Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Dec-2014 | 
                    30-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        155.14 | 
                        155.69 | 
                        0.55 | 
                        0.4% | 
                        155.23 | 
                     
                    
                        | High | 
                        155.88 | 
                        155.96 | 
                        0.08 | 
                        0.1% | 
                        155.31 | 
                     
                    
                        | Low | 
                        155.06 | 
                        155.56 | 
                        0.50 | 
                        0.3% | 
                        154.90 | 
                     
                    
                        | Close | 
                        155.82 | 
                        155.87 | 
                        0.05 | 
                        0.0% | 
                        155.17 | 
                     
                    
                        | Range | 
                        0.82 | 
                        0.40 | 
                        -0.42 | 
                        -51.2% | 
                        0.41 | 
                     
                    
                        | ATR | 
                        0.58 | 
                        0.56 | 
                        -0.01 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        225,347 | 
                        337,404 | 
                        112,057 | 
                        49.7% | 
                        442,877 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                157.00 | 
                156.83 | 
                156.09 | 
                 | 
             
            
                | R3 | 
                156.60 | 
                156.43 | 
                155.98 | 
                 | 
             
            
                | R2 | 
                156.20 | 
                156.20 | 
                155.94 | 
                 | 
             
            
                | R1 | 
                156.03 | 
                156.03 | 
                155.91 | 
                156.12 | 
             
            
                | PP | 
                155.80 | 
                155.80 | 
                155.80 | 
                155.84 | 
             
            
                | S1 | 
                155.63 | 
                155.63 | 
                155.83 | 
                155.72 | 
             
            
                | S2 | 
                155.40 | 
                155.40 | 
                155.80 | 
                 | 
             
            
                | S3 | 
                155.00 | 
                155.23 | 
                155.76 | 
                 | 
             
            
                | S4 | 
                154.60 | 
                154.83 | 
                155.65 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                156.36 | 
                156.17 | 
                155.40 | 
                 | 
             
            
                | R3 | 
                155.95 | 
                155.76 | 
                155.28 | 
                 | 
             
            
                | R2 | 
                155.54 | 
                155.54 | 
                155.25 | 
                 | 
             
            
                | R1 | 
                155.35 | 
                155.35 | 
                155.21 | 
                155.24 | 
             
            
                | PP | 
                155.13 | 
                155.13 | 
                155.13 | 
                155.07 | 
             
            
                | S1 | 
                154.94 | 
                154.94 | 
                155.13 | 
                154.83 | 
             
            
                | S2 | 
                154.72 | 
                154.72 | 
                155.09 | 
                 | 
             
            
                | S3 | 
                154.31 | 
                154.53 | 
                155.06 | 
                 | 
             
            
                | S4 | 
                153.90 | 
                154.12 | 
                154.94 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                155.96 | 
                154.58 | 
                1.38 | 
                0.9% | 
                0.51 | 
                0.3% | 
                93% | 
                True | 
                False | 
                271,916 | 
                 
                
                | 10 | 
                155.96 | 
                154.23 | 
                1.73 | 
                1.1% | 
                0.58 | 
                0.4% | 
                95% | 
                True | 
                False | 
                415,043 | 
                 
                
                | 20 | 
                155.96 | 
                152.50 | 
                3.46 | 
                2.2% | 
                0.57 | 
                0.4% | 
                97% | 
                True | 
                False | 
                511,377 | 
                 
                
                | 40 | 
                155.96 | 
                151.35 | 
                4.61 | 
                3.0% | 
                0.51 | 
                0.3% | 
                98% | 
                True | 
                False | 
                265,649 | 
                 
                
                | 60 | 
                155.96 | 
                150.16 | 
                5.80 | 
                3.7% | 
                0.56 | 
                0.4% | 
                98% | 
                True | 
                False | 
                178,007 | 
                 
                
                | 80 | 
                155.96 | 
                148.17 | 
                7.79 | 
                5.0% | 
                0.54 | 
                0.3% | 
                99% | 
                True | 
                False | 
                133,573 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            157.66 | 
         
        
            | 
2.618             | 
            157.01 | 
         
        
            | 
1.618             | 
            156.61 | 
         
        
            | 
1.000             | 
            156.36 | 
         
        
            | 
0.618             | 
            156.21 | 
         
        
            | 
HIGH             | 
            155.96 | 
         
        
            | 
0.618             | 
            155.81 | 
         
        
            | 
0.500             | 
            155.76 | 
         
        
            | 
0.382             | 
            155.71 | 
         
        
            | 
LOW             | 
            155.56 | 
         
        
            | 
0.618             | 
            155.31 | 
         
        
            | 
1.000             | 
            155.16 | 
         
        
            | 
1.618             | 
            154.91 | 
         
        
            | 
2.618             | 
            154.51 | 
         
        
            | 
4.250             | 
            153.86 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                155.83 | 
                                155.73 | 
                             
                            
                                | PP | 
                                155.80 | 
                                155.58 | 
                             
                            
                                | S1 | 
                                155.76 | 
                                155.44 | 
                             
             
         |