Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Feb-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jan-2015 | 
                    02-Feb-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.70 | 
                        159.37 | 
                        0.67 | 
                        0.4% | 
                        158.88 | 
                     
                    
                        | High | 
                        159.54 | 
                        159.50 | 
                        -0.04 | 
                        0.0% | 
                        159.54 | 
                     
                    
                        | Low | 
                        158.62 | 
                        159.16 | 
                        0.54 | 
                        0.3% | 
                        157.83 | 
                     
                    
                        | Close | 
                        159.39 | 
                        159.35 | 
                        -0.04 | 
                        0.0% | 
                        159.39 | 
                     
                    
                        | Range | 
                        0.92 | 
                        0.34 | 
                        -0.58 | 
                        -63.0% | 
                        1.71 | 
                     
                    
                        | ATR | 
                        0.80 | 
                        0.76 | 
                        -0.03 | 
                        -4.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        484,028 | 
                        639,894 | 
                        155,866 | 
                        32.2% | 
                        2,967,084 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.36 | 
                160.19 | 
                159.54 | 
                 | 
             
            
                | R3 | 
                160.02 | 
                159.85 | 
                159.44 | 
                 | 
             
            
                | R2 | 
                159.68 | 
                159.68 | 
                159.41 | 
                 | 
             
            
                | R1 | 
                159.51 | 
                159.51 | 
                159.38 | 
                159.43 | 
             
            
                | PP | 
                159.34 | 
                159.34 | 
                159.34 | 
                159.29 | 
             
            
                | S1 | 
                159.17 | 
                159.17 | 
                159.32 | 
                159.09 | 
             
            
                | S2 | 
                159.00 | 
                159.00 | 
                159.29 | 
                 | 
             
            
                | S3 | 
                158.66 | 
                158.83 | 
                159.26 | 
                 | 
             
            
                | S4 | 
                158.32 | 
                158.49 | 
                159.16 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                164.05 | 
                163.43 | 
                160.33 | 
                 | 
             
            
                | R3 | 
                162.34 | 
                161.72 | 
                159.86 | 
                 | 
             
            
                | R2 | 
                160.63 | 
                160.63 | 
                159.70 | 
                 | 
             
            
                | R1 | 
                160.01 | 
                160.01 | 
                159.55 | 
                160.32 | 
             
            
                | PP | 
                158.92 | 
                158.92 | 
                158.92 | 
                159.08 | 
             
            
                | S1 | 
                158.30 | 
                158.30 | 
                159.23 | 
                158.61 | 
             
            
                | S2 | 
                157.21 | 
                157.21 | 
                159.08 | 
                 | 
             
            
                | S3 | 
                155.50 | 
                156.59 | 
                158.92 | 
                 | 
             
            
                | S4 | 
                153.79 | 
                154.88 | 
                158.45 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                159.54 | 
                157.83 | 
                1.71 | 
                1.1% | 
                0.72 | 
                0.5% | 
                89% | 
                False | 
                False | 
                602,323 | 
                 
                
                | 10 | 
                159.54 | 
                156.00 | 
                3.54 | 
                2.2% | 
                0.93 | 
                0.6% | 
                95% | 
                False | 
                False | 
                724,653 | 
                 
                
                | 20 | 
                159.54 | 
                156.00 | 
                3.54 | 
                2.2% | 
                0.77 | 
                0.5% | 
                95% | 
                False | 
                False | 
                704,022 | 
                 
                
                | 40 | 
                159.54 | 
                152.50 | 
                7.04 | 
                4.4% | 
                0.69 | 
                0.4% | 
                97% | 
                False | 
                False | 
                616,242 | 
                 
                
                | 60 | 
                159.54 | 
                151.48 | 
                8.06 | 
                5.1% | 
                0.61 | 
                0.4% | 
                98% | 
                False | 
                False | 
                421,647 | 
                 
                
                | 80 | 
                159.54 | 
                150.51 | 
                9.03 | 
                5.7% | 
                0.62 | 
                0.4% | 
                98% | 
                False | 
                False | 
                316,911 | 
                 
                
                | 100 | 
                159.54 | 
                148.17 | 
                11.37 | 
                7.1% | 
                0.59 | 
                0.4% | 
                98% | 
                False | 
                False | 
                253,598 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            160.95 | 
         
        
            | 
2.618             | 
            160.39 | 
         
        
            | 
1.618             | 
            160.05 | 
         
        
            | 
1.000             | 
            159.84 | 
         
        
            | 
0.618             | 
            159.71 | 
         
        
            | 
HIGH             | 
            159.50 | 
         
        
            | 
0.618             | 
            159.37 | 
         
        
            | 
0.500             | 
            159.33 | 
         
        
            | 
0.382             | 
            159.29 | 
         
        
            | 
LOW             | 
            159.16 | 
         
        
            | 
0.618             | 
            158.95 | 
         
        
            | 
1.000             | 
            158.82 | 
         
        
            | 
1.618             | 
            158.61 | 
         
        
            | 
2.618             | 
            158.27 | 
         
        
            | 
4.250             | 
            157.72 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.34 | 
                                159.24 | 
                             
                            
                                | PP | 
                                159.34 | 
                                159.12 | 
                             
                            
                                | S1 | 
                                159.33 | 
                                159.01 | 
                             
             
         |