Euro Bund Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Nov-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Nov-2016 | 
                    30-Nov-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        161.98 | 
                        161.87 | 
                        -0.11 | 
                        -0.1% | 
                        160.95 | 
                     
                    
                        | High | 
                        162.01 | 
                        162.01 | 
                        0.00 | 
                        0.0% | 
                        161.72 | 
                     
                    
                        | Low | 
                        161.33 | 
                        160.80 | 
                        -0.53 | 
                        -0.3% | 
                        160.31 | 
                     
                    
                        | Close | 
                        161.50 | 
                        161.06 | 
                        -0.44 | 
                        -0.3% | 
                        161.36 | 
                     
                    
                        | Range | 
                        0.68 | 
                        1.21 | 
                        0.53 | 
                        77.9% | 
                        1.41 | 
                     
                    
                        | ATR | 
                        0.88 | 
                        0.91 | 
                        0.02 | 
                        2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        933,161 | 
                        1,333,037 | 
                        399,876 | 
                        42.9% | 
                        3,129,139 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Nov-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                164.92 | 
                164.20 | 
                161.73 | 
                 | 
             
            
                | R3 | 
                163.71 | 
                162.99 | 
                161.39 | 
                 | 
             
            
                | R2 | 
                162.50 | 
                162.50 | 
                161.28 | 
                 | 
             
            
                | R1 | 
                161.78 | 
                161.78 | 
                161.17 | 
                161.54 | 
             
            
                | PP | 
                161.29 | 
                161.29 | 
                161.29 | 
                161.17 | 
             
            
                | S1 | 
                160.57 | 
                160.57 | 
                160.95 | 
                160.33 | 
             
            
                | S2 | 
                160.08 | 
                160.08 | 
                160.84 | 
                 | 
             
            
                | S3 | 
                158.87 | 
                159.36 | 
                160.73 | 
                 | 
             
            
                | S4 | 
                157.66 | 
                158.15 | 
                160.39 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Nov-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                165.36 | 
                164.77 | 
                162.14 | 
                 | 
             
            
                | R3 | 
                163.95 | 
                163.36 | 
                161.75 | 
                 | 
             
            
                | R2 | 
                162.54 | 
                162.54 | 
                161.62 | 
                 | 
             
            
                | R1 | 
                161.95 | 
                161.95 | 
                161.49 | 
                162.25 | 
             
            
                | PP | 
                161.13 | 
                161.13 | 
                161.13 | 
                161.28 | 
             
            
                | S1 | 
                160.54 | 
                160.54 | 
                161.23 | 
                160.84 | 
             
            
                | S2 | 
                159.72 | 
                159.72 | 
                161.10 | 
                 | 
             
            
                | S3 | 
                158.31 | 
                159.13 | 
                160.97 | 
                 | 
             
            
                | S4 | 
                156.90 | 
                157.72 | 
                160.58 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                162.08 | 
                160.31 | 
                1.77 | 
                1.1% | 
                0.89 | 
                0.6% | 
                42% | 
                False | 
                False | 
                966,128 | 
                 
                
                | 10 | 
                162.08 | 
                159.82 | 
                2.26 | 
                1.4% | 
                0.83 | 
                0.5% | 
                55% | 
                False | 
                False | 
                866,973 | 
                 
                
                | 20 | 
                163.19 | 
                159.14 | 
                4.05 | 
                2.5% | 
                0.89 | 
                0.5% | 
                47% | 
                False | 
                False | 
                862,250 | 
                 
                
                | 40 | 
                165.03 | 
                159.14 | 
                5.89 | 
                3.7% | 
                0.80 | 
                0.5% | 
                33% | 
                False | 
                False | 
                805,567 | 
                 
                
                | 60 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.78 | 
                0.5% | 
                27% | 
                False | 
                False | 
                769,931 | 
                 
                
                | 80 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.74 | 
                0.5% | 
                27% | 
                False | 
                False | 
                609,714 | 
                 
                
                | 100 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.71 | 
                0.4% | 
                27% | 
                False | 
                False | 
                488,516 | 
                 
                
                | 120 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.69 | 
                0.4% | 
                27% | 
                False | 
                False | 
                407,106 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            167.15 | 
         
        
            | 
2.618             | 
            165.18 | 
         
        
            | 
1.618             | 
            163.97 | 
         
        
            | 
1.000             | 
            163.22 | 
         
        
            | 
0.618             | 
            162.76 | 
         
        
            | 
HIGH             | 
            162.01 | 
         
        
            | 
0.618             | 
            161.55 | 
         
        
            | 
0.500             | 
            161.41 | 
         
        
            | 
0.382             | 
            161.26 | 
         
        
            | 
LOW             | 
            160.80 | 
         
        
            | 
0.618             | 
            160.05 | 
         
        
            | 
1.000             | 
            159.59 | 
         
        
            | 
1.618             | 
            158.84 | 
         
        
            | 
2.618             | 
            157.63 | 
         
        
            | 
4.250             | 
            155.66 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Nov-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                161.41 | 
                                161.44 | 
                             
                            
                                | PP | 
                                161.29 | 
                                161.31 | 
                             
                            
                                | S1 | 
                                161.18 | 
                                161.19 | 
                             
             
         |