Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	155.29	153.92	-1.37	-0.9%	154.87
High	155.34	154.22	-1.12	-0.7%	155.31
Low	153.77	153.50	-0.27	-0.2%	154.31
Close	154.11	153.76	-0.35	-0.2%	155.25
Range	1.57	0.72	-0.85	-54.1%	1.00
ATR	0.90	0.89	-0.01	-1.4%	0.00
Volume	716,704	453,536	-263,168	-36.7%	1,786,314

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	155.99	155.59	154.16
R3	155.27	154.87	153.96
R2	154.55	154.55	153.89
R1	154.15	154.15	153.83	153.99
PP	153.83	153.83	153.83	153.75
S1	153.43	153.43	153.69	153.27
S2	153.11	153.11	153.63
S3	152.39	152.71	153.56
S4	151.67	151.99	153.36

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.96	157.60	155.80
R3	156.96	156.60	155.53
R2	155.96	155.96	155.43
R1	155.60	155.60	155.34	155.78
PP	154.96	154.96	154.96	155.05
S1	154.60	154.60	155.16	154.78
S2	153.96	153.96	155.07
S3	152.96	153.60	154.98
S4	151.96	152.60	154.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.51	153.50	2.01	1.3%	0.79	0.5%	13%	False	True	517,011
10	155.51	152.85	2.66	1.7%	0.78	0.5%	34%	False	False	562,336
20	156.84	152.75	4.09	2.7%	0.90	0.6%	25%	False	False	340,361
40	156.84	152.75	4.09	2.7%	0.78	0.5%	25%	False	False	172,797
60	156.84	149.89	6.95	4.5%	0.85	0.6%	56%	False	False	115,647
80	156.84	148.78	8.06	5.2%	0.88	0.6%	62%	False	False	86,815

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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157.28
2.618	156.10
1.618	155.38
1.000	154.94
0.618	154.66
HIGH	154.22
0.618	153.94
0.500	153.86
0.382	153.78
LOW	153.50
0.618	153.06
1.000	152.78
1.618	152.34
2.618	151.62
4.250	150.44

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	153.86	154.51
PP	153.83	154.26
S1	153.79	154.01

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

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