Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jan-2015 | 
                    22-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        157.70 | 
                        156.62 | 
                        -1.08 | 
                        -0.7% | 
                        156.52 | 
                     
                    
                        | High | 
                        157.76 | 
                        158.08 | 
                        0.32 | 
                        0.2% | 
                        157.97 | 
                     
                    
                        | Low | 
                        156.61 | 
                        156.00 | 
                        -0.61 | 
                        -0.4% | 
                        156.30 | 
                     
                    
                        | Close | 
                        156.81 | 
                        157.74 | 
                        0.93 | 
                        0.6% | 
                        157.44 | 
                     
                    
                        | Range | 
                        1.15 | 
                        2.08 | 
                        0.93 | 
                        80.9% | 
                        1.67 | 
                     
                    
                        | ATR | 
                        0.64 | 
                        0.74 | 
                        0.10 | 
                        16.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,216,909 | 
                        822,034 | 
                        -394,875 | 
                        -32.4% | 
                        3,515,397 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                163.51 | 
                162.71 | 
                158.88 | 
                 | 
             
            
                | R3 | 
                161.43 | 
                160.63 | 
                158.31 | 
                 | 
             
            
                | R2 | 
                159.35 | 
                159.35 | 
                158.12 | 
                 | 
             
            
                | R1 | 
                158.55 | 
                158.55 | 
                157.93 | 
                158.95 | 
             
            
                | PP | 
                157.27 | 
                157.27 | 
                157.27 | 
                157.48 | 
             
            
                | S1 | 
                156.47 | 
                156.47 | 
                157.55 | 
                156.87 | 
             
            
                | S2 | 
                155.19 | 
                155.19 | 
                157.36 | 
                 | 
             
            
                | S3 | 
                153.11 | 
                154.39 | 
                157.17 | 
                 | 
             
            
                | S4 | 
                151.03 | 
                152.31 | 
                156.60 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                158.08 | 
                156.00 | 
                2.08 | 
                1.3% | 
                0.97 | 
                0.6% | 
                84% | 
                True | 
                True | 
                870,680 | 
                 
                
                | 10 | 
                158.08 | 
                156.00 | 
                2.08 | 
                1.3% | 
                0.77 | 
                0.5% | 
                84% | 
                True | 
                True | 
                775,542 | 
                 
                
                | 20 | 
                158.08 | 
                154.58 | 
                3.50 | 
                2.2% | 
                0.69 | 
                0.4% | 
                90% | 
                True | 
                False | 
                611,640 | 
                 
                
                | 40 | 
                158.08 | 
                151.87 | 
                6.21 | 
                3.9% | 
                0.62 | 
                0.4% | 
                95% | 
                True | 
                False | 
                525,904 | 
                 
                
                | 60 | 
                158.08 | 
                150.77 | 
                7.31 | 
                4.6% | 
                0.58 | 
                0.4% | 
                95% | 
                True | 
                False | 
                352,520 | 
                 
                
                | 80 | 
                158.08 | 
                149.51 | 
                8.57 | 
                5.4% | 
                0.59 | 
                0.4% | 
                96% | 
                True | 
                False | 
                265,030 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            166.92 | 
         
        
            | 
2.618             | 
            163.53 | 
         
        
            | 
1.618             | 
            161.45 | 
         
        
            | 
1.000             | 
            160.16 | 
         
        
            | 
0.618             | 
            159.37 | 
         
        
            | 
HIGH             | 
            158.08 | 
         
        
            | 
0.618             | 
            157.29 | 
         
        
            | 
0.500             | 
            157.04 | 
         
        
            | 
0.382             | 
            156.79 | 
         
        
            | 
LOW             | 
            156.00 | 
         
        
            | 
0.618             | 
            154.71 | 
         
        
            | 
1.000             | 
            153.92 | 
         
        
            | 
1.618             | 
            152.63 | 
         
        
            | 
2.618             | 
            150.55 | 
         
        
            | 
4.250             | 
            147.16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                157.51 | 
                                157.51 | 
                             
                            
                                | PP | 
                                157.27 | 
                                157.27 | 
                             
                            
                                | S1 | 
                                157.04 | 
                                157.04 | 
                             
             
         |