Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Feb-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Feb-2015 | 
                    24-Feb-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.53 | 
                        158.95 | 
                        0.42 | 
                        0.3% | 
                        159.36 | 
                     
                    
                        | High | 
                        158.95 | 
                        158.95 | 
                        0.00 | 
                        0.0% | 
                        159.36 | 
                     
                    
                        | Low | 
                        158.41 | 
                        158.51 | 
                        0.10 | 
                        0.1% | 
                        158.20 | 
                     
                    
                        | Close | 
                        158.86 | 
                        158.86 | 
                        0.00 | 
                        0.0% | 
                        158.82 | 
                     
                    
                        | Range | 
                        0.54 | 
                        0.44 | 
                        -0.10 | 
                        -18.5% | 
                        1.16 | 
                     
                    
                        | ATR | 
                        0.70 | 
                        0.68 | 
                        -0.02 | 
                        -2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        558,504 | 
                        720,536 | 
                        162,032 | 
                        29.0% | 
                        2,630,378 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.09 | 
                159.92 | 
                159.10 | 
                 | 
             
            
                | R3 | 
                159.65 | 
                159.48 | 
                158.98 | 
                 | 
             
            
                | R2 | 
                159.21 | 
                159.21 | 
                158.94 | 
                 | 
             
            
                | R1 | 
                159.04 | 
                159.04 | 
                158.90 | 
                158.91 | 
             
            
                | PP | 
                158.77 | 
                158.77 | 
                158.77 | 
                158.71 | 
             
            
                | S1 | 
                158.60 | 
                158.60 | 
                158.82 | 
                158.47 | 
             
            
                | S2 | 
                158.33 | 
                158.33 | 
                158.78 | 
                 | 
             
            
                | S3 | 
                157.89 | 
                158.16 | 
                158.74 | 
                 | 
             
            
                | S4 | 
                157.45 | 
                157.72 | 
                158.62 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                162.27 | 
                161.71 | 
                159.46 | 
                 | 
             
            
                | R3 | 
                161.11 | 
                160.55 | 
                159.14 | 
                 | 
             
            
                | R2 | 
                159.95 | 
                159.95 | 
                159.03 | 
                 | 
             
            
                | R1 | 
                159.39 | 
                159.39 | 
                158.93 | 
                159.09 | 
             
            
                | PP | 
                158.79 | 
                158.79 | 
                158.79 | 
                158.65 | 
             
            
                | S1 | 
                158.23 | 
                158.23 | 
                158.71 | 
                157.93 | 
             
            
                | S2 | 
                157.63 | 
                157.63 | 
                158.61 | 
                 | 
             
            
                | S3 | 
                156.47 | 
                157.07 | 
                158.50 | 
                 | 
             
            
                | S4 | 
                155.31 | 
                155.91 | 
                158.18 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                159.20 | 
                158.20 | 
                1.00 | 
                0.6% | 
                0.60 | 
                0.4% | 
                66% | 
                False | 
                False | 
                639,341 | 
                 
                
                | 10 | 
                159.36 | 
                158.18 | 
                1.18 | 
                0.7% | 
                0.63 | 
                0.4% | 
                58% | 
                False | 
                False | 
                585,408 | 
                 
                
                | 20 | 
                159.54 | 
                157.83 | 
                1.71 | 
                1.1% | 
                0.66 | 
                0.4% | 
                60% | 
                False | 
                False | 
                604,573 | 
                 
                
                | 40 | 
                159.54 | 
                154.90 | 
                4.64 | 
                2.9% | 
                0.70 | 
                0.4% | 
                85% | 
                False | 
                False | 
                618,985 | 
                 
                
                | 60 | 
                159.54 | 
                152.50 | 
                7.04 | 
                4.4% | 
                0.65 | 
                0.4% | 
                90% | 
                False | 
                False | 
                570,483 | 
                 
                
                | 80 | 
                159.54 | 
                150.78 | 
                8.76 | 
                5.5% | 
                0.61 | 
                0.4% | 
                92% | 
                False | 
                False | 
                429,796 | 
                 
                
                | 100 | 
                159.54 | 
                149.82 | 
                9.72 | 
                6.1% | 
                0.62 | 
                0.4% | 
                93% | 
                False | 
                False | 
                344,361 | 
                 
                
                | 120 | 
                159.54 | 
                148.17 | 
                11.37 | 
                7.2% | 
                0.58 | 
                0.4% | 
                94% | 
                False | 
                False | 
                286,998 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            160.82 | 
         
        
            | 
2.618             | 
            160.10 | 
         
        
            | 
1.618             | 
            159.66 | 
         
        
            | 
1.000             | 
            159.39 | 
         
        
            | 
0.618             | 
            159.22 | 
         
        
            | 
HIGH             | 
            158.95 | 
         
        
            | 
0.618             | 
            158.78 | 
         
        
            | 
0.500             | 
            158.73 | 
         
        
            | 
0.382             | 
            158.68 | 
         
        
            | 
LOW             | 
            158.51 | 
         
        
            | 
0.618             | 
            158.24 | 
         
        
            | 
1.000             | 
            158.07 | 
         
        
            | 
1.618             | 
            157.80 | 
         
        
            | 
2.618             | 
            157.36 | 
         
        
            | 
4.250             | 
            156.64 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Feb-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.82 | 
                                158.81 | 
                             
                            
                                | PP | 
                                158.77 | 
                                158.75 | 
                             
                            
                                | S1 | 
                                158.73 | 
                                158.70 | 
                             
             
         |