Euro Bund Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2016 | 
                    29-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        164.74 | 
                        164.37 | 
                        -0.37 | 
                        -0.2% | 
                        163.74 | 
                     
                    
                        | High | 
                        164.82 | 
                        165.28 | 
                        0.46 | 
                        0.3% | 
                        165.28 | 
                     
                    
                        | Low | 
                        164.44 | 
                        164.30 | 
                        -0.14 | 
                        -0.1% | 
                        163.51 | 
                     
                    
                        | Close | 
                        164.70 | 
                        165.10 | 
                        0.40 | 
                        0.2% | 
                        165.10 | 
                     
                    
                        | Range | 
                        0.38 | 
                        0.98 | 
                        0.60 | 
                        157.9% | 
                        1.77 | 
                     
                    
                        | ATR | 
                        0.61 | 
                        0.64 | 
                        0.03 | 
                        4.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,676 | 
                        6,089 | 
                        2,413 | 
                        65.6% | 
                        19,140 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                167.83 | 
                167.45 | 
                165.64 | 
                 | 
             
            
                | R3 | 
                166.85 | 
                166.47 | 
                165.37 | 
                 | 
             
            
                | R2 | 
                165.87 | 
                165.87 | 
                165.28 | 
                 | 
             
            
                | R1 | 
                165.49 | 
                165.49 | 
                165.19 | 
                165.68 | 
             
            
                | PP | 
                164.89 | 
                164.89 | 
                164.89 | 
                164.99 | 
             
            
                | S1 | 
                164.51 | 
                164.51 | 
                165.01 | 
                164.70 | 
             
            
                | S2 | 
                163.91 | 
                163.91 | 
                164.92 | 
                 | 
             
            
                | S3 | 
                162.93 | 
                163.53 | 
                164.83 | 
                 | 
             
            
                | S4 | 
                161.95 | 
                162.55 | 
                164.56 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                169.94 | 
                169.29 | 
                166.07 | 
                 | 
             
            
                | R3 | 
                168.17 | 
                167.52 | 
                165.59 | 
                 | 
             
            
                | R2 | 
                166.40 | 
                166.40 | 
                165.42 | 
                 | 
             
            
                | R1 | 
                165.75 | 
                165.75 | 
                165.26 | 
                166.08 | 
             
            
                | PP | 
                164.63 | 
                164.63 | 
                164.63 | 
                164.79 | 
             
            
                | S1 | 
                163.98 | 
                163.98 | 
                164.94 | 
                164.31 | 
             
            
                | S2 | 
                162.86 | 
                162.86 | 
                164.78 | 
                 | 
             
            
                | S3 | 
                161.09 | 
                162.21 | 
                164.61 | 
                 | 
             
            
                | S4 | 
                159.32 | 
                160.44 | 
                164.13 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                165.28 | 
                163.51 | 
                1.77 | 
                1.1% | 
                0.68 | 
                0.4% | 
                90% | 
                True | 
                False | 
                3,828 | 
                 
                
                | 10 | 
                165.28 | 
                163.04 | 
                2.24 | 
                1.4% | 
                0.55 | 
                0.3% | 
                92% | 
                True | 
                False | 
                3,743 | 
                 
                
                | 20 | 
                165.38 | 
                163.04 | 
                2.34 | 
                1.4% | 
                0.53 | 
                0.3% | 
                88% | 
                False | 
                False | 
                2,011 | 
                 
                
                | 40 | 
                165.63 | 
                161.11 | 
                4.52 | 
                2.7% | 
                0.53 | 
                0.3% | 
                88% | 
                False | 
                False | 
                1,017 | 
                 
                
                | 60 | 
                165.63 | 
                159.58 | 
                6.05 | 
                3.7% | 
                0.45 | 
                0.3% | 
                91% | 
                False | 
                False | 
                679 | 
                 
                
                | 80 | 
                165.63 | 
                159.13 | 
                6.50 | 
                3.9% | 
                0.34 | 
                0.2% | 
                92% | 
                False | 
                False | 
                510 | 
                 
                
                | 100 | 
                165.63 | 
                158.66 | 
                6.97 | 
                4.2% | 
                0.27 | 
                0.2% | 
                92% | 
                False | 
                False | 
                408 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            169.45 | 
         
        
            | 
2.618             | 
            167.85 | 
         
        
            | 
1.618             | 
            166.87 | 
         
        
            | 
1.000             | 
            166.26 | 
         
        
            | 
0.618             | 
            165.89 | 
         
        
            | 
HIGH             | 
            165.28 | 
         
        
            | 
0.618             | 
            164.91 | 
         
        
            | 
0.500             | 
            164.79 | 
         
        
            | 
0.382             | 
            164.67 | 
         
        
            | 
LOW             | 
            164.30 | 
         
        
            | 
0.618             | 
            163.69 | 
         
        
            | 
1.000             | 
            163.32 | 
         
        
            | 
1.618             | 
            162.71 | 
         
        
            | 
2.618             | 
            161.73 | 
         
        
            | 
4.250             | 
            160.14 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                165.00 | 
                                164.89 | 
                             
                            
                                | PP | 
                                164.89 | 
                                164.68 | 
                             
                            
                                | S1 | 
                                164.79 | 
                                164.48 | 
                             
             
         |