Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	154.76	155.27	0.51	0.3%	155.20
High	155.44	155.32	-0.12	-0.1%	155.51
Low	154.65	154.75	0.10	0.1%	153.50
Close	155.10	154.85	-0.25	-0.2%	155.10
Range	0.79	0.57	-0.22	-27.8%	2.01
ATR	0.96	0.93	-0.03	-2.9%	0.00
Volume	419,835	717,876	298,041	71.0%	2,982,851

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	156.68	156.34	155.16
R3	156.11	155.77	155.01
R2	155.54	155.54	154.95
R1	155.20	155.20	154.90	155.09
PP	154.97	154.97	154.97	154.92
S1	154.63	154.63	154.80	154.52
S2	154.40	154.40	154.75
S3	153.83	154.06	154.69
S4	153.26	153.49	154.54

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.73	159.93	156.21
R3	158.72	157.92	155.65
R2	156.71	156.71	155.47
R1	155.91	155.91	155.28	155.31
PP	154.70	154.70	154.70	154.40
S1	153.90	153.90	154.92	153.30
S2	152.69	152.69	154.73
S3	150.68	151.89	154.55
S4	148.67	149.88	153.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.44	153.50	1.94	1.3%	0.95	0.6%	70%	False	False	608,788
10	155.51	153.50	2.01	1.3%	0.75	0.5%	67%	False	False	548,704
20	156.84	152.75	4.09	2.6%	0.92	0.6%	51%	False	False	430,552
40	156.84	152.75	4.09	2.6%	0.81	0.5%	51%	False	False	219,452
60	156.84	149.90	6.94	4.5%	0.85	0.5%	71%	False	False	146,865
80	156.84	148.78	8.06	5.2%	0.89	0.6%	75%	False	False	110,234

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	157.74
2.618	156.81
1.618	156.24
1.000	155.89
0.618	155.67
HIGH	155.32
0.618	155.10
0.500	155.04
0.382	154.97
LOW	154.75
0.618	154.40
1.000	154.18
1.618	153.83
2.618	153.26
4.250	152.33

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	155.04	154.74
PP	154.97	154.63
S1	154.91	154.52

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

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