Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jan-2015 | 
                    16-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        157.02 | 
                        157.65 | 
                        0.63 | 
                        0.4% | 
                        156.52 | 
                     
                    
                        | High | 
                        157.70 | 
                        157.97 | 
                        0.27 | 
                        0.2% | 
                        157.97 | 
                     
                    
                        | Low | 
                        157.00 | 
                        157.37 | 
                        0.37 | 
                        0.2% | 
                        156.30 | 
                     
                    
                        | Close | 
                        157.44 | 
                        157.44 | 
                        0.00 | 
                        0.0% | 
                        157.44 | 
                     
                    
                        | Range | 
                        0.70 | 
                        0.60 | 
                        -0.10 | 
                        -14.3% | 
                        1.67 | 
                     
                    
                        | ATR | 
                        0.61 | 
                        0.61 | 
                        0.00 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        902,298 | 
                        359,245 | 
                        -543,053 | 
                        -60.2% | 
                        3,515,397 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                159.39 | 
                159.02 | 
                157.77 | 
                 | 
             
            
                | R3 | 
                158.79 | 
                158.42 | 
                157.61 | 
                 | 
             
            
                | R2 | 
                158.19 | 
                158.19 | 
                157.55 | 
                 | 
             
            
                | R1 | 
                157.82 | 
                157.82 | 
                157.50 | 
                157.71 | 
             
            
                | PP | 
                157.59 | 
                157.59 | 
                157.59 | 
                157.54 | 
             
            
                | S1 | 
                157.22 | 
                157.22 | 
                157.39 | 
                157.11 | 
             
            
                | S2 | 
                156.99 | 
                156.99 | 
                157.33 | 
                 | 
             
            
                | S3 | 
                156.39 | 
                156.62 | 
                157.28 | 
                 | 
             
            
                | S4 | 
                155.79 | 
                156.02 | 
                157.11 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                162.25 | 
                161.51 | 
                158.36 | 
                 | 
             
            
                | R3 | 
                160.58 | 
                159.84 | 
                157.90 | 
                 | 
             
            
                | R2 | 
                158.91 | 
                158.91 | 
                157.75 | 
                 | 
             
            
                | R1 | 
                158.17 | 
                158.17 | 
                157.59 | 
                158.54 | 
             
            
                | PP | 
                157.24 | 
                157.24 | 
                157.24 | 
                157.42 | 
             
            
                | S1 | 
                156.50 | 
                156.50 | 
                157.29 | 
                156.87 | 
             
            
                | S2 | 
                155.57 | 
                155.57 | 
                157.13 | 
                 | 
             
            
                | S3 | 
                153.90 | 
                154.83 | 
                156.98 | 
                 | 
             
            
                | S4 | 
                152.23 | 
                153.16 | 
                156.52 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                157.97 | 
                156.30 | 
                1.67 | 
                1.1% | 
                0.59 | 
                0.4% | 
                68% | 
                True | 
                False | 
                703,079 | 
                 
                
                | 10 | 
                157.97 | 
                156.10 | 
                1.87 | 
                1.2% | 
                0.61 | 
                0.4% | 
                72% | 
                True | 
                False | 
                683,391 | 
                 
                
                | 20 | 
                157.97 | 
                154.35 | 
                3.62 | 
                2.3% | 
                0.61 | 
                0.4% | 
                85% | 
                True | 
                False | 
                555,277 | 
                 
                
                | 40 | 
                157.97 | 
                151.72 | 
                6.25 | 
                4.0% | 
                0.57 | 
                0.4% | 
                92% | 
                True | 
                False | 
                449,845 | 
                 
                
                | 60 | 
                157.97 | 
                150.77 | 
                7.20 | 
                4.6% | 
                0.55 | 
                0.3% | 
                93% | 
                True | 
                False | 
                301,204 | 
                 
                
                | 80 | 
                157.97 | 
                149.15 | 
                8.82 | 
                5.6% | 
                0.56 | 
                0.4% | 
                94% | 
                True | 
                False | 
                226,402 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            160.52 | 
         
        
            | 
2.618             | 
            159.54 | 
         
        
            | 
1.618             | 
            158.94 | 
         
        
            | 
1.000             | 
            158.57 | 
         
        
            | 
0.618             | 
            158.34 | 
         
        
            | 
HIGH             | 
            157.97 | 
         
        
            | 
0.618             | 
            157.74 | 
         
        
            | 
0.500             | 
            157.67 | 
         
        
            | 
0.382             | 
            157.60 | 
         
        
            | 
LOW             | 
            157.37 | 
         
        
            | 
0.618             | 
            157.00 | 
         
        
            | 
1.000             | 
            156.77 | 
         
        
            | 
1.618             | 
            156.40 | 
         
        
            | 
2.618             | 
            155.80 | 
         
        
            | 
4.250             | 
            154.82 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                157.67 | 
                                157.43 | 
                             
                            
                                | PP | 
                                157.59 | 
                                157.42 | 
                             
                            
                                | S1 | 
                                157.52 | 
                                157.41 | 
                             
             
         |