Euro Bund Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2016 | 
                    27-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        164.10 | 
                        163.67 | 
                        -0.43 | 
                        -0.3% | 
                        163.76 | 
                     
                    
                        | High | 
                        164.28 | 
                        164.64 | 
                        0.36 | 
                        0.2% | 
                        164.08 | 
                     
                    
                        | Low | 
                        163.78 | 
                        163.67 | 
                        -0.11 | 
                        -0.1% | 
                        163.04 | 
                     
                    
                        | Close | 
                        163.78 | 
                        164.64 | 
                        0.86 | 
                        0.5% | 
                        163.67 | 
                     
                    
                        | Range | 
                        0.50 | 
                        0.97 | 
                        0.47 | 
                        94.0% | 
                        1.04 | 
                     
                    
                        | ATR | 
                        0.61 | 
                        0.63 | 
                        0.03 | 
                        4.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,039 | 
                        2,687 | 
                        -2,352 | 
                        -46.7% | 
                        18,293 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                167.23 | 
                166.90 | 
                165.17 | 
                 | 
             
            
                | R3 | 
                166.26 | 
                165.93 | 
                164.91 | 
                 | 
             
            
                | R2 | 
                165.29 | 
                165.29 | 
                164.82 | 
                 | 
             
            
                | R1 | 
                164.96 | 
                164.96 | 
                164.73 | 
                165.13 | 
             
            
                | PP | 
                164.32 | 
                164.32 | 
                164.32 | 
                164.40 | 
             
            
                | S1 | 
                163.99 | 
                163.99 | 
                164.55 | 
                164.16 | 
             
            
                | S2 | 
                163.35 | 
                163.35 | 
                164.46 | 
                 | 
             
            
                | S3 | 
                162.38 | 
                163.02 | 
                164.37 | 
                 | 
             
            
                | S4 | 
                161.41 | 
                162.05 | 
                164.11 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                166.72 | 
                166.23 | 
                164.24 | 
                 | 
             
            
                | R3 | 
                165.68 | 
                165.19 | 
                163.96 | 
                 | 
             
            
                | R2 | 
                164.64 | 
                164.64 | 
                163.86 | 
                 | 
             
            
                | R1 | 
                164.15 | 
                164.15 | 
                163.77 | 
                163.88 | 
             
            
                | PP | 
                163.60 | 
                163.60 | 
                163.60 | 
                163.46 | 
             
            
                | S1 | 
                163.11 | 
                163.11 | 
                163.57 | 
                162.84 | 
             
            
                | S2 | 
                162.56 | 
                162.56 | 
                163.48 | 
                 | 
             
            
                | S3 | 
                161.52 | 
                162.07 | 
                163.38 | 
                 | 
             
            
                | S4 | 
                160.48 | 
                161.03 | 
                163.10 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                164.64 | 
                163.04 | 
                1.60 | 
                1.0% | 
                0.65 | 
                0.4% | 
                100% | 
                True | 
                False | 
                2,473 | 
                 
                
                | 10 | 
                164.64 | 
                163.04 | 
                1.60 | 
                1.0% | 
                0.57 | 
                0.3% | 
                100% | 
                True | 
                False | 
                2,944 | 
                 
                
                | 20 | 
                165.38 | 
                163.04 | 
                2.34 | 
                1.4% | 
                0.57 | 
                0.3% | 
                68% | 
                False | 
                False | 
                1,525 | 
                 
                
                | 40 | 
                165.63 | 
                160.60 | 
                5.03 | 
                3.1% | 
                0.52 | 
                0.3% | 
                80% | 
                False | 
                False | 
                774 | 
                 
                
                | 60 | 
                165.63 | 
                159.58 | 
                6.05 | 
                3.7% | 
                0.43 | 
                0.3% | 
                84% | 
                False | 
                False | 
                517 | 
                 
                
                | 80 | 
                165.63 | 
                159.13 | 
                6.50 | 
                3.9% | 
                0.32 | 
                0.2% | 
                85% | 
                False | 
                False | 
                387 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            168.76 | 
         
        
            | 
2.618             | 
            167.18 | 
         
        
            | 
1.618             | 
            166.21 | 
         
        
            | 
1.000             | 
            165.61 | 
         
        
            | 
0.618             | 
            165.24 | 
         
        
            | 
HIGH             | 
            164.64 | 
         
        
            | 
0.618             | 
            164.27 | 
         
        
            | 
0.500             | 
            164.16 | 
         
        
            | 
0.382             | 
            164.04 | 
         
        
            | 
LOW             | 
            163.67 | 
         
        
            | 
0.618             | 
            163.07 | 
         
        
            | 
1.000             | 
            162.70 | 
         
        
            | 
1.618             | 
            162.10 | 
         
        
            | 
2.618             | 
            161.13 | 
         
        
            | 
4.250             | 
            159.55 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                164.48 | 
                                164.45 | 
                             
                            
                                | PP | 
                                164.32 | 
                                164.26 | 
                             
                            
                                | S1 | 
                                164.16 | 
                                164.08 | 
                             
             
         |