Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	157.60	157.78	0.18	0.1%	155.16
High	157.85	158.10	0.25	0.2%	157.09
Low	157.34	157.64	0.30	0.2%	154.81
Close	157.69	158.02	0.33	0.2%	156.92
Range	0.51	0.46	-0.05	-9.8%	2.28
ATR	0.74	0.72	-0.02	-2.7%	0.00
Volume	584,671	485,668	-99,003	-16.9%	3,037,726

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.30	159.12	158.27
R3	158.84	158.66	158.15
R2	158.38	158.38	158.10
R1	158.20	158.20	158.06	158.29
PP	157.92	157.92	157.92	157.97
S1	157.74	157.74	157.98	157.83
S2	157.46	157.46	157.94
S3	157.00	157.28	157.89
S4	156.54	156.82	157.77

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	158.10	156.32	1.78	1.1%	0.58	0.4%	96%	True	False	559,287
10	158.10	154.81	3.29	2.1%	0.71	0.4%	98%	True	False	604,327
20	158.60	154.81	3.79	2.4%	0.71	0.4%	85%	False	False	610,833
40	158.60	154.81	3.79	2.4%	0.73	0.5%	85%	False	False	587,110
60	158.60	152.75	5.85	3.7%	0.76	0.5%	90%	False	False	563,179
80	158.60	152.75	5.85	3.7%	0.78	0.5%	90%	False	False	425,814
100	158.60	149.90	8.70	5.5%	0.79	0.5%	93%	False	False	341,080
120	158.60	148.78	9.82	6.2%	0.82	0.5%	94%	False	False	284,307

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	160.06
2.618	159.30
1.618	158.84
1.000	158.56
0.618	158.38
HIGH	158.10
0.618	157.92
0.500	157.87
0.382	157.82
LOW	157.64
0.618	157.36
1.000	157.18
1.618	156.90
2.618	156.44
4.250	155.69

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	157.97	157.89
PP	157.92	157.77
S1	157.87	157.64

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

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