Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Feb-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Feb-2015 | 
                    06-Feb-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        159.13 | 
                        158.57 | 
                        -0.56 | 
                        -0.4% | 
                        159.37 | 
                     
                    
                        | High | 
                        159.18 | 
                        158.96 | 
                        -0.22 | 
                        -0.1% | 
                        159.50 | 
                     
                    
                        | Low | 
                        158.32 | 
                        158.32 | 
                        0.00 | 
                        0.0% | 
                        158.32 | 
                     
                    
                        | Close | 
                        158.58 | 
                        158.42 | 
                        -0.16 | 
                        -0.1% | 
                        158.42 | 
                     
                    
                        | Range | 
                        0.86 | 
                        0.64 | 
                        -0.22 | 
                        -25.6% | 
                        1.18 | 
                     
                    
                        | ATR | 
                        0.75 | 
                        0.74 | 
                        -0.01 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        612,700 | 
                        520,435 | 
                        -92,265 | 
                        -15.1% | 
                        3,110,597 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.49 | 
                160.09 | 
                158.77 | 
                 | 
             
            
                | R3 | 
                159.85 | 
                159.45 | 
                158.60 | 
                 | 
             
            
                | R2 | 
                159.21 | 
                159.21 | 
                158.54 | 
                 | 
             
            
                | R1 | 
                158.81 | 
                158.81 | 
                158.48 | 
                158.69 | 
             
            
                | PP | 
                158.57 | 
                158.57 | 
                158.57 | 
                158.51 | 
             
            
                | S1 | 
                158.17 | 
                158.17 | 
                158.36 | 
                158.05 | 
             
            
                | S2 | 
                157.93 | 
                157.93 | 
                158.30 | 
                 | 
             
            
                | S3 | 
                157.29 | 
                157.53 | 
                158.24 | 
                 | 
             
            
                | S4 | 
                156.65 | 
                156.89 | 
                158.07 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                162.29 | 
                161.53 | 
                159.07 | 
                 | 
             
            
                | R3 | 
                161.11 | 
                160.35 | 
                158.74 | 
                 | 
             
            
                | R2 | 
                159.93 | 
                159.93 | 
                158.64 | 
                 | 
             
            
                | R1 | 
                159.17 | 
                159.17 | 
                158.53 | 
                158.96 | 
             
            
                | PP | 
                158.75 | 
                158.75 | 
                158.75 | 
                158.64 | 
             
            
                | S1 | 
                157.99 | 
                157.99 | 
                158.31 | 
                157.78 | 
             
            
                | S2 | 
                157.57 | 
                157.57 | 
                158.20 | 
                 | 
             
            
                | S3 | 
                156.39 | 
                156.81 | 
                158.10 | 
                 | 
             
            
                | S4 | 
                155.21 | 
                155.63 | 
                157.77 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                159.50 | 
                158.32 | 
                1.18 | 
                0.7% | 
                0.61 | 
                0.4% | 
                8% | 
                False | 
                True | 
                622,119 | 
                 
                
                | 10 | 
                159.54 | 
                157.83 | 
                1.71 | 
                1.1% | 
                0.72 | 
                0.5% | 
                35% | 
                False | 
                False | 
                607,768 | 
                 
                
                | 20 | 
                159.54 | 
                156.00 | 
                3.54 | 
                2.2% | 
                0.78 | 
                0.5% | 
                68% | 
                False | 
                False | 
                685,849 | 
                 
                
                | 40 | 
                159.54 | 
                152.50 | 
                7.04 | 
                4.4% | 
                0.70 | 
                0.4% | 
                84% | 
                False | 
                False | 
                608,918 | 
                 
                
                | 60 | 
                159.54 | 
                151.60 | 
                7.94 | 
                5.0% | 
                0.62 | 
                0.4% | 
                86% | 
                False | 
                False | 
                462,667 | 
                 
                
                | 80 | 
                159.54 | 
                150.72 | 
                8.82 | 
                5.6% | 
                0.63 | 
                0.4% | 
                87% | 
                False | 
                False | 
                347,711 | 
                 
                
                | 100 | 
                159.54 | 
                148.17 | 
                11.37 | 
                7.2% | 
                0.60 | 
                0.4% | 
                90% | 
                False | 
                False | 
                278,300 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            161.68 | 
         
        
            | 
2.618             | 
            160.64 | 
         
        
            | 
1.618             | 
            160.00 | 
         
        
            | 
1.000             | 
            159.60 | 
         
        
            | 
0.618             | 
            159.36 | 
         
        
            | 
HIGH             | 
            158.96 | 
         
        
            | 
0.618             | 
            158.72 | 
         
        
            | 
0.500             | 
            158.64 | 
         
        
            | 
0.382             | 
            158.56 | 
         
        
            | 
LOW             | 
            158.32 | 
         
        
            | 
0.618             | 
            157.92 | 
         
        
            | 
1.000             | 
            157.68 | 
         
        
            | 
1.618             | 
            157.28 | 
         
        
            | 
2.618             | 
            156.64 | 
         
        
            | 
4.250             | 
            155.60 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Feb-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.64 | 
                                158.75 | 
                             
                            
                                | PP | 
                                158.57 | 
                                158.64 | 
                             
                            
                                | S1 | 
                                158.49 | 
                                158.53 | 
                             
             
         |