Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	156.11	156.62	0.51	0.3%	155.71
High	156.96	157.67	0.71	0.5%	157.67
Low	155.94	156.44	0.50	0.3%	155.42
Close	156.77	157.24	0.47	0.3%	157.24
Range	1.02	1.23	0.21	20.6%	2.25
ATR	0.88	0.91	0.02	2.8%	0.00
Volume	751,889	503,816	-248,073	-33.0%	3,214,060

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.81	160.25	157.92
R3	159.58	159.02	157.58
R2	158.35	158.35	157.47
R1	157.79	157.79	157.35	158.07
PP	157.12	157.12	157.12	157.26
S1	156.56	156.56	157.13	156.84
S2	155.89	155.89	157.01
S3	154.66	155.33	156.90
S4	153.43	154.10	156.56

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	163.53	162.63	158.48
R3	161.28	160.38	157.86
R2	159.03	159.03	157.65
R1	158.13	158.13	157.45	158.58
PP	156.78	156.78	156.78	157.00
S1	155.88	155.88	157.03	156.33
S2	154.53	154.53	156.83
S3	152.28	153.63	156.62
S4	150.03	151.38	156.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157.67	155.42	2.25	1.4%	0.85	0.5%	81%	True	False	642,812
10	157.67	154.75	2.92	1.9%	0.80	0.5%	85%	True	False	627,691
20	157.67	153.50	4.17	2.7%	0.80	0.5%	90%	True	False	576,495
40	157.67	152.75	4.92	3.1%	0.83	0.5%	91%	True	False	357,318
60	157.67	149.90	7.77	4.9%	0.81	0.5%	94%	True	False	239,296
80	157.67	149.89	7.78	4.9%	0.84	0.5%	94%	True	False	179,718

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	162.90
2.618	160.89
1.618	159.66
1.000	158.90
0.618	158.43
HIGH	157.67
0.618	157.20
0.500	157.06
0.382	156.91
LOW	156.44
0.618	155.68
1.000	155.21
1.618	154.45
2.618	153.22
4.250	151.21

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	157.18	157.08
PP	157.12	156.92
S1	157.06	156.76

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

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