Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jan-2015 | 
                    23-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        156.62 | 
                        157.82 | 
                        1.20 | 
                        0.8% | 
                        157.63 | 
                     
                    
                        | High | 
                        158.08 | 
                        158.94 | 
                        0.86 | 
                        0.5% | 
                        158.94 | 
                     
                    
                        | Low | 
                        156.00 | 
                        157.69 | 
                        1.69 | 
                        1.1% | 
                        156.00 | 
                     
                    
                        | Close | 
                        157.74 | 
                        158.73 | 
                        0.99 | 
                        0.6% | 
                        158.73 | 
                     
                    
                        | Range | 
                        2.08 | 
                        1.25 | 
                        -0.83 | 
                        -39.9% | 
                        2.94 | 
                     
                    
                        | ATR | 
                        0.74 | 
                        0.78 | 
                        0.04 | 
                        4.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        822,034 | 
                        547,700 | 
                        -274,334 | 
                        -33.4% | 
                        3,639,557 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                162.20 | 
                161.72 | 
                159.42 | 
                 | 
             
            
                | R3 | 
                160.95 | 
                160.47 | 
                159.07 | 
                 | 
             
            
                | R2 | 
                159.70 | 
                159.70 | 
                158.96 | 
                 | 
             
            
                | R1 | 
                159.22 | 
                159.22 | 
                158.84 | 
                159.46 | 
             
            
                | PP | 
                158.45 | 
                158.45 | 
                158.45 | 
                158.58 | 
             
            
                | S1 | 
                157.97 | 
                157.97 | 
                158.62 | 
                158.21 | 
             
            
                | S2 | 
                157.20 | 
                157.20 | 
                158.50 | 
                 | 
             
            
                | S3 | 
                155.95 | 
                156.72 | 
                158.39 | 
                 | 
             
            
                | S4 | 
                154.70 | 
                155.47 | 
                158.04 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                166.71 | 
                165.66 | 
                160.35 | 
                 | 
             
            
                | R3 | 
                163.77 | 
                162.72 | 
                159.54 | 
                 | 
             
            
                | R2 | 
                160.83 | 
                160.83 | 
                159.27 | 
                 | 
             
            
                | R1 | 
                159.78 | 
                159.78 | 
                159.00 | 
                160.31 | 
             
            
                | PP | 
                157.89 | 
                157.89 | 
                157.89 | 
                158.15 | 
             
            
                | S1 | 
                156.84 | 
                156.84 | 
                158.46 | 
                157.37 | 
             
            
                | S2 | 
                154.95 | 
                154.95 | 
                158.19 | 
                 | 
             
            
                | S3 | 
                152.01 | 
                153.90 | 
                157.92 | 
                 | 
             
            
                | S4 | 
                149.07 | 
                150.96 | 
                157.11 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                158.94 | 
                156.00 | 
                2.94 | 
                1.9% | 
                1.08 | 
                0.7% | 
                93% | 
                True | 
                False | 
                799,760 | 
                 
                
                | 10 | 
                158.94 | 
                156.00 | 
                2.94 | 
                1.9% | 
                0.84 | 
                0.5% | 
                93% | 
                True | 
                False | 
                763,930 | 
                 
                
                | 20 | 
                158.94 | 
                154.58 | 
                4.36 | 
                2.7% | 
                0.72 | 
                0.5% | 
                95% | 
                True | 
                False | 
                621,327 | 
                 
                
                | 40 | 
                158.94 | 
                152.35 | 
                6.59 | 
                4.2% | 
                0.63 | 
                0.4% | 
                97% | 
                True | 
                False | 
                539,144 | 
                 
                
                | 60 | 
                158.94 | 
                150.78 | 
                8.16 | 
                5.1% | 
                0.58 | 
                0.4% | 
                97% | 
                True | 
                False | 
                361,631 | 
                 
                
                | 80 | 
                158.94 | 
                149.82 | 
                9.12 | 
                5.7% | 
                0.60 | 
                0.4% | 
                98% | 
                True | 
                False | 
                271,871 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            164.25 | 
         
        
            | 
2.618             | 
            162.21 | 
         
        
            | 
1.618             | 
            160.96 | 
         
        
            | 
1.000             | 
            160.19 | 
         
        
            | 
0.618             | 
            159.71 | 
         
        
            | 
HIGH             | 
            158.94 | 
         
        
            | 
0.618             | 
            158.46 | 
         
        
            | 
0.500             | 
            158.32 | 
         
        
            | 
0.382             | 
            158.17 | 
         
        
            | 
LOW             | 
            157.69 | 
         
        
            | 
0.618             | 
            156.92 | 
         
        
            | 
1.000             | 
            156.44 | 
         
        
            | 
1.618             | 
            155.67 | 
         
        
            | 
2.618             | 
            154.42 | 
         
        
            | 
4.250             | 
            152.38 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.59 | 
                                158.31 | 
                             
                            
                                | PP | 
                                158.45 | 
                                157.89 | 
                             
                            
                                | S1 | 
                                158.32 | 
                                157.47 | 
                             
             
         |