Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Oct-2015 | 
                    16-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.71 | 
                        158.56 | 
                        -0.15 | 
                        -0.1% | 
                        158.00 | 
                     
                    
                        | High | 
                        158.98 | 
                        158.98 | 
                        0.00 | 
                        0.0% | 
                        158.98 | 
                     
                    
                        | Low | 
                        158.59 | 
                        158.56 | 
                        -0.03 | 
                        0.0% | 
                        157.99 | 
                     
                    
                        | Close | 
                        158.62 | 
                        158.79 | 
                        0.17 | 
                        0.1% | 
                        158.79 | 
                     
                    
                        | Range | 
                        0.39 | 
                        0.42 | 
                        0.03 | 
                        7.7% | 
                        0.99 | 
                     
                    
                        | ATR | 
                        0.75 | 
                        0.72 | 
                        -0.02 | 
                        -3.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        0 | 
                        1,842 | 
                        1,842 | 
                         | 
                        5,053 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.04 | 
                159.83 | 
                159.02 | 
                 | 
             
            
                | R3 | 
                159.62 | 
                159.41 | 
                158.91 | 
                 | 
             
            
                | R2 | 
                159.20 | 
                159.20 | 
                158.87 | 
                 | 
             
            
                | R1 | 
                158.99 | 
                158.99 | 
                158.83 | 
                159.10 | 
             
            
                | PP | 
                158.78 | 
                158.78 | 
                158.78 | 
                158.83 | 
             
            
                | S1 | 
                158.57 | 
                158.57 | 
                158.75 | 
                158.68 | 
             
            
                | S2 | 
                158.36 | 
                158.36 | 
                158.71 | 
                 | 
             
            
                | S3 | 
                157.94 | 
                158.15 | 
                158.67 | 
                 | 
             
            
                | S4 | 
                157.52 | 
                157.73 | 
                158.56 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                161.56 | 
                161.16 | 
                159.33 | 
                 | 
             
            
                | R3 | 
                160.57 | 
                160.17 | 
                159.06 | 
                 | 
             
            
                | R2 | 
                159.58 | 
                159.58 | 
                158.97 | 
                 | 
             
            
                | R1 | 
                159.18 | 
                159.18 | 
                158.88 | 
                159.38 | 
             
            
                | PP | 
                158.59 | 
                158.59 | 
                158.59 | 
                158.69 | 
             
            
                | S1 | 
                158.19 | 
                158.19 | 
                158.70 | 
                158.39 | 
             
            
                | S2 | 
                157.60 | 
                157.60 | 
                158.61 | 
                 | 
             
            
                | S3 | 
                156.61 | 
                157.20 | 
                158.52 | 
                 | 
             
            
                | S4 | 
                155.62 | 
                156.21 | 
                158.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                158.98 | 
                157.99 | 
                0.99 | 
                0.6% | 
                0.42 | 
                0.3% | 
                81% | 
                True | 
                False | 
                1,010 | 
                 
                
                | 10 | 
                159.15 | 
                157.60 | 
                1.55 | 
                1.0% | 
                0.52 | 
                0.3% | 
                77% | 
                False | 
                False | 
                560 | 
                 
                
                | 20 | 
                159.63 | 
                156.52 | 
                3.11 | 
                2.0% | 
                0.61 | 
                0.4% | 
                73% | 
                False | 
                False | 
                464 | 
                 
                
                | 40 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.72 | 
                0.5% | 
                59% | 
                False | 
                False | 
                457 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.56 | 
                0.4% | 
                59% | 
                False | 
                False | 
                310 | 
                 
                
                | 80 | 
                161.71 | 
                151.06 | 
                10.65 | 
                6.7% | 
                0.52 | 
                0.3% | 
                73% | 
                False | 
                False | 
                242 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            160.77 | 
         
        
            | 
2.618             | 
            160.08 | 
         
        
            | 
1.618             | 
            159.66 | 
         
        
            | 
1.000             | 
            159.40 | 
         
        
            | 
0.618             | 
            159.24 | 
         
        
            | 
HIGH             | 
            158.98 | 
         
        
            | 
0.618             | 
            158.82 | 
         
        
            | 
0.500             | 
            158.77 | 
         
        
            | 
0.382             | 
            158.72 | 
         
        
            | 
LOW             | 
            158.56 | 
         
        
            | 
0.618             | 
            158.30 | 
         
        
            | 
1.000             | 
            158.14 | 
         
        
            | 
1.618             | 
            157.88 | 
         
        
            | 
2.618             | 
            157.46 | 
         
        
            | 
4.250             | 
            156.78 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.78 | 
                                158.75 | 
                             
                            
                                | PP | 
                                158.78 | 
                                158.70 | 
                             
                            
                                | S1 | 
                                158.77 | 
                                158.66 | 
                             
             
         |