Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	154.97	156.20	1.23	0.8%	155.20
High	156.19	156.26	0.07	0.0%	155.51
Low	154.89	155.71	0.82	0.5%	153.50
Close	156.06	155.92	-0.14	-0.1%	155.10
Range	1.30	0.55	-0.75	-57.7%	2.01
ATR	0.96	0.93	-0.03	-3.1%	0.00
Volume	495,245	697,699	202,454	40.9%	2,982,851

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.61	157.32	156.22
R3	157.06	156.77	156.07
R2	156.51	156.51	156.02
R1	156.22	156.22	155.97	156.09
PP	155.96	155.96	155.96	155.90
S1	155.67	155.67	155.87	155.54
S2	155.41	155.41	155.82
S3	154.86	155.12	155.77
S4	154.31	154.57	155.62

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	156.26	153.59	2.67	1.7%	0.86	0.6%	87%	True	False	613,329
10	156.26	153.50	2.76	1.8%	0.83	0.5%	88%	True	False	565,170
20	156.26	152.75	3.51	2.3%	0.84	0.5%	90%	True	False	485,178
40	156.84	152.75	4.09	2.6%	0.83	0.5%	78%	False	False	249,115
60	156.84	149.90	6.94	4.5%	0.84	0.5%	87%	False	False	166,733
80	156.84	148.78	8.06	5.2%	0.88	0.6%	89%	False	False	125,145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.13
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	158.60
2.618	157.70
1.618	157.15
1.000	156.81
0.618	156.60
HIGH	156.26
0.618	156.05
0.500	155.99
0.382	155.92
LOW	155.71
0.618	155.37
1.000	155.16
1.618	154.82
2.618	154.27
4.250	153.37

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	155.99	155.78
PP	155.96	155.64
S1	155.94	155.51

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

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