Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Oct-2015 | 
                    20-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.72 | 
                        158.73 | 
                        0.01 | 
                        0.0% | 
                        158.00 | 
                     
                    
                        | High | 
                        158.72 | 
                        158.73 | 
                        0.01 | 
                        0.0% | 
                        158.98 | 
                     
                    
                        | Low | 
                        158.33 | 
                        157.63 | 
                        -0.70 | 
                        -0.4% | 
                        157.99 | 
                     
                    
                        | Close | 
                        158.52 | 
                        157.72 | 
                        -0.80 | 
                        -0.5% | 
                        158.79 | 
                     
                    
                        | Range | 
                        0.39 | 
                        1.10 | 
                        0.71 | 
                        182.1% | 
                        0.99 | 
                     
                    
                        | ATR | 
                        0.71 | 
                        0.73 | 
                        0.03 | 
                        4.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                161.33 | 
                160.62 | 
                158.33 | 
                 | 
             
            
                | R3 | 
                160.23 | 
                159.52 | 
                158.02 | 
                 | 
             
            
                | R2 | 
                159.13 | 
                159.13 | 
                157.92 | 
                 | 
             
            
                | R1 | 
                158.42 | 
                158.42 | 
                157.82 | 
                158.23 | 
             
            
                | PP | 
                158.03 | 
                158.03 | 
                158.03 | 
                157.93 | 
             
            
                | S1 | 
                157.32 | 
                157.32 | 
                157.62 | 
                157.13 | 
             
            
                | S2 | 
                156.93 | 
                156.93 | 
                157.52 | 
                 | 
             
            
                | S3 | 
                155.83 | 
                156.22 | 
                157.42 | 
                 | 
             
            
                | S4 | 
                154.73 | 
                155.12 | 
                157.12 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                157.63 | 
                1.35 | 
                0.9% | 
                0.57 | 
                0.4% | 
                7% | 
                False | 
                True | 
                487 | 
                 
                
                | 10 | 
                158.98 | 
                157.60 | 
                1.38 | 
                0.9% | 
                0.52 | 
                0.3% | 
                9% | 
                False | 
                False | 
                560 | 
                 
                
                | 20 | 
                159.63 | 
                156.95 | 
                2.68 | 
                1.7% | 
                0.61 | 
                0.4% | 
                29% | 
                False | 
                False | 
                453 | 
                 
                
                | 40 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.68 | 
                0.4% | 
                44% | 
                False | 
                False | 
                457 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.57 | 
                0.4% | 
                44% | 
                False | 
                False | 
                309 | 
                 
                
                | 80 | 
                161.71 | 
                151.06 | 
                10.65 | 
                6.8% | 
                0.54 | 
                0.3% | 
                63% | 
                False | 
                False | 
                242 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            163.41 | 
         
        
            | 
2.618             | 
            161.61 | 
         
        
            | 
1.618             | 
            160.51 | 
         
        
            | 
1.000             | 
            159.83 | 
         
        
            | 
0.618             | 
            159.41 | 
         
        
            | 
HIGH             | 
            158.73 | 
         
        
            | 
0.618             | 
            158.31 | 
         
        
            | 
0.500             | 
            158.18 | 
         
        
            | 
0.382             | 
            158.05 | 
         
        
            | 
LOW             | 
            157.63 | 
         
        
            | 
0.618             | 
            156.95 | 
         
        
            | 
1.000             | 
            156.53 | 
         
        
            | 
1.618             | 
            155.85 | 
         
        
            | 
2.618             | 
            154.75 | 
         
        
            | 
4.250             | 
            152.96 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.18 | 
                                158.31 | 
                             
                            
                                | PP | 
                                158.03 | 
                                158.11 | 
                             
                            
                                | S1 | 
                                157.87 | 
                                157.92 | 
                             
             
         |