Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Nov-2015 | 
                    13-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        157.93 | 
                        158.03 | 
                        0.10 | 
                        0.1% | 
                        156.83 | 
                     
                    
                        | High | 
                        158.29 | 
                        158.83 | 
                        0.54 | 
                        0.3% | 
                        158.83 | 
                     
                    
                        | Low | 
                        157.88 | 
                        158.03 | 
                        0.15 | 
                        0.1% | 
                        156.40 | 
                     
                    
                        | Close | 
                        158.00 | 
                        158.66 | 
                        0.66 | 
                        0.4% | 
                        158.66 | 
                     
                    
                        | Range | 
                        0.41 | 
                        0.80 | 
                        0.39 | 
                        95.1% | 
                        2.43 | 
                     
                    
                        | ATR | 
                        0.76 | 
                        0.77 | 
                        0.00 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        0 | 
                        7,543 | 
                        7,543 | 
                         | 
                        33,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.91 | 
                160.58 | 
                159.10 | 
                 | 
             
            
                | R3 | 
                160.11 | 
                159.78 | 
                158.88 | 
                 | 
             
            
                | R2 | 
                159.31 | 
                159.31 | 
                158.81 | 
                 | 
             
            
                | R1 | 
                158.98 | 
                158.98 | 
                158.73 | 
                159.15 | 
             
            
                | PP | 
                158.51 | 
                158.51 | 
                158.51 | 
                158.59 | 
             
            
                | S1 | 
                158.18 | 
                158.18 | 
                158.59 | 
                158.35 | 
             
            
                | S2 | 
                157.71 | 
                157.71 | 
                158.51 | 
                 | 
             
            
                | S3 | 
                156.91 | 
                157.38 | 
                158.44 | 
                 | 
             
            
                | S4 | 
                156.11 | 
                156.58 | 
                158.22 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                165.25 | 
                164.39 | 
                160.00 | 
                 | 
             
            
                | R3 | 
                162.82 | 
                161.96 | 
                159.33 | 
                 | 
             
            
                | R2 | 
                160.39 | 
                160.39 | 
                159.11 | 
                 | 
             
            
                | R1 | 
                159.53 | 
                159.53 | 
                158.88 | 
                159.96 | 
             
            
                | PP | 
                157.96 | 
                157.96 | 
                157.96 | 
                158.18 | 
             
            
                | S1 | 
                157.10 | 
                157.10 | 
                158.44 | 
                157.53 | 
             
            
                | S2 | 
                155.53 | 
                155.53 | 
                158.21 | 
                 | 
             
            
                | S3 | 
                153.10 | 
                154.67 | 
                157.99 | 
                 | 
             
            
                | S4 | 
                150.67 | 
                152.24 | 
                157.32 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                158.83 | 
                156.40 | 
                2.43 | 
                1.5% | 
                0.69 | 
                0.4% | 
                93% | 
                True | 
                False | 
                6,700 | 
                 
                
                | 10 | 
                159.36 | 
                156.40 | 
                2.96 | 
                1.9% | 
                0.78 | 
                0.5% | 
                76% | 
                False | 
                False | 
                3,350 | 
                 
                
                | 20 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.7% | 
                0.76 | 
                0.5% | 
                54% | 
                False | 
                False | 
                3,395 | 
                 
                
                | 40 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.7% | 
                0.68 | 
                0.4% | 
                54% | 
                False | 
                False | 
                1,930 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.73 | 
                0.5% | 
                57% | 
                False | 
                False | 
                1,437 | 
                 
                
                | 80 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.61 | 
                0.4% | 
                57% | 
                False | 
                False | 
                1,081 | 
                 
                
                | 100 | 
                161.71 | 
                151.06 | 
                10.65 | 
                6.7% | 
                0.57 | 
                0.4% | 
                71% | 
                False | 
                False | 
                873 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            162.23 | 
         
        
            | 
2.618             | 
            160.92 | 
         
        
            | 
1.618             | 
            160.12 | 
         
        
            | 
1.000             | 
            159.63 | 
         
        
            | 
0.618             | 
            159.32 | 
         
        
            | 
HIGH             | 
            158.83 | 
         
        
            | 
0.618             | 
            158.52 | 
         
        
            | 
0.500             | 
            158.43 | 
         
        
            | 
0.382             | 
            158.34 | 
         
        
            | 
LOW             | 
            158.03 | 
         
        
            | 
0.618             | 
            157.54 | 
         
        
            | 
1.000             | 
            157.23 | 
         
        
            | 
1.618             | 
            156.74 | 
         
        
            | 
2.618             | 
            155.94 | 
         
        
            | 
4.250             | 
            154.63 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.58 | 
                                158.51 | 
                             
                            
                                | PP | 
                                158.51 | 
                                158.37 | 
                             
                            
                                | S1 | 
                                158.43 | 
                                158.22 | 
                             
             
         |