Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Mar-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Mar-2015 | 
                    06-Mar-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.72 | 
                        159.27 | 
                        0.55 | 
                        0.3% | 
                        159.44 | 
                     
                    
                        | High | 
                        159.55 | 
                        159.35 | 
                        -0.20 | 
                        -0.1% | 
                        159.64 | 
                     
                    
                        | Low | 
                        158.06 | 
                        159.00 | 
                        0.94 | 
                        0.6% | 
                        158.06 | 
                     
                    
                        | Close | 
                        158.99 | 
                        159.06 | 
                        0.07 | 
                        0.0% | 
                        159.06 | 
                     
                    
                        | Range | 
                        1.49 | 
                        0.35 | 
                        -1.14 | 
                        -76.5% | 
                        1.58 | 
                     
                    
                        | ATR | 
                        0.70 | 
                        0.68 | 
                        -0.02 | 
                        -3.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        21,866 | 
                        21,866 | 
                        0 | 
                        0.0% | 
                        3,188,382 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Mar-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.19 | 
                159.97 | 
                159.25 | 
                 | 
             
            
                | R3 | 
                159.84 | 
                159.62 | 
                159.16 | 
                 | 
             
            
                | R2 | 
                159.49 | 
                159.49 | 
                159.12 | 
                 | 
             
            
                | R1 | 
                159.27 | 
                159.27 | 
                159.09 | 
                159.21 | 
             
            
                | PP | 
                159.14 | 
                159.14 | 
                159.14 | 
                159.10 | 
             
            
                | S1 | 
                158.92 | 
                158.92 | 
                159.03 | 
                158.86 | 
             
            
                | S2 | 
                158.79 | 
                158.79 | 
                159.00 | 
                 | 
             
            
                | S3 | 
                158.44 | 
                158.57 | 
                158.96 | 
                 | 
             
            
                | S4 | 
                158.09 | 
                158.22 | 
                158.87 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Mar-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                163.66 | 
                162.94 | 
                159.93 | 
                 | 
             
            
                | R3 | 
                162.08 | 
                161.36 | 
                159.49 | 
                 | 
             
            
                | R2 | 
                160.50 | 
                160.50 | 
                159.35 | 
                 | 
             
            
                | R1 | 
                159.78 | 
                159.78 | 
                159.20 | 
                159.35 | 
             
            
                | PP | 
                158.92 | 
                158.92 | 
                158.92 | 
                158.71 | 
             
            
                | S1 | 
                158.20 | 
                158.20 | 
                158.92 | 
                157.77 | 
             
            
                | S2 | 
                157.34 | 
                157.34 | 
                158.77 | 
                 | 
             
            
                | S3 | 
                155.76 | 
                156.62 | 
                158.63 | 
                 | 
             
            
                | S4 | 
                154.18 | 
                155.04 | 
                158.19 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                159.64 | 
                158.06 | 
                1.58 | 
                1.0% | 
                0.69 | 
                0.4% | 
                63% | 
                False | 
                False | 
                637,676 | 
                 
                
                | 10 | 
                160.00 | 
                158.06 | 
                1.94 | 
                1.2% | 
                0.62 | 
                0.4% | 
                52% | 
                False | 
                False | 
                673,807 | 
                 
                
                | 20 | 
                160.00 | 
                158.06 | 
                1.94 | 
                1.2% | 
                0.64 | 
                0.4% | 
                52% | 
                False | 
                False | 
                629,430 | 
                 
                
                | 40 | 
                160.00 | 
                156.00 | 
                4.00 | 
                2.5% | 
                0.71 | 
                0.4% | 
                77% | 
                False | 
                False | 
                661,224 | 
                 
                
                | 60 | 
                160.00 | 
                152.50 | 
                7.50 | 
                4.7% | 
                0.68 | 
                0.4% | 
                87% | 
                False | 
                False | 
                619,852 | 
                 
                
                | 80 | 
                160.00 | 
                151.56 | 
                8.44 | 
                5.3% | 
                0.62 | 
                0.4% | 
                89% | 
                False | 
                False | 
                497,907 | 
                 
                
                | 100 | 
                160.00 | 
                150.72 | 
                9.28 | 
                5.8% | 
                0.63 | 
                0.4% | 
                90% | 
                False | 
                False | 
                398,861 | 
                 
                
                | 120 | 
                160.00 | 
                148.17 | 
                11.83 | 
                7.4% | 
                0.61 | 
                0.4% | 
                92% | 
                False | 
                False | 
                332,486 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            160.84 | 
         
        
            | 
2.618             | 
            160.27 | 
         
        
            | 
1.618             | 
            159.92 | 
         
        
            | 
1.000             | 
            159.70 | 
         
        
            | 
0.618             | 
            159.57 | 
         
        
            | 
HIGH             | 
            159.35 | 
         
        
            | 
0.618             | 
            159.22 | 
         
        
            | 
0.500             | 
            159.18 | 
         
        
            | 
0.382             | 
            159.13 | 
         
        
            | 
LOW             | 
            159.00 | 
         
        
            | 
0.618             | 
            158.78 | 
         
        
            | 
1.000             | 
            158.65 | 
         
        
            | 
1.618             | 
            158.43 | 
         
        
            | 
2.618             | 
            158.08 | 
         
        
            | 
4.250             | 
            157.51 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Mar-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.18 | 
                                158.98 | 
                             
                            
                                | PP | 
                                159.14 | 
                                158.89 | 
                             
                            
                                | S1 | 
                                159.10 | 
                                158.81 | 
                             
             
         |