Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2015 | 
                    14-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        156.71 | 
                        156.95 | 
                        0.24 | 
                        0.2% | 
                        156.51 | 
                     
                    
                        | High | 
                        157.04 | 
                        157.41 | 
                        0.37 | 
                        0.2% | 
                        157.26 | 
                     
                    
                        | Low | 
                        156.56 | 
                        156.84 | 
                        0.28 | 
                        0.2% | 
                        156.10 | 
                     
                    
                        | Close | 
                        156.68 | 
                        157.26 | 
                        0.58 | 
                        0.4% | 
                        156.74 | 
                     
                    
                        | Range | 
                        0.48 | 
                        0.57 | 
                        0.09 | 
                        18.8% | 
                        1.16 | 
                     
                    
                        | ATR | 
                        0.60 | 
                        0.61 | 
                        0.01 | 
                        1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        745,298 | 
                        902,298 | 
                        157,000 | 
                        21.1% | 
                        3,318,521 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                158.88 | 
                158.64 | 
                157.57 | 
                 | 
             
            
                | R3 | 
                158.31 | 
                158.07 | 
                157.42 | 
                 | 
             
            
                | R2 | 
                157.74 | 
                157.74 | 
                157.36 | 
                 | 
             
            
                | R1 | 
                157.50 | 
                157.50 | 
                157.31 | 
                157.62 | 
             
            
                | PP | 
                157.17 | 
                157.17 | 
                157.17 | 
                157.23 | 
             
            
                | S1 | 
                156.93 | 
                156.93 | 
                157.21 | 
                157.05 | 
             
            
                | S2 | 
                156.60 | 
                156.60 | 
                157.16 | 
                 | 
             
            
                | S3 | 
                156.03 | 
                156.36 | 
                157.10 | 
                 | 
             
            
                | S4 | 
                155.46 | 
                155.79 | 
                156.95 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.18 | 
                159.62 | 
                157.38 | 
                 | 
             
            
                | R3 | 
                159.02 | 
                158.46 | 
                157.06 | 
                 | 
             
            
                | R2 | 
                157.86 | 
                157.86 | 
                156.95 | 
                 | 
             
            
                | R1 | 
                157.30 | 
                157.30 | 
                156.85 | 
                157.58 | 
             
            
                | PP | 
                156.70 | 
                156.70 | 
                156.70 | 
                156.84 | 
             
            
                | S1 | 
                156.14 | 
                156.14 | 
                156.63 | 
                156.42 | 
             
            
                | S2 | 
                155.54 | 
                155.54 | 
                156.53 | 
                 | 
             
            
                | S3 | 
                154.38 | 
                154.98 | 
                156.42 | 
                 | 
             
            
                | S4 | 
                153.22 | 
                153.82 | 
                156.10 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                157.41 | 
                156.10 | 
                1.31 | 
                0.8% | 
                0.56 | 
                0.4% | 
                89% | 
                True | 
                False | 
                680,404 | 
                 
                
                | 10 | 
                157.41 | 
                155.56 | 
                1.85 | 
                1.2% | 
                0.61 | 
                0.4% | 
                92% | 
                True | 
                False | 
                650,327 | 
                 
                
                | 20 | 
                157.41 | 
                153.96 | 
                3.45 | 
                2.2% | 
                0.59 | 
                0.4% | 
                96% | 
                True | 
                False | 
                543,612 | 
                 
                
                | 40 | 
                157.41 | 
                151.72 | 
                5.69 | 
                3.6% | 
                0.56 | 
                0.4% | 
                97% | 
                True | 
                False | 
                418,857 | 
                 
                
                | 60 | 
                157.41 | 
                150.77 | 
                6.64 | 
                4.2% | 
                0.56 | 
                0.4% | 
                98% | 
                True | 
                False | 
                280,515 | 
                 
                
                | 80 | 
                157.41 | 
                148.17 | 
                9.24 | 
                5.9% | 
                0.56 | 
                0.4% | 
                98% | 
                True | 
                False | 
                210,633 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            159.83 | 
         
        
            | 
2.618             | 
            158.90 | 
         
        
            | 
1.618             | 
            158.33 | 
         
        
            | 
1.000             | 
            157.98 | 
         
        
            | 
0.618             | 
            157.76 | 
         
        
            | 
HIGH             | 
            157.41 | 
         
        
            | 
0.618             | 
            157.19 | 
         
        
            | 
0.500             | 
            157.13 | 
         
        
            | 
0.382             | 
            157.06 | 
         
        
            | 
LOW             | 
            156.84 | 
         
        
            | 
0.618             | 
            156.49 | 
         
        
            | 
1.000             | 
            156.27 | 
         
        
            | 
1.618             | 
            155.92 | 
         
        
            | 
2.618             | 
            155.35 | 
         
        
            | 
4.250             | 
            154.42 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                157.22 | 
                                157.13 | 
                             
                            
                                | PP | 
                                157.17 | 
                                156.99 | 
                             
                            
                                | S1 | 
                                157.13 | 
                                156.86 | 
                             
             
         |