Euro Bund Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Oct-2016 | 
                    10-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        164.25 | 
                        164.05 | 
                        -0.20 | 
                        -0.1% | 
                        165.69 | 
                     
                    
                        | High | 
                        164.30 | 
                        164.18 | 
                        -0.12 | 
                        -0.1% | 
                        165.85 | 
                     
                    
                        | Low | 
                        163.72 | 
                        163.31 | 
                        -0.41 | 
                        -0.3% | 
                        163.72 | 
                     
                    
                        | Close | 
                        163.91 | 
                        163.42 | 
                        -0.49 | 
                        -0.3% | 
                        163.91 | 
                     
                    
                        | Range | 
                        0.58 | 
                        0.87 | 
                        0.29 | 
                        50.0% | 
                        2.13 | 
                     
                    
                        | ATR | 
                        0.76 | 
                        0.77 | 
                        0.01 | 
                        1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        584,949 | 
                        777,242 | 
                        192,293 | 
                        32.9% | 
                        4,363,349 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                166.25 | 
                165.70 | 
                163.90 | 
                 | 
             
            
                | R3 | 
                165.38 | 
                164.83 | 
                163.66 | 
                 | 
             
            
                | R2 | 
                164.51 | 
                164.51 | 
                163.58 | 
                 | 
             
            
                | R1 | 
                163.96 | 
                163.96 | 
                163.50 | 
                163.80 | 
             
            
                | PP | 
                163.64 | 
                163.64 | 
                163.64 | 
                163.56 | 
             
            
                | S1 | 
                163.09 | 
                163.09 | 
                163.34 | 
                162.93 | 
             
            
                | S2 | 
                162.77 | 
                162.77 | 
                163.26 | 
                 | 
             
            
                | S3 | 
                161.90 | 
                162.22 | 
                163.18 | 
                 | 
             
            
                | S4 | 
                161.03 | 
                161.35 | 
                162.94 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                170.88 | 
                169.53 | 
                165.08 | 
                 | 
             
            
                | R3 | 
                168.75 | 
                167.40 | 
                164.50 | 
                 | 
             
            
                | R2 | 
                166.62 | 
                166.62 | 
                164.30 | 
                 | 
             
            
                | R1 | 
                165.27 | 
                165.27 | 
                164.11 | 
                164.88 | 
             
            
                | PP | 
                164.49 | 
                164.49 | 
                164.49 | 
                164.30 | 
             
            
                | S1 | 
                163.14 | 
                163.14 | 
                163.71 | 
                162.75 | 
             
            
                | S2 | 
                162.36 | 
                162.36 | 
                163.52 | 
                 | 
             
            
                | S3 | 
                160.23 | 
                161.01 | 
                163.32 | 
                 | 
             
            
                | S4 | 
                158.10 | 
                158.88 | 
                162.74 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                165.68 | 
                163.31 | 
                2.37 | 
                1.5% | 
                0.83 | 
                0.5% | 
                5% | 
                False | 
                True | 
                861,552 | 
                 
                
                | 10 | 
                166.36 | 
                163.31 | 
                3.05 | 
                1.9% | 
                0.73 | 
                0.4% | 
                4% | 
                False | 
                True | 
                768,234 | 
                 
                
                | 20 | 
                166.36 | 
                162.56 | 
                3.80 | 
                2.3% | 
                0.73 | 
                0.4% | 
                23% | 
                False | 
                False | 
                693,148 | 
                 
                
                | 40 | 
                166.36 | 
                162.56 | 
                3.80 | 
                2.3% | 
                0.72 | 
                0.4% | 
                23% | 
                False | 
                False | 
                495,794 | 
                 
                
                | 60 | 
                166.36 | 
                162.56 | 
                3.80 | 
                2.3% | 
                0.66 | 
                0.4% | 
                23% | 
                False | 
                False | 
                331,933 | 
                 
                
                | 80 | 
                166.36 | 
                161.11 | 
                5.25 | 
                3.2% | 
                0.65 | 
                0.4% | 
                44% | 
                False | 
                False | 
                248,987 | 
                 
                
                | 100 | 
                166.36 | 
                159.75 | 
                6.61 | 
                4.0% | 
                0.56 | 
                0.3% | 
                56% | 
                False | 
                False | 
                199,193 | 
                 
                
                | 120 | 
                166.36 | 
                159.13 | 
                7.23 | 
                4.4% | 
                0.51 | 
                0.3% | 
                59% | 
                False | 
                False | 
                165,994 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            167.88 | 
         
        
            | 
2.618             | 
            166.46 | 
         
        
            | 
1.618             | 
            165.59 | 
         
        
            | 
1.000             | 
            165.05 | 
         
        
            | 
0.618             | 
            164.72 | 
         
        
            | 
HIGH             | 
            164.18 | 
         
        
            | 
0.618             | 
            163.85 | 
         
        
            | 
0.500             | 
            163.75 | 
         
        
            | 
0.382             | 
            163.64 | 
         
        
            | 
LOW             | 
            163.31 | 
         
        
            | 
0.618             | 
            162.77 | 
         
        
            | 
1.000             | 
            162.44 | 
         
        
            | 
1.618             | 
            161.90 | 
         
        
            | 
2.618             | 
            161.03 | 
         
        
            | 
4.250             | 
            159.61 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                163.75 | 
                                164.09 | 
                             
                            
                                | PP | 
                                163.64 | 
                                163.87 | 
                             
                            
                                | S1 | 
                                163.53 | 
                                163.64 | 
                             
             
         |