Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Feb-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Feb-2015 | 
                    18-Feb-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        159.36 | 
                        158.55 | 
                        -0.81 | 
                        -0.5% | 
                        158.58 | 
                     
                    
                        | High | 
                        159.36 | 
                        158.72 | 
                        -0.64 | 
                        -0.4% | 
                        159.24 | 
                     
                    
                        | Low | 
                        158.29 | 
                        158.23 | 
                        -0.06 | 
                        0.0% | 
                        158.18 | 
                     
                    
                        | Close | 
                        158.61 | 
                        158.53 | 
                        -0.08 | 
                        -0.1% | 
                        158.99 | 
                     
                    
                        | Range | 
                        1.07 | 
                        0.49 | 
                        -0.58 | 
                        -54.2% | 
                        1.06 | 
                     
                    
                        | ATR | 
                        0.72 | 
                        0.70 | 
                        -0.02 | 
                        -2.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        712,709 | 
                        690,558 | 
                        -22,151 | 
                        -3.1% | 
                        2,699,726 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                159.96 | 
                159.74 | 
                158.80 | 
                 | 
             
            
                | R3 | 
                159.47 | 
                159.25 | 
                158.66 | 
                 | 
             
            
                | R2 | 
                158.98 | 
                158.98 | 
                158.62 | 
                 | 
             
            
                | R1 | 
                158.76 | 
                158.76 | 
                158.57 | 
                158.63 | 
             
            
                | PP | 
                158.49 | 
                158.49 | 
                158.49 | 
                158.43 | 
             
            
                | S1 | 
                158.27 | 
                158.27 | 
                158.49 | 
                158.14 | 
             
            
                | S2 | 
                158.00 | 
                158.00 | 
                158.44 | 
                 | 
             
            
                | S3 | 
                157.51 | 
                157.78 | 
                158.40 | 
                 | 
             
            
                | S4 | 
                157.02 | 
                157.29 | 
                158.26 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                161.98 | 
                161.55 | 
                159.57 | 
                 | 
             
            
                | R3 | 
                160.92 | 
                160.49 | 
                159.28 | 
                 | 
             
            
                | R2 | 
                159.86 | 
                159.86 | 
                159.18 | 
                 | 
             
            
                | R1 | 
                159.43 | 
                159.43 | 
                159.09 | 
                159.65 | 
             
            
                | PP | 
                158.80 | 
                158.80 | 
                158.80 | 
                158.91 | 
             
            
                | S1 | 
                158.37 | 
                158.37 | 
                158.89 | 
                158.59 | 
             
            
                | S2 | 
                157.74 | 
                157.74 | 
                158.80 | 
                 | 
             
            
                | S3 | 
                156.68 | 
                157.31 | 
                158.70 | 
                 | 
             
            
                | S4 | 
                155.62 | 
                156.25 | 
                158.41 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                159.36 | 
                158.23 | 
                1.13 | 
                0.7% | 
                0.62 | 
                0.4% | 
                27% | 
                False | 
                True | 
                584,783 | 
                 
                
                | 10 | 
                159.36 | 
                158.18 | 
                1.18 | 
                0.7% | 
                0.64 | 
                0.4% | 
                30% | 
                False | 
                False | 
                589,811 | 
                 
                
                | 20 | 
                159.54 | 
                156.00 | 
                3.54 | 
                2.2% | 
                0.81 | 
                0.5% | 
                71% | 
                False | 
                False | 
                638,365 | 
                 
                
                | 40 | 
                159.54 | 
                154.53 | 
                5.01 | 
                3.2% | 
                0.71 | 
                0.4% | 
                80% | 
                False | 
                False | 
                601,980 | 
                 
                
                | 60 | 
                159.54 | 
                151.72 | 
                7.82 | 
                4.9% | 
                0.65 | 
                0.4% | 
                87% | 
                False | 
                False | 
                530,000 | 
                 
                
                | 80 | 
                159.54 | 
                150.77 | 
                8.77 | 
                5.5% | 
                0.61 | 
                0.4% | 
                88% | 
                False | 
                False | 
                398,637 | 
                 
                
                | 100 | 
                159.54 | 
                149.38 | 
                10.16 | 
                6.4% | 
                0.61 | 
                0.4% | 
                90% | 
                False | 
                False | 
                319,322 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            160.80 | 
         
        
            | 
2.618             | 
            160.00 | 
         
        
            | 
1.618             | 
            159.51 | 
         
        
            | 
1.000             | 
            159.21 | 
         
        
            | 
0.618             | 
            159.02 | 
         
        
            | 
HIGH             | 
            158.72 | 
         
        
            | 
0.618             | 
            158.53 | 
         
        
            | 
0.500             | 
            158.48 | 
         
        
            | 
0.382             | 
            158.42 | 
         
        
            | 
LOW             | 
            158.23 | 
         
        
            | 
0.618             | 
            157.93 | 
         
        
            | 
1.000             | 
            157.74 | 
         
        
            | 
1.618             | 
            157.44 | 
         
        
            | 
2.618             | 
            156.95 | 
         
        
            | 
4.250             | 
            156.15 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Feb-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.51 | 
                                158.80 | 
                             
                            
                                | PP | 
                                158.49 | 
                                158.71 | 
                             
                            
                                | S1 | 
                                158.48 | 
                                158.62 | 
                             
             
         |