Euro Bund Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Oct-2016 | 
                    19-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        163.42 | 
                        163.74 | 
                        0.32 | 
                        0.2% | 
                        164.05 | 
                     
                    
                        | High | 
                        163.81 | 
                        164.04 | 
                        0.23 | 
                        0.1% | 
                        164.18 | 
                     
                    
                        | Low | 
                        163.30 | 
                        163.71 | 
                        0.41 | 
                        0.3% | 
                        163.15 | 
                     
                    
                        | Close | 
                        163.74 | 
                        163.82 | 
                        0.08 | 
                        0.0% | 
                        163.46 | 
                     
                    
                        | Range | 
                        0.51 | 
                        0.33 | 
                        -0.18 | 
                        -35.3% | 
                        1.03 | 
                     
                    
                        | ATR | 
                        0.71 | 
                        0.68 | 
                        -0.03 | 
                        -3.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        599,568 | 
                        840,471 | 
                        240,903 | 
                        40.2% | 
                        3,336,974 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                164.85 | 
                164.66 | 
                164.00 | 
                 | 
             
            
                | R3 | 
                164.52 | 
                164.33 | 
                163.91 | 
                 | 
             
            
                | R2 | 
                164.19 | 
                164.19 | 
                163.88 | 
                 | 
             
            
                | R1 | 
                164.00 | 
                164.00 | 
                163.85 | 
                164.10 | 
             
            
                | PP | 
                163.86 | 
                163.86 | 
                163.86 | 
                163.90 | 
             
            
                | S1 | 
                163.67 | 
                163.67 | 
                163.79 | 
                163.77 | 
             
            
                | S2 | 
                163.53 | 
                163.53 | 
                163.76 | 
                 | 
             
            
                | S3 | 
                163.20 | 
                163.34 | 
                163.73 | 
                 | 
             
            
                | S4 | 
                162.87 | 
                163.01 | 
                163.64 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                166.69 | 
                166.10 | 
                164.03 | 
                 | 
             
            
                | R3 | 
                165.66 | 
                165.07 | 
                163.74 | 
                 | 
             
            
                | R2 | 
                164.63 | 
                164.63 | 
                163.65 | 
                 | 
             
            
                | R1 | 
                164.04 | 
                164.04 | 
                163.55 | 
                163.82 | 
             
            
                | PP | 
                163.60 | 
                163.60 | 
                163.60 | 
                163.49 | 
             
            
                | S1 | 
                163.01 | 
                163.01 | 
                163.37 | 
                162.79 | 
             
            
                | S2 | 
                162.57 | 
                162.57 | 
                163.27 | 
                 | 
             
            
                | S3 | 
                161.54 | 
                161.98 | 
                163.18 | 
                 | 
             
            
                | S4 | 
                160.51 | 
                160.95 | 
                162.89 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                164.04 | 
                162.81 | 
                1.23 | 
                0.8% | 
                0.52 | 
                0.3% | 
                82% | 
                True | 
                False | 
                668,437 | 
                 
                
                | 10 | 
                164.87 | 
                162.81 | 
                2.06 | 
                1.3% | 
                0.61 | 
                0.4% | 
                49% | 
                False | 
                False | 
                681,998 | 
                 
                
                | 20 | 
                166.36 | 
                162.81 | 
                3.55 | 
                2.2% | 
                0.65 | 
                0.4% | 
                28% | 
                False | 
                False | 
                703,108 | 
                 
                
                | 40 | 
                166.36 | 
                162.56 | 
                3.80 | 
                2.3% | 
                0.70 | 
                0.4% | 
                33% | 
                False | 
                False | 
                608,397 | 
                 
                
                | 60 | 
                166.36 | 
                162.56 | 
                3.80 | 
                2.3% | 
                0.67 | 
                0.4% | 
                33% | 
                False | 
                False | 
                408,137 | 
                 
                
                | 80 | 
                166.36 | 
                162.56 | 
                3.80 | 
                2.3% | 
                0.64 | 
                0.4% | 
                33% | 
                False | 
                False | 
                306,450 | 
                 
                
                | 100 | 
                166.36 | 
                160.33 | 
                6.03 | 
                3.7% | 
                0.60 | 
                0.4% | 
                58% | 
                False | 
                False | 
                245,165 | 
                 
                
                | 120 | 
                166.36 | 
                159.58 | 
                6.78 | 
                4.1% | 
                0.54 | 
                0.3% | 
                63% | 
                False | 
                False | 
                204,304 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            165.44 | 
         
        
            | 
2.618             | 
            164.90 | 
         
        
            | 
1.618             | 
            164.57 | 
         
        
            | 
1.000             | 
            164.37 | 
         
        
            | 
0.618             | 
            164.24 | 
         
        
            | 
HIGH             | 
            164.04 | 
         
        
            | 
0.618             | 
            163.91 | 
         
        
            | 
0.500             | 
            163.88 | 
         
        
            | 
0.382             | 
            163.84 | 
         
        
            | 
LOW             | 
            163.71 | 
         
        
            | 
0.618             | 
            163.51 | 
         
        
            | 
1.000             | 
            163.38 | 
         
        
            | 
1.618             | 
            163.18 | 
         
        
            | 
2.618             | 
            162.85 | 
         
        
            | 
4.250             | 
            162.31 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                163.88 | 
                                163.69 | 
                             
                            
                                | PP | 
                                163.86 | 
                                163.56 | 
                             
                            
                                | S1 | 
                                163.84 | 
                                163.43 | 
                             
             
         |