Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Feb-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2015 | 
                    27-Feb-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        159.54 | 
                        159.80 | 
                        0.26 | 
                        0.2% | 
                        158.53 | 
                     
                    
                        | High | 
                        160.00 | 
                        159.80 | 
                        -0.20 | 
                        -0.1% | 
                        160.00 | 
                     
                    
                        | Low | 
                        159.47 | 
                        159.22 | 
                        -0.25 | 
                        -0.2% | 
                        158.41 | 
                     
                    
                        | Close | 
                        159.80 | 
                        159.46 | 
                        -0.34 | 
                        -0.2% | 
                        159.46 | 
                     
                    
                        | Range | 
                        0.53 | 
                        0.58 | 
                        0.05 | 
                        9.4% | 
                        1.59 | 
                     
                    
                        | ATR | 
                        0.68 | 
                        0.67 | 
                        -0.01 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        844,131 | 
                        733,045 | 
                        -111,086 | 
                        -13.2% | 
                        3,549,688 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                161.23 | 
                160.93 | 
                159.78 | 
                 | 
             
            
                | R3 | 
                160.65 | 
                160.35 | 
                159.62 | 
                 | 
             
            
                | R2 | 
                160.07 | 
                160.07 | 
                159.57 | 
                 | 
             
            
                | R1 | 
                159.77 | 
                159.77 | 
                159.51 | 
                159.63 | 
             
            
                | PP | 
                159.49 | 
                159.49 | 
                159.49 | 
                159.43 | 
             
            
                | S1 | 
                159.19 | 
                159.19 | 
                159.41 | 
                159.05 | 
             
            
                | S2 | 
                158.91 | 
                158.91 | 
                159.35 | 
                 | 
             
            
                | S3 | 
                158.33 | 
                158.61 | 
                159.30 | 
                 | 
             
            
                | S4 | 
                157.75 | 
                158.03 | 
                159.14 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                164.06 | 
                163.35 | 
                160.33 | 
                 | 
             
            
                | R3 | 
                162.47 | 
                161.76 | 
                159.90 | 
                 | 
             
            
                | R2 | 
                160.88 | 
                160.88 | 
                159.75 | 
                 | 
             
            
                | R1 | 
                160.17 | 
                160.17 | 
                159.61 | 
                160.53 | 
             
            
                | PP | 
                159.29 | 
                159.29 | 
                159.29 | 
                159.47 | 
             
            
                | S1 | 
                158.58 | 
                158.58 | 
                159.31 | 
                158.94 | 
             
            
                | S2 | 
                157.70 | 
                157.70 | 
                159.17 | 
                 | 
             
            
                | S3 | 
                156.11 | 
                156.99 | 
                159.02 | 
                 | 
             
            
                | S4 | 
                154.52 | 
                155.40 | 
                158.59 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                160.00 | 
                158.41 | 
                1.59 | 
                1.0% | 
                0.55 | 
                0.3% | 
                66% | 
                False | 
                False | 
                709,937 | 
                 
                
                | 10 | 
                160.00 | 
                158.20 | 
                1.80 | 
                1.1% | 
                0.63 | 
                0.4% | 
                70% | 
                False | 
                False | 
                644,834 | 
                 
                
                | 20 | 
                160.00 | 
                158.18 | 
                1.82 | 
                1.1% | 
                0.64 | 
                0.4% | 
                70% | 
                False | 
                False | 
                623,720 | 
                 
                
                | 40 | 
                160.00 | 
                155.56 | 
                4.44 | 
                2.8% | 
                0.70 | 
                0.4% | 
                88% | 
                False | 
                False | 
                659,046 | 
                 
                
                | 60 | 
                160.00 | 
                152.50 | 
                7.50 | 
                4.7% | 
                0.66 | 
                0.4% | 
                93% | 
                False | 
                False | 
                605,692 | 
                 
                
                | 80 | 
                160.00 | 
                151.00 | 
                9.00 | 
                5.6% | 
                0.61 | 
                0.4% | 
                94% | 
                False | 
                False | 
                458,139 | 
                 
                
                | 100 | 
                160.00 | 
                150.16 | 
                9.84 | 
                6.2% | 
                0.62 | 
                0.4% | 
                95% | 
                False | 
                False | 
                367,054 | 
                 
                
                | 120 | 
                160.00 | 
                148.17 | 
                11.83 | 
                7.4% | 
                0.59 | 
                0.4% | 
                95% | 
                False | 
                False | 
                305,919 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            162.27 | 
         
        
            | 
2.618             | 
            161.32 | 
         
        
            | 
1.618             | 
            160.74 | 
         
        
            | 
1.000             | 
            160.38 | 
         
        
            | 
0.618             | 
            160.16 | 
         
        
            | 
HIGH             | 
            159.80 | 
         
        
            | 
0.618             | 
            159.58 | 
         
        
            | 
0.500             | 
            159.51 | 
         
        
            | 
0.382             | 
            159.44 | 
         
        
            | 
LOW             | 
            159.22 | 
         
        
            | 
0.618             | 
            158.86 | 
         
        
            | 
1.000             | 
            158.64 | 
         
        
            | 
1.618             | 
            158.28 | 
         
        
            | 
2.618             | 
            157.70 | 
         
        
            | 
4.250             | 
            156.76 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Feb-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.51 | 
                                159.46 | 
                             
                            
                                | PP | 
                                159.49 | 
                                159.45 | 
                             
                            
                                | S1 | 
                                159.48 | 
                                159.45 | 
                             
             
         |