Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Oct-2015 | 
                    06-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        159.11 | 
                        158.46 | 
                        -0.65 | 
                        -0.4% | 
                        157.43 | 
                     
                    
                        | High | 
                        159.15 | 
                        158.46 | 
                        -0.69 | 
                        -0.4% | 
                        159.63 | 
                     
                    
                        | Low | 
                        158.34 | 
                        157.77 | 
                        -0.57 | 
                        -0.4% | 
                        157.23 | 
                     
                    
                        | Close | 
                        158.38 | 
                        158.01 | 
                        -0.37 | 
                        -0.2% | 
                        159.19 | 
                     
                    
                        | Range | 
                        0.81 | 
                        0.69 | 
                        -0.12 | 
                        -14.8% | 
                        2.40 | 
                     
                    
                        | ATR | 
                        0.88 | 
                        0.87 | 
                        -0.01 | 
                        -1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.15 | 
                159.77 | 
                158.39 | 
                 | 
             
            
                | R3 | 
                159.46 | 
                159.08 | 
                158.20 | 
                 | 
             
            
                | R2 | 
                158.77 | 
                158.77 | 
                158.14 | 
                 | 
             
            
                | R1 | 
                158.39 | 
                158.39 | 
                158.07 | 
                158.24 | 
             
            
                | PP | 
                158.08 | 
                158.08 | 
                158.08 | 
                158.00 | 
             
            
                | S1 | 
                157.70 | 
                157.70 | 
                157.95 | 
                157.55 | 
             
            
                | S2 | 
                157.39 | 
                157.39 | 
                157.88 | 
                 | 
             
            
                | S3 | 
                156.70 | 
                157.01 | 
                157.82 | 
                 | 
             
            
                | S4 | 
                156.01 | 
                156.32 | 
                157.63 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                165.88 | 
                164.94 | 
                160.51 | 
                 | 
             
            
                | R3 | 
                163.48 | 
                162.54 | 
                159.85 | 
                 | 
             
            
                | R2 | 
                161.08 | 
                161.08 | 
                159.63 | 
                 | 
             
            
                | R1 | 
                160.14 | 
                160.14 | 
                159.41 | 
                160.61 | 
             
            
                | PP | 
                158.68 | 
                158.68 | 
                158.68 | 
                158.92 | 
             
            
                | S1 | 
                157.74 | 
                157.74 | 
                158.97 | 
                158.21 | 
             
            
                | S2 | 
                156.28 | 
                156.28 | 
                158.75 | 
                 | 
             
            
                | S3 | 
                153.88 | 
                155.34 | 
                158.53 | 
                 | 
             
            
                | S4 | 
                151.48 | 
                152.94 | 
                157.87 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                159.63 | 
                157.77 | 
                1.86 | 
                1.2% | 
                0.82 | 
                0.5% | 
                13% | 
                False | 
                True | 
                471 | 
                 
                
                | 10 | 
                159.63 | 
                156.95 | 
                2.68 | 
                1.7% | 
                0.70 | 
                0.4% | 
                40% | 
                False | 
                False | 
                346 | 
                 
                
                | 20 | 
                159.63 | 
                155.11 | 
                4.52 | 
                2.9% | 
                0.67 | 
                0.4% | 
                64% | 
                False | 
                False | 
                630 | 
                 
                
                | 40 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.68 | 
                0.4% | 
                48% | 
                False | 
                False | 
                323 | 
                 
                
                | 60 | 
                161.71 | 
                152.93 | 
                8.78 | 
                5.6% | 
                0.54 | 
                0.3% | 
                58% | 
                False | 
                False | 
                216 | 
                 
                
                | 80 | 
                161.71 | 
                150.23 | 
                11.48 | 
                7.3% | 
                0.48 | 
                0.3% | 
                68% | 
                False | 
                False | 
                172 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            161.39 | 
         
        
            | 
2.618             | 
            160.27 | 
         
        
            | 
1.618             | 
            159.58 | 
         
        
            | 
1.000             | 
            159.15 | 
         
        
            | 
0.618             | 
            158.89 | 
         
        
            | 
HIGH             | 
            158.46 | 
         
        
            | 
0.618             | 
            158.20 | 
         
        
            | 
0.500             | 
            158.12 | 
         
        
            | 
0.382             | 
            158.03 | 
         
        
            | 
LOW             | 
            157.77 | 
         
        
            | 
0.618             | 
            157.34 | 
         
        
            | 
1.000             | 
            157.08 | 
         
        
            | 
1.618             | 
            156.65 | 
         
        
            | 
2.618             | 
            155.96 | 
         
        
            | 
4.250             | 
            154.84 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.12 | 
                                158.70 | 
                             
                            
                                | PP | 
                                158.08 | 
                                158.47 | 
                             
                            
                                | S1 | 
                                158.05 | 
                                158.24 | 
                             
             
         |