Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	158.45	158.24	-0.21	-0.1%	157.84
High	158.53	158.61	0.08	0.1%	158.78
Low	158.15	157.72	-0.43	-0.3%	157.15
Close	158.31	158.48	0.17	0.1%	158.59
Range	0.38	0.89	0.51	134.2%	1.63
ATR	0.68	0.69	0.02	2.2%	0.00
Volume	939,368	1,161,031	221,663	23.6%	2,258,805

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.94	160.60	158.97
R3	160.05	159.71	158.72
R2	159.16	159.16	158.64
R1	158.82	158.82	158.56	158.99
PP	158.27	158.27	158.27	158.36
S1	157.93	157.93	158.40	158.10
S2	157.38	157.38	158.32
S3	156.49	157.04	158.24
S4	155.60	156.15	157.99

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	157.43	1.35	0.9%	0.63	0.4%	78%	False	False	731,743
10	158.78	157.15	1.63	1.0%	0.59	0.4%	82%	False	False	673,305
20	158.78	154.81	3.97	2.5%	0.67	0.4%	92%	False	False	667,424
40	158.78	154.81	3.97	2.5%	0.69	0.4%	92%	False	False	604,457
60	158.78	153.50	5.28	3.3%	0.73	0.5%	94%	False	False	597,329
80	158.78	152.75	6.03	3.8%	0.76	0.5%	95%	False	False	488,564
100	158.78	149.90	8.88	5.6%	0.76	0.5%	97%	False	False	391,493
120	158.78	149.89	8.89	5.6%	0.79	0.5%	97%	False	False	326,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	162.39
2.618	160.94
1.618	160.05
1.000	159.50
0.618	159.16
HIGH	158.61
0.618	158.27
0.500	158.17
0.382	158.06
LOW	157.72
0.618	157.17
1.000	156.83
1.618	156.28
2.618	155.39
4.250	153.94

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	158.38	158.40
PP	158.27	158.33
S1	158.17	158.25

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

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