Euro Bund Future December 2015

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

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	156.81	155.76	-1.05	-0.7%	156.03
High	156.88	156.69	-0.19	-0.1%	157.12
Low	155.71	155.72	0.01	0.0%	155.83
Close	155.91	156.59	0.68	0.4%	156.91
Range	1.17	0.97	-0.20	-17.1%	1.29
ATR	0.77	0.78	0.01	1.9%	0.00
Volume	567,360	676,806	109,446	19.3%	2,398,923

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.24	158.89	157.12
R3	158.27	157.92	156.86
R2	157.30	157.30	156.77
R1	156.95	156.95	156.68	157.13
PP	156.33	156.33	156.33	156.42
S1	155.98	155.98	156.50	156.16
S2	155.36	155.36	156.41
S3	154.39	155.01	156.32
S4	153.42	154.04	156.06

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.49	159.99	157.62
R3	159.20	158.70	157.26
R2	157.91	157.91	157.15
R1	157.41	157.41	157.03	157.66
PP	156.62	156.62	156.62	156.75
S1	156.12	156.12	156.79	156.37
S2	155.33	155.33	156.67
S3	154.04	154.83	156.56
S4	152.75	153.54	156.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157.12	155.71	1.41	0.9%	0.70	0.4%	62%	False	False	559,295
10	157.12	155.71	1.41	0.9%	0.66	0.4%	62%	False	False	509,117
20	157.67	155.13	2.54	1.6%	0.72	0.5%	57%	False	False	565,182
40	157.67	152.75	4.92	3.1%	0.78	0.5%	78%	False	False	525,180
60	157.67	152.75	4.92	3.1%	0.79	0.5%	78%	False	False	354,471
80	157.67	149.90	7.77	5.0%	0.81	0.5%	86%	False	False	266,345
100	157.67	148.78	8.89	5.7%	0.85	0.5%	88%	False	False	213,152

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	160.81
2.618	159.23
1.618	158.26
1.000	157.66
0.618	157.29
HIGH	156.69
0.618	156.32
0.500	156.21
0.382	156.09
LOW	155.72
0.618	155.12
1.000	154.75
1.618	154.15
2.618	153.18
4.250	151.60

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	156.46	156.50
PP	156.33	156.41
S1	156.21	156.32

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

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