
0.382	154.55
LOW	154.42
0.618	154.20
1.000	154.07
1.618	153.85
2.618	153.50
4.250	152.93

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	154.64	154.44
PP	154.62	154.22
S1	154.60	154.01

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

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