Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jan-2015 | 
                    15-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        156.95 | 
                        157.02 | 
                        0.07 | 
                        0.0% | 
                        156.51 | 
                     
                    
                        | High | 
                        157.41 | 
                        157.70 | 
                        0.29 | 
                        0.2% | 
                        157.26 | 
                     
                    
                        | Low | 
                        156.84 | 
                        157.00 | 
                        0.16 | 
                        0.1% | 
                        156.10 | 
                     
                    
                        | Close | 
                        157.26 | 
                        157.44 | 
                        0.18 | 
                        0.1% | 
                        156.74 | 
                     
                    
                        | Range | 
                        0.57 | 
                        0.70 | 
                        0.13 | 
                        22.8% | 
                        1.16 | 
                     
                    
                        | ATR | 
                        0.61 | 
                        0.61 | 
                        0.01 | 
                        1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        902,298 | 
                        902,298 | 
                        0 | 
                        0.0% | 
                        3,318,521 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                159.48 | 
                159.16 | 
                157.83 | 
                 | 
             
            
                | R3 | 
                158.78 | 
                158.46 | 
                157.63 | 
                 | 
             
            
                | R2 | 
                158.08 | 
                158.08 | 
                157.57 | 
                 | 
             
            
                | R1 | 
                157.76 | 
                157.76 | 
                157.50 | 
                157.92 | 
             
            
                | PP | 
                157.38 | 
                157.38 | 
                157.38 | 
                157.46 | 
             
            
                | S1 | 
                157.06 | 
                157.06 | 
                157.38 | 
                157.22 | 
             
            
                | S2 | 
                156.68 | 
                156.68 | 
                157.31 | 
                 | 
             
            
                | S3 | 
                155.98 | 
                156.36 | 
                157.25 | 
                 | 
             
            
                | S4 | 
                155.28 | 
                155.66 | 
                157.06 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                157.70 | 
                156.10 | 
                1.60 | 
                1.0% | 
                0.60 | 
                0.4% | 
                84% | 
                True | 
                False | 
                728,100 | 
                 
                
                | 10 | 
                157.70 | 
                155.74 | 
                1.96 | 
                1.2% | 
                0.64 | 
                0.4% | 
                87% | 
                True | 
                False | 
                706,816 | 
                 
                
                | 20 | 
                157.70 | 
                154.23 | 
                3.47 | 
                2.2% | 
                0.61 | 
                0.4% | 
                93% | 
                True | 
                False | 
                560,929 | 
                 
                
                | 40 | 
                157.70 | 
                151.72 | 
                5.98 | 
                3.8% | 
                0.56 | 
                0.4% | 
                96% | 
                True | 
                False | 
                441,290 | 
                 
                
                | 60 | 
                157.70 | 
                150.77 | 
                6.93 | 
                4.4% | 
                0.55 | 
                0.3% | 
                96% | 
                True | 
                False | 
                295,466 | 
                 
                
                | 80 | 
                157.70 | 
                148.17 | 
                9.53 | 
                6.1% | 
                0.56 | 
                0.4% | 
                97% | 
                True | 
                False | 
                221,912 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            160.68 | 
         
        
            | 
2.618             | 
            159.53 | 
         
        
            | 
1.618             | 
            158.83 | 
         
        
            | 
1.000             | 
            158.40 | 
         
        
            | 
0.618             | 
            158.13 | 
         
        
            | 
HIGH             | 
            157.70 | 
         
        
            | 
0.618             | 
            157.43 | 
         
        
            | 
0.500             | 
            157.35 | 
         
        
            | 
0.382             | 
            157.27 | 
         
        
            | 
LOW             | 
            157.00 | 
         
        
            | 
0.618             | 
            156.57 | 
         
        
            | 
1.000             | 
            156.30 | 
         
        
            | 
1.618             | 
            155.87 | 
         
        
            | 
2.618             | 
            155.17 | 
         
        
            | 
4.250             | 
            154.03 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                157.41 | 
                                157.34 | 
                             
                            
                                | PP | 
                                157.38 | 
                                157.23 | 
                             
                            
                                | S1 | 
                                157.35 | 
                                157.13 | 
                             
             
         |