Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	158.30	155.54	-2.76	-1.7%	158.45
High	158.63	156.21	-2.42	-1.5%	158.75
Low	155.17	155.03	-0.14	-0.1%	155.03
Close	156.11	155.71	-0.40	-0.3%	155.71
Range	3.46	1.18	-2.28	-65.9%	3.72
ATR	0.88	0.90	0.02	2.4%	0.00
Volume	1,267,237	299,221	-968,016	-76.4%	4,827,888

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.19	158.63	156.36
R3	158.01	157.45	156.03
R2	156.83	156.83	155.93
R1	156.27	156.27	155.82	156.55
PP	155.65	155.65	155.65	155.79
S1	155.09	155.09	155.60	155.37
S2	154.47	154.47	155.49
S3	153.29	153.91	155.39
S4	152.11	152.73	155.06

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	167.66	165.40	157.76
R3	163.94	161.68	156.73
R2	160.22	160.22	156.39
R1	157.96	157.96	156.05	157.23
PP	156.50	156.50	156.50	156.13
S1	154.24	154.24	155.37	153.51
S2	152.78	152.78	155.03
S3	149.06	150.52	154.69
S4	145.34	146.80	153.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.75	155.03	3.72	2.4%	1.28	0.8%	18%	False	True	965,577
10	158.78	155.03	3.75	2.4%	0.95	0.6%	18%	False	True	778,197
20	158.78	154.81	3.97	2.5%	0.83	0.5%	23%	False	False	691,262
40	158.78	154.81	3.97	2.5%	0.77	0.5%	23%	False	False	630,036
60	158.78	153.50	5.28	3.4%	0.78	0.5%	42%	False	False	618,717
80	158.78	152.75	6.03	3.9%	0.80	0.5%	49%	False	False	522,439
100	158.78	151.70	7.08	4.5%	0.77	0.5%	57%	False	False	418,701
120	158.78	149.89	8.89	5.7%	0.82	0.5%	65%	False	False	349,139

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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	161.23
2.618	159.30
1.618	158.12
1.000	157.39
0.618	156.94
HIGH	156.21
0.618	155.76
0.500	155.62
0.382	155.48
LOW	155.03
0.618	154.30
1.000	153.85
1.618	153.12
2.618	151.94
4.250	150.02

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	155.68	156.89
PP	155.65	156.50
S1	155.62	156.10

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

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