Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	156.40	156.85	0.45	0.3%	157.13
High	157.01	157.12	0.11	0.1%	157.23
Low	156.40	156.65	0.25	0.2%	155.74
Close	156.88	156.75	-0.13	-0.1%	155.92
Range	0.61	0.47	-0.14	-23.0%	1.49
ATR	0.81	0.79	-0.02	-3.0%	0.00
Volume	476,774	403,364	-73,410	-15.4%	2,592,055

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	158.25	157.97	157.01
R3	157.78	157.50	156.88
R2	157.31	157.31	156.84
R1	157.03	157.03	156.79	156.94
PP	156.84	156.84	156.84	156.79
S1	156.56	156.56	156.71	156.47
S2	156.37	156.37	156.66
S3	155.90	156.09	156.62
S4	155.43	155.62	156.49

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.77	159.83	156.74
R3	159.28	158.34	156.33
R2	157.79	157.79	156.19
R1	156.85	156.85	156.06	156.58
PP	156.30	156.30	156.30	156.16
S1	155.36	155.36	155.78	155.09
S2	154.81	154.81	155.65
S3	153.32	153.87	155.51
S4	151.83	152.38	155.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157.12	155.77	1.35	0.9%	0.57	0.4%	73%	True	False	444,942
10	157.67	155.74	1.93	1.2%	0.70	0.4%	52%	False	False	504,825
20	157.67	154.65	3.02	1.9%	0.73	0.5%	70%	False	False	562,059
40	157.67	152.75	4.92	3.1%	0.82	0.5%	81%	False	False	468,749
60	157.67	152.75	4.92	3.1%	0.77	0.5%	81%	False	False	314,729
80	157.67	149.89	7.78	5.0%	0.82	0.5%	88%	False	False	236,447
100	157.67	148.78	8.89	5.7%	0.86	0.5%	90%	False	False	189,223

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	159.12
2.618	158.35
1.618	157.88
1.000	157.59
0.618	157.41
HIGH	157.12
0.618	156.94
0.500	156.89
0.382	156.83
LOW	156.65
0.618	156.36
1.000	156.18
1.618	155.89
2.618	155.42
4.250	154.65

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	156.89	156.70
PP	156.84	156.66
S1	156.80	156.61

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

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