Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Oct-2015 | 
                    23-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.60 | 
                        159.50 | 
                        0.90 | 
                        0.6% | 
                        158.72 | 
                     
                    
                        | High | 
                        159.63 | 
                        159.66 | 
                        0.03 | 
                        0.0% | 
                        159.66 | 
                     
                    
                        | Low | 
                        158.60 | 
                        159.17 | 
                        0.57 | 
                        0.4% | 
                        157.55 | 
                     
                    
                        | Close | 
                        159.38 | 
                        159.36 | 
                        -0.02 | 
                        0.0% | 
                        159.36 | 
                     
                    
                        | Range | 
                        1.03 | 
                        0.49 | 
                        -0.54 | 
                        -52.4% | 
                        2.11 | 
                     
                    
                        | ATR | 
                        0.78 | 
                        0.76 | 
                        -0.02 | 
                        -2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,855 | 
                        0 | 
                        -1,855 | 
                        -100.0% | 
                        2,809 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.87 | 
                160.60 | 
                159.63 | 
                 | 
             
            
                | R3 | 
                160.38 | 
                160.11 | 
                159.49 | 
                 | 
             
            
                | R2 | 
                159.89 | 
                159.89 | 
                159.45 | 
                 | 
             
            
                | R1 | 
                159.62 | 
                159.62 | 
                159.40 | 
                159.51 | 
             
            
                | PP | 
                159.40 | 
                159.40 | 
                159.40 | 
                159.34 | 
             
            
                | S1 | 
                159.13 | 
                159.13 | 
                159.32 | 
                159.02 | 
             
            
                | S2 | 
                158.91 | 
                158.91 | 
                159.27 | 
                 | 
             
            
                | S3 | 
                158.42 | 
                158.64 | 
                159.23 | 
                 | 
             
            
                | S4 | 
                157.93 | 
                158.15 | 
                159.09 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                165.19 | 
                164.38 | 
                160.52 | 
                 | 
             
            
                | R3 | 
                163.08 | 
                162.27 | 
                159.94 | 
                 | 
             
            
                | R2 | 
                160.97 | 
                160.97 | 
                159.75 | 
                 | 
             
            
                | R1 | 
                160.16 | 
                160.16 | 
                159.55 | 
                160.57 | 
             
            
                | PP | 
                158.86 | 
                158.86 | 
                158.86 | 
                159.06 | 
             
            
                | S1 | 
                158.05 | 
                158.05 | 
                159.17 | 
                158.46 | 
             
            
                | S2 | 
                156.75 | 
                156.75 | 
                158.97 | 
                 | 
             
            
                | S3 | 
                154.64 | 
                155.94 | 
                158.78 | 
                 | 
             
            
                | S4 | 
                152.53 | 
                153.83 | 
                158.20 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                159.66 | 
                157.55 | 
                2.11 | 
                1.3% | 
                0.79 | 
                0.5% | 
                86% | 
                True | 
                False | 
                561 | 
                 
                
                | 10 | 
                159.66 | 
                157.55 | 
                2.11 | 
                1.3% | 
                0.61 | 
                0.4% | 
                86% | 
                True | 
                False | 
                786 | 
                 
                
                | 20 | 
                159.66 | 
                157.23 | 
                2.43 | 
                1.5% | 
                0.65 | 
                0.4% | 
                88% | 
                True | 
                False | 
                549 | 
                 
                
                | 40 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.72 | 
                0.5% | 
                67% | 
                False | 
                False | 
                527 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.60 | 
                0.4% | 
                67% | 
                False | 
                False | 
                356 | 
                 
                
                | 80 | 
                161.71 | 
                151.90 | 
                9.81 | 
                6.2% | 
                0.55 | 
                0.3% | 
                76% | 
                False | 
                False | 
                277 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            161.74 | 
         
        
            | 
2.618             | 
            160.94 | 
         
        
            | 
1.618             | 
            160.45 | 
         
        
            | 
1.000             | 
            160.15 | 
         
        
            | 
0.618             | 
            159.96 | 
         
        
            | 
HIGH             | 
            159.66 | 
         
        
            | 
0.618             | 
            159.47 | 
         
        
            | 
0.500             | 
            159.42 | 
         
        
            | 
0.382             | 
            159.36 | 
         
        
            | 
LOW             | 
            159.17 | 
         
        
            | 
0.618             | 
            158.87 | 
         
        
            | 
1.000             | 
            158.68 | 
         
        
            | 
1.618             | 
            158.38 | 
         
        
            | 
2.618             | 
            157.89 | 
         
        
            | 
4.250             | 
            157.09 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.42 | 
                                159.11 | 
                             
                            
                                | PP | 
                                159.40 | 
                                158.86 | 
                             
                            
                                | S1 | 
                                159.38 | 
                                158.61 | 
                             
             
         |