Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Oct-2015 | 
                    15-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.33 | 
                        158.71 | 
                        0.38 | 
                        0.2% | 
                        159.11 | 
                     
                    
                        | High | 
                        158.86 | 
                        158.98 | 
                        0.12 | 
                        0.1% | 
                        159.15 | 
                     
                    
                        | Low | 
                        158.33 | 
                        158.59 | 
                        0.26 | 
                        0.2% | 
                        157.60 | 
                     
                    
                        | Close | 
                        158.74 | 
                        158.62 | 
                        -0.12 | 
                        -0.1% | 
                        157.71 | 
                     
                    
                        | Range | 
                        0.53 | 
                        0.39 | 
                        -0.14 | 
                        -26.4% | 
                        1.55 | 
                     
                    
                        | ATR | 
                        0.78 | 
                        0.75 | 
                        -0.03 | 
                        -3.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        594 | 
                        0 | 
                        -594 | 
                        -100.0% | 
                        556 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                159.90 | 
                159.65 | 
                158.83 | 
                 | 
             
            
                | R3 | 
                159.51 | 
                159.26 | 
                158.73 | 
                 | 
             
            
                | R2 | 
                159.12 | 
                159.12 | 
                158.69 | 
                 | 
             
            
                | R1 | 
                158.87 | 
                158.87 | 
                158.66 | 
                158.80 | 
             
            
                | PP | 
                158.73 | 
                158.73 | 
                158.73 | 
                158.70 | 
             
            
                | S1 | 
                158.48 | 
                158.48 | 
                158.58 | 
                158.41 | 
             
            
                | S2 | 
                158.34 | 
                158.34 | 
                158.55 | 
                 | 
             
            
                | S3 | 
                157.95 | 
                158.09 | 
                158.51 | 
                 | 
             
            
                | S4 | 
                157.56 | 
                157.70 | 
                158.41 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                162.80 | 
                161.81 | 
                158.56 | 
                 | 
             
            
                | R3 | 
                161.25 | 
                160.26 | 
                158.14 | 
                 | 
             
            
                | R2 | 
                159.70 | 
                159.70 | 
                157.99 | 
                 | 
             
            
                | R1 | 
                158.71 | 
                158.71 | 
                157.85 | 
                158.43 | 
             
            
                | PP | 
                158.15 | 
                158.15 | 
                158.15 | 
                158.02 | 
             
            
                | S1 | 
                157.16 | 
                157.16 | 
                157.57 | 
                156.88 | 
             
            
                | S2 | 
                156.60 | 
                156.60 | 
                157.43 | 
                 | 
             
            
                | S3 | 
                155.05 | 
                155.61 | 
                157.28 | 
                 | 
             
            
                | S4 | 
                153.50 | 
                154.06 | 
                156.86 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                158.98 | 
                157.60 | 
                1.38 | 
                0.9% | 
                0.43 | 
                0.3% | 
                74% | 
                True | 
                False | 
                642 | 
                 
                
                | 10 | 
                159.63 | 
                157.60 | 
                2.03 | 
                1.3% | 
                0.60 | 
                0.4% | 
                50% | 
                False | 
                False | 
                381 | 
                 
                
                | 20 | 
                159.63 | 
                156.44 | 
                3.19 | 
                2.0% | 
                0.62 | 
                0.4% | 
                68% | 
                False | 
                False | 
                465 | 
                 
                
                | 40 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.72 | 
                0.5% | 
                57% | 
                False | 
                False | 
                415 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.56 | 
                0.4% | 
                57% | 
                False | 
                False | 
                279 | 
                 
                
                | 80 | 
                161.71 | 
                150.23 | 
                11.48 | 
                7.2% | 
                0.52 | 
                0.3% | 
                73% | 
                False | 
                False | 
                219 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            160.64 | 
         
        
            | 
2.618             | 
            160.00 | 
         
        
            | 
1.618             | 
            159.61 | 
         
        
            | 
1.000             | 
            159.37 | 
         
        
            | 
0.618             | 
            159.22 | 
         
        
            | 
HIGH             | 
            158.98 | 
         
        
            | 
0.618             | 
            158.83 | 
         
        
            | 
0.500             | 
            158.79 | 
         
        
            | 
0.382             | 
            158.74 | 
         
        
            | 
LOW             | 
            158.59 | 
         
        
            | 
0.618             | 
            158.35 | 
         
        
            | 
1.000             | 
            158.20 | 
         
        
            | 
1.618             | 
            157.96 | 
         
        
            | 
2.618             | 
            157.57 | 
         
        
            | 
4.250             | 
            156.93 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.79 | 
                                158.58 | 
                             
                            
                                | PP | 
                                158.73 | 
                                158.53 | 
                             
                            
                                | S1 | 
                                158.68 | 
                                158.49 | 
                             
             
         |