Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Mar-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Mar-2015 | 
                    05-Mar-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.78 | 
                        158.72 | 
                        -0.06 | 
                        0.0% | 
                        158.53 | 
                     
                    
                        | High | 
                        159.04 | 
                        159.55 | 
                        0.51 | 
                        0.3% | 
                        160.00 | 
                     
                    
                        | Low | 
                        158.60 | 
                        158.06 | 
                        -0.54 | 
                        -0.3% | 
                        158.41 | 
                     
                    
                        | Close | 
                        158.77 | 
                        158.99 | 
                        0.22 | 
                        0.1% | 
                        159.46 | 
                     
                    
                        | Range | 
                        0.44 | 
                        1.49 | 
                        1.05 | 
                        238.6% | 
                        1.59 | 
                     
                    
                        | ATR | 
                        0.64 | 
                        0.70 | 
                        0.06 | 
                        9.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        608,332 | 
                        21,866 | 
                        -586,466 | 
                        -96.4% | 
                        3,549,688 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Mar-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                163.34 | 
                162.65 | 
                159.81 | 
                 | 
             
            
                | R3 | 
                161.85 | 
                161.16 | 
                159.40 | 
                 | 
             
            
                | R2 | 
                160.36 | 
                160.36 | 
                159.26 | 
                 | 
             
            
                | R1 | 
                159.67 | 
                159.67 | 
                159.13 | 
                160.02 | 
             
            
                | PP | 
                158.87 | 
                158.87 | 
                158.87 | 
                159.04 | 
             
            
                | S1 | 
                158.18 | 
                158.18 | 
                158.85 | 
                158.53 | 
             
            
                | S2 | 
                157.38 | 
                157.38 | 
                158.72 | 
                 | 
             
            
                | S3 | 
                155.89 | 
                156.69 | 
                158.58 | 
                 | 
             
            
                | S4 | 
                154.40 | 
                155.20 | 
                158.17 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                159.80 | 
                158.06 | 
                1.74 | 
                1.1% | 
                0.73 | 
                0.5% | 
                53% | 
                False | 
                True | 
                779,912 | 
                 
                
                | 10 | 
                160.00 | 
                158.06 | 
                1.94 | 
                1.2% | 
                0.69 | 
                0.4% | 
                48% | 
                False | 
                True | 
                718,348 | 
                 
                
                | 20 | 
                160.00 | 
                158.06 | 
                1.94 | 
                1.2% | 
                0.67 | 
                0.4% | 
                48% | 
                False | 
                True | 
                658,972 | 
                 
                
                | 40 | 
                160.00 | 
                156.00 | 
                4.00 | 
                2.5% | 
                0.72 | 
                0.5% | 
                75% | 
                False | 
                False | 
                677,583 | 
                 
                
                | 60 | 
                160.00 | 
                152.50 | 
                7.50 | 
                4.7% | 
                0.68 | 
                0.4% | 
                87% | 
                False | 
                False | 
                632,976 | 
                 
                
                | 80 | 
                160.00 | 
                151.56 | 
                8.44 | 
                5.3% | 
                0.62 | 
                0.4% | 
                88% | 
                False | 
                False | 
                497,646 | 
                 
                
                | 100 | 
                160.00 | 
                150.63 | 
                9.37 | 
                5.9% | 
                0.63 | 
                0.4% | 
                89% | 
                False | 
                False | 
                398,655 | 
                 
                
                | 120 | 
                160.00 | 
                148.17 | 
                11.83 | 
                7.4% | 
                0.60 | 
                0.4% | 
                91% | 
                False | 
                False | 
                332,305 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            165.88 | 
         
        
            | 
2.618             | 
            163.45 | 
         
        
            | 
1.618             | 
            161.96 | 
         
        
            | 
1.000             | 
            161.04 | 
         
        
            | 
0.618             | 
            160.47 | 
         
        
            | 
HIGH             | 
            159.55 | 
         
        
            | 
0.618             | 
            158.98 | 
         
        
            | 
0.500             | 
            158.81 | 
         
        
            | 
0.382             | 
            158.63 | 
         
        
            | 
LOW             | 
            158.06 | 
         
        
            | 
0.618             | 
            157.14 | 
         
        
            | 
1.000             | 
            156.57 | 
         
        
            | 
1.618             | 
            155.65 | 
         
        
            | 
2.618             | 
            154.16 | 
         
        
            | 
4.250             | 
            151.73 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Mar-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.93 | 
                                158.93 | 
                             
                            
                                | PP | 
                                158.87 | 
                                158.87 | 
                             
                            
                                | S1 | 
                                158.81 | 
                                158.81 | 
                             
             
         |