Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	156.62	156.11	-0.51	-0.3%	155.71
High	156.68	156.31	-0.37	-0.2%	157.67
Low	155.91	155.74	-0.17	-0.1%	155.42
Close	156.18	156.17	-0.01	0.0%	157.24
Range	0.77	0.57	-0.20	-26.0%	2.25
ATR	0.89	0.87	-0.02	-2.6%	0.00
Volume	615,487	615,487	0	0.0%	3,214,060

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.78	157.55	156.48
R3	157.21	156.98	156.33
R2	156.64	156.64	156.27
R1	156.41	156.41	156.22	156.53
PP	156.07	156.07	156.07	156.13
S1	155.84	155.84	156.12	155.96
S2	155.50	155.50	156.07
S3	154.93	155.27	156.01
S4	154.36	154.70	155.86

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	155.74	1.93	1.2%	0.88	0.6%	22%	False	True	620,416
10	157.67	155.13	2.54	1.6%	0.78	0.5%	41%	False	False	621,247
20	157.67	153.50	4.17	2.7%	0.80	0.5%	64%	False	False	593,208
40	157.67	152.75	4.92	3.2%	0.83	0.5%	70%	False	False	403,243
60	157.67	151.59	6.08	3.9%	0.78	0.5%	75%	False	False	270,004
80	157.67	149.89	7.78	5.0%	0.84	0.5%	81%	False	False	202,790

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	158.73
2.618	157.80
1.618	157.23
1.000	156.88
0.618	156.66
HIGH	156.31
0.618	156.09
0.500	156.03
0.382	155.96
LOW	155.74
0.618	155.39
1.000	155.17
1.618	154.82
2.618	154.25
4.250	153.32

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	156.12	156.49
PP	156.07	156.38
S1	156.03	156.28

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

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