Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	148.84	148.79	-0.05	0.0%	155.32
High	149.60	150.55	0.95	0.6%	155.55
Low	148.84	148.78	-0.06	0.0%	149.40
Close	148.97	150.37	1.40	0.9%	151.18
Range	0.76	1.77	1.01	132.9%	6.15
ATR
Volume	19	67	48	252.6%	196

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	155.21	154.56	151.34
R3	153.44	152.79	150.86
R2	151.67	151.67	150.69
R1	151.02	151.02	150.53	151.35
PP	149.90	149.90	149.90	150.06
S1	149.25	149.25	150.21	149.58
S2	148.13	148.13	150.05
S3	146.36	147.48	149.88
S4	144.59	145.71	149.40

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	170.49	166.99	154.56
R3	164.34	160.84	152.87
R2	158.19	158.19	152.31
R1	154.69	154.69	151.74	153.37
PP	152.04	152.04	152.04	151.38
S1	148.54	148.54	150.62	147.22
S2	145.89	145.89	150.05
S3	139.74	142.39	149.49
S4	133.59	136.24	147.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151.06	148.78	2.28	1.5%	1.02	0.7%	70%	False	True	34
10	155.55	148.78	6.77	4.5%	1.30	0.9%	23%	False	True	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	158.07
2.618	155.18
1.618	153.41
1.000	152.32
0.618	151.64
HIGH	150.55
0.618	149.87
0.500	149.67
0.382	149.46
LOW	148.78
0.618	147.69
1.000	147.01
1.618	145.92
2.618	144.15
4.250	141.26

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	150.14	150.18
PP	149.90	149.98
S1	149.67	149.79

Download as Excel Spreadsheet

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

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