Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	158.42	158.45	0.03	0.0%	157.84
High	158.78	158.53	-0.25	-0.2%	158.78
Low	158.30	158.15	-0.15	-0.1%	157.15
Close	158.59	158.31	-0.28	-0.2%	158.59
Range	0.48	0.38	-0.10	-20.8%	1.63
ATR	0.70	0.68	-0.02	-2.6%	0.00
Volume	599,568	939,368	339,800	56.7%	2,258,805

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.47	159.27	158.52
R3	159.09	158.89	158.41
R2	158.71	158.71	158.38
R1	158.51	158.51	158.34	158.42
PP	158.33	158.33	158.33	158.29
S1	158.13	158.13	158.28	158.04
S2	157.95	157.95	158.24
S3	157.57	157.75	158.21
S4	157.19	157.37	158.10

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	163.06	162.46	159.49
R3	161.43	160.83	159.04
R2	159.80	159.80	158.89
R1	159.20	159.20	158.74	159.50
PP	158.17	158.17	158.17	158.33
S1	157.57	157.57	158.44	157.87
S2	156.54	156.54	158.29
S3	154.91	155.94	158.14
S4	153.28	154.31	157.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.78	157.15	1.63	1.0%	0.62	0.4%	71%	False	False	639,634
10	158.78	156.78	2.00	1.3%	0.56	0.4%	77%	False	False	608,545
20	158.78	154.81	3.97	2.5%	0.67	0.4%	88%	False	False	634,140
40	158.78	154.81	3.97	2.5%	0.69	0.4%	88%	False	False	590,816
60	158.78	153.50	5.28	3.3%	0.73	0.5%	91%	False	False	586,043
80	158.78	152.75	6.03	3.8%	0.76	0.5%	92%	False	False	474,067
100	158.78	149.90	8.88	5.6%	0.76	0.5%	95%	False	False	379,904
120	158.78	149.89	8.89	5.6%	0.79	0.5%	95%	False	False	316,751

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	160.15
2.618	159.52
1.618	159.14
1.000	158.91
0.618	158.76
HIGH	158.53
0.618	158.38
0.500	158.34
0.382	158.30
LOW	158.15
0.618	157.92
1.000	157.77
1.618	157.54
2.618	157.16
4.250	156.54

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	158.34	158.26
PP	158.33	158.21
S1	158.32	158.16

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

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