Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jan-2015 | 
                    29-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.17 | 
                        158.95 | 
                        0.78 | 
                        0.5% | 
                        157.63 | 
                     
                    
                        | High | 
                        159.19 | 
                        159.11 | 
                        -0.08 | 
                        -0.1% | 
                        158.94 | 
                     
                    
                        | Low | 
                        157.83 | 
                        158.47 | 
                        0.64 | 
                        0.4% | 
                        156.00 | 
                     
                    
                        | Close | 
                        158.74 | 
                        158.72 | 
                        -0.02 | 
                        0.0% | 
                        158.73 | 
                     
                    
                        | Range | 
                        1.36 | 
                        0.64 | 
                        -0.72 | 
                        -52.9% | 
                        2.94 | 
                     
                    
                        | ATR | 
                        0.80 | 
                        0.79 | 
                        -0.01 | 
                        -1.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        578,317 | 
                        634,976 | 
                        56,659 | 
                        9.8% | 
                        3,639,557 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.69 | 
                160.34 | 
                159.07 | 
                 | 
             
            
                | R3 | 
                160.05 | 
                159.70 | 
                158.90 | 
                 | 
             
            
                | R2 | 
                159.41 | 
                159.41 | 
                158.84 | 
                 | 
             
            
                | R1 | 
                159.06 | 
                159.06 | 
                158.78 | 
                158.92 | 
             
            
                | PP | 
                158.77 | 
                158.77 | 
                158.77 | 
                158.69 | 
             
            
                | S1 | 
                158.42 | 
                158.42 | 
                158.66 | 
                158.28 | 
             
            
                | S2 | 
                158.13 | 
                158.13 | 
                158.60 | 
                 | 
             
            
                | S3 | 
                157.49 | 
                157.78 | 
                158.54 | 
                 | 
             
            
                | S4 | 
                156.85 | 
                157.14 | 
                158.37 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                159.19 | 
                157.69 | 
                1.50 | 
                0.9% | 
                0.90 | 
                0.6% | 
                69% | 
                False | 
                False | 
                606,151 | 
                 
                
                | 10 | 
                159.19 | 
                156.00 | 
                3.19 | 
                2.0% | 
                0.94 | 
                0.6% | 
                85% | 
                False | 
                False | 
                738,415 | 
                 
                
                | 20 | 
                159.19 | 
                155.56 | 
                3.63 | 
                2.3% | 
                0.77 | 
                0.5% | 
                87% | 
                False | 
                False | 
                694,371 | 
                 
                
                | 40 | 
                159.19 | 
                152.50 | 
                6.69 | 
                4.2% | 
                0.67 | 
                0.4% | 
                93% | 
                False | 
                False | 
                596,677 | 
                 
                
                | 60 | 
                159.19 | 
                151.00 | 
                8.19 | 
                5.2% | 
                0.61 | 
                0.4% | 
                94% | 
                False | 
                False | 
                402,945 | 
                 
                
                | 80 | 
                159.19 | 
                150.16 | 
                9.03 | 
                5.7% | 
                0.61 | 
                0.4% | 
                95% | 
                False | 
                False | 
                302,888 | 
                 
                
                | 100 | 
                159.19 | 
                148.17 | 
                11.02 | 
                6.9% | 
                0.59 | 
                0.4% | 
                96% | 
                False | 
                False | 
                242,359 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            161.83 | 
         
        
            | 
2.618             | 
            160.79 | 
         
        
            | 
1.618             | 
            160.15 | 
         
        
            | 
1.000             | 
            159.75 | 
         
        
            | 
0.618             | 
            159.51 | 
         
        
            | 
HIGH             | 
            159.11 | 
         
        
            | 
0.618             | 
            158.87 | 
         
        
            | 
0.500             | 
            158.79 | 
         
        
            | 
0.382             | 
            158.71 | 
         
        
            | 
LOW             | 
            158.47 | 
         
        
            | 
0.618             | 
            158.07 | 
         
        
            | 
1.000             | 
            157.83 | 
         
        
            | 
1.618             | 
            157.43 | 
         
        
            | 
2.618             | 
            156.79 | 
         
        
            | 
4.250             | 
            155.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.79 | 
                                158.65 | 
                             
                            
                                | PP | 
                                158.77 | 
                                158.58 | 
                             
                            
                                | S1 | 
                                158.74 | 
                                158.51 | 
                             
             
         |