Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	157.29	157.25	-0.04	0.0%	155.16
High	157.39	157.72	0.33	0.2%	157.09
Low	156.78	157.18	0.40	0.3%	154.81
Close	157.31	157.33	0.02	0.0%	156.92
Range	0.61	0.54	-0.07	-11.5%	2.28
ATR	0.77	0.75	-0.02	-2.1%	0.00
Volume	513,432	608,228	94,796	18.5%	3,037,726

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.03	158.72	157.63
R3	158.49	158.18	157.48
R2	157.95	157.95	157.43
R1	157.64	157.64	157.38	157.80
PP	157.41	157.41	157.41	157.49
S1	157.10	157.10	157.28	157.26
S2	156.87	156.87	157.23
S3	156.33	156.56	157.18
S4	155.79	156.02	157.03

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	163.11	162.30	158.17
R3	160.83	160.02	157.55
R2	158.55	158.55	157.34
R1	157.74	157.74	157.13	158.15
PP	156.27	156.27	156.27	156.48
S1	155.46	155.46	156.71	155.87
S2	153.99	153.99	156.50
S3	151.71	153.18	156.29
S4	149.43	150.90	155.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157.72	155.92	1.80	1.1%	0.61	0.4%	78%	True	False	578,955
10	157.72	154.81	2.91	1.8%	0.74	0.5%	87%	True	False	657,550
20	158.60	154.81	3.79	2.4%	0.77	0.5%	66%	False	False	620,406
40	158.60	154.81	3.79	2.4%	0.74	0.5%	66%	False	False	593,316
60	158.60	152.75	5.85	3.7%	0.80	0.5%	78%	False	False	546,672
80	158.60	152.75	5.85	3.7%	0.78	0.5%	78%	False	False	412,528
100	158.60	149.90	8.70	5.5%	0.80	0.5%	85%	False	False	330,392
120	158.60	148.78	9.82	6.2%	0.84	0.5%	87%	False	False	275,388

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.16
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	160.02
2.618	159.13
1.618	158.59
1.000	158.26
0.618	158.05
HIGH	157.72
0.618	157.51
0.500	157.45
0.382	157.39
LOW	157.18
0.618	156.85
1.000	156.64
1.618	156.31
2.618	155.77
4.250	154.89

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	157.45	157.23
PP	157.41	157.12
S1	157.37	157.02

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

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