Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	157.78	157.96	0.18	0.1%	157.29
High	158.10	158.19	0.09	0.1%	158.19
Low	157.64	157.78	0.14	0.1%	156.78
Close	158.02	158.02	0.00	0.0%	158.02
Range	0.46	0.41	-0.05	-10.9%	1.41
ATR	0.72	0.69	-0.02	-3.1%	0.00
Volume	485,668	695,283	209,615	43.2%	2,887,282

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.23	159.03	158.25
R3	158.82	158.62	158.13
R2	158.41	158.41	158.10
R1	158.21	158.21	158.06	158.31
PP	158.00	158.00	158.00	158.05
S1	157.80	157.80	157.98	157.90
S2	157.59	157.59	157.94
S3	157.18	157.39	157.91
S4	156.77	156.98	157.79

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.89	161.37	158.80
R3	160.48	159.96	158.41
R2	159.07	159.07	158.28
R1	158.55	158.55	158.15	158.81
PP	157.66	157.66	157.66	157.80
S1	157.14	157.14	157.89	157.40
S2	156.25	156.25	157.76
S3	154.84	155.73	157.63
S4	153.43	154.32	157.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.19	156.78	1.41	0.9%	0.51	0.3%	88%	True	False	577,456
10	158.19	154.81	3.38	2.1%	0.60	0.4%	95%	True	False	592,500
20	158.60	154.81	3.79	2.4%	0.70	0.4%	85%	False	False	628,376
40	158.60	154.81	3.79	2.4%	0.72	0.5%	85%	False	False	591,214
60	158.60	152.75	5.85	3.7%	0.76	0.5%	90%	False	False	574,317
80	158.60	152.75	5.85	3.7%	0.78	0.5%	90%	False	False	434,474
100	158.60	149.90	8.70	5.5%	0.79	0.5%	93%	False	False	348,028
120	158.60	148.78	9.82	6.2%	0.81	0.5%	94%	False	False	290,101

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	159.93
2.618	159.26
1.618	158.85
1.000	158.60
0.618	158.44
HIGH	158.19
0.618	158.03
0.500	157.99
0.382	157.94
LOW	157.78
0.618	157.53
1.000	157.37
1.618	157.12
2.618	156.71
4.250	156.04

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	158.01	157.94
PP	158.00	157.85
S1	157.99	157.77

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

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