Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Oct-2015 | 
                    29-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        160.27 | 
                        160.03 | 
                        -0.24 | 
                        -0.1% | 
                        158.72 | 
                     
                    
                        | High | 
                        160.62 | 
                        160.15 | 
                        -0.47 | 
                        -0.3% | 
                        159.66 | 
                     
                    
                        | Low | 
                        159.94 | 
                        158.90 | 
                        -1.04 | 
                        -0.7% | 
                        157.55 | 
                     
                    
                        | Close | 
                        160.34 | 
                        158.99 | 
                        -1.35 | 
                        -0.8% | 
                        159.36 | 
                     
                    
                        | Range | 
                        0.68 | 
                        1.25 | 
                        0.57 | 
                        83.8% | 
                        2.11 | 
                     
                    
                        | ATR | 
                        0.73 | 
                        0.78 | 
                        0.05 | 
                        6.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                163.10 | 
                162.29 | 
                159.68 | 
                 | 
             
            
                | R3 | 
                161.85 | 
                161.04 | 
                159.33 | 
                 | 
             
            
                | R2 | 
                160.60 | 
                160.60 | 
                159.22 | 
                 | 
             
            
                | R1 | 
                159.79 | 
                159.79 | 
                159.10 | 
                159.57 | 
             
            
                | PP | 
                159.35 | 
                159.35 | 
                159.35 | 
                159.24 | 
             
            
                | S1 | 
                158.54 | 
                158.54 | 
                158.88 | 
                158.32 | 
             
            
                | S2 | 
                158.10 | 
                158.10 | 
                158.76 | 
                 | 
             
            
                | S3 | 
                156.85 | 
                157.29 | 
                158.65 | 
                 | 
             
            
                | S4 | 
                155.60 | 
                156.04 | 
                158.30 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                160.62 | 
                158.90 | 
                1.72 | 
                1.1% | 
                0.69 | 
                0.4% | 
                5% | 
                False | 
                True | 
                2,033 | 
                 
                
                | 10 | 
                160.62 | 
                157.55 | 
                3.07 | 
                1.9% | 
                0.74 | 
                0.5% | 
                47% | 
                False | 
                False | 
                1,481 | 
                 
                
                | 20 | 
                160.62 | 
                157.55 | 
                3.07 | 
                1.9% | 
                0.67 | 
                0.4% | 
                47% | 
                False | 
                False | 
                931 | 
                 
                
                | 40 | 
                161.71 | 
                155.11 | 
                6.60 | 
                4.2% | 
                0.76 | 
                0.5% | 
                59% | 
                False | 
                False | 
                780 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.64 | 
                0.4% | 
                62% | 
                False | 
                False | 
                525 | 
                 
                
                | 80 | 
                161.71 | 
                151.90 | 
                9.81 | 
                6.2% | 
                0.54 | 
                0.3% | 
                72% | 
                False | 
                False | 
                404 | 
                 
                
                | 100 | 
                161.76 | 
                141.73 | 
                20.03 | 
                12.6% | 
                0.69 | 
                0.4% | 
                86% | 
                False | 
                False | 
                323 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            165.46 | 
         
        
            | 
2.618             | 
            163.42 | 
         
        
            | 
1.618             | 
            162.17 | 
         
        
            | 
1.000             | 
            161.40 | 
         
        
            | 
0.618             | 
            160.92 | 
         
        
            | 
HIGH             | 
            160.15 | 
         
        
            | 
0.618             | 
            159.67 | 
         
        
            | 
0.500             | 
            159.53 | 
         
        
            | 
0.382             | 
            159.38 | 
         
        
            | 
LOW             | 
            158.90 | 
         
        
            | 
0.618             | 
            158.13 | 
         
        
            | 
1.000             | 
            157.65 | 
         
        
            | 
1.618             | 
            156.88 | 
         
        
            | 
2.618             | 
            155.63 | 
         
        
            | 
4.250             | 
            153.59 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.53 | 
                                159.76 | 
                             
                            
                                | PP | 
                                159.35 | 
                                159.50 | 
                             
                            
                                | S1 | 
                                159.17 | 
                                159.25 | 
                             
             
         |