Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Oct-2015 | 
                    02-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.98 | 
                        159.35 | 
                        0.37 | 
                        0.2% | 
                        159.51 | 
                     
                    
                        | High | 
                        159.41 | 
                        159.36 | 
                        -0.05 | 
                        0.0% | 
                        160.62 | 
                     
                    
                        | Low | 
                        158.95 | 
                        158.42 | 
                        -0.53 | 
                        -0.3% | 
                        158.90 | 
                     
                    
                        | Close | 
                        159.10 | 
                        158.52 | 
                        -0.58 | 
                        -0.4% | 
                        159.10 | 
                     
                    
                        | Range | 
                        0.46 | 
                        0.94 | 
                        0.48 | 
                        104.3% | 
                        1.72 | 
                     
                    
                        | ATR | 
                        0.76 | 
                        0.77 | 
                        0.01 | 
                        1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        21,436 | 
                        0 | 
                        -21,436 | 
                        -100.0% | 
                        31,604 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                161.59 | 
                160.99 | 
                159.04 | 
                 | 
             
            
                | R3 | 
                160.65 | 
                160.05 | 
                158.78 | 
                 | 
             
            
                | R2 | 
                159.71 | 
                159.71 | 
                158.69 | 
                 | 
             
            
                | R1 | 
                159.11 | 
                159.11 | 
                158.61 | 
                158.94 | 
             
            
                | PP | 
                158.77 | 
                158.77 | 
                158.77 | 
                158.68 | 
             
            
                | S1 | 
                158.17 | 
                158.17 | 
                158.43 | 
                158.00 | 
             
            
                | S2 | 
                157.83 | 
                157.83 | 
                158.35 | 
                 | 
             
            
                | S3 | 
                156.89 | 
                157.23 | 
                158.26 | 
                 | 
             
            
                | S4 | 
                155.95 | 
                156.29 | 
                158.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                164.70 | 
                163.62 | 
                160.05 | 
                 | 
             
            
                | R3 | 
                162.98 | 
                161.90 | 
                159.57 | 
                 | 
             
            
                | R2 | 
                161.26 | 
                161.26 | 
                159.42 | 
                 | 
             
            
                | R1 | 
                160.18 | 
                160.18 | 
                159.26 | 
                159.86 | 
             
            
                | PP | 
                159.54 | 
                159.54 | 
                159.54 | 
                159.38 | 
             
            
                | S1 | 
                158.46 | 
                158.46 | 
                158.94 | 
                158.14 | 
             
            
                | S2 | 
                157.82 | 
                157.82 | 
                158.78 | 
                 | 
             
            
                | S3 | 
                156.10 | 
                156.74 | 
                158.63 | 
                 | 
             
            
                | S4 | 
                154.38 | 
                155.02 | 
                158.15 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                160.62 | 
                158.42 | 
                2.20 | 
                1.4% | 
                0.83 | 
                0.5% | 
                5% | 
                False | 
                True | 
                5,716 | 
                 
                
                | 10 | 
                160.62 | 
                157.55 | 
                3.07 | 
                1.9% | 
                0.80 | 
                0.5% | 
                32% | 
                False | 
                False | 
                3,441 | 
                 
                
                | 20 | 
                160.62 | 
                157.55 | 
                3.07 | 
                1.9% | 
                0.64 | 
                0.4% | 
                32% | 
                False | 
                False | 
                2,001 | 
                 
                
                | 40 | 
                160.62 | 
                155.11 | 
                5.51 | 
                3.5% | 
                0.64 | 
                0.4% | 
                62% | 
                False | 
                False | 
                1,316 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.66 | 
                0.4% | 
                56% | 
                False | 
                False | 
                882 | 
                 
                
                | 80 | 
                161.71 | 
                152.58 | 
                9.13 | 
                5.8% | 
                0.56 | 
                0.4% | 
                65% | 
                False | 
                False | 
                672 | 
                 
                
                | 100 | 
                161.71 | 
                150.23 | 
                11.48 | 
                7.2% | 
                0.51 | 
                0.3% | 
                72% | 
                False | 
                False | 
                538 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            163.36 | 
         
        
            | 
2.618             | 
            161.82 | 
         
        
            | 
1.618             | 
            160.88 | 
         
        
            | 
1.000             | 
            160.30 | 
         
        
            | 
0.618             | 
            159.94 | 
         
        
            | 
HIGH             | 
            159.36 | 
         
        
            | 
0.618             | 
            159.00 | 
         
        
            | 
0.500             | 
            158.89 | 
         
        
            | 
0.382             | 
            158.78 | 
         
        
            | 
LOW             | 
            158.42 | 
         
        
            | 
0.618             | 
            157.84 | 
         
        
            | 
1.000             | 
            157.48 | 
         
        
            | 
1.618             | 
            156.90 | 
         
        
            | 
2.618             | 
            155.96 | 
         
        
            | 
4.250             | 
            154.43 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.89 | 
                                159.29 | 
                             
                            
                                | PP | 
                                158.77 | 
                                159.03 | 
                             
                            
                                | S1 | 
                                158.64 | 
                                158.78 | 
                             
             
         |