Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Nov-2015 | 
                    16-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.03 | 
                        159.00 | 
                        0.97 | 
                        0.6% | 
                        156.83 | 
                     
                    
                        | High | 
                        158.83 | 
                        159.19 | 
                        0.36 | 
                        0.2% | 
                        158.83 | 
                     
                    
                        | Low | 
                        158.03 | 
                        158.59 | 
                        0.56 | 
                        0.4% | 
                        156.40 | 
                     
                    
                        | Close | 
                        158.66 | 
                        159.12 | 
                        0.46 | 
                        0.3% | 
                        158.66 | 
                     
                    
                        | Range | 
                        0.80 | 
                        0.60 | 
                        -0.20 | 
                        -25.0% | 
                        2.43 | 
                     
                    
                        | ATR | 
                        0.77 | 
                        0.76 | 
                        -0.01 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,543 | 
                        10,041 | 
                        2,498 | 
                        33.1% | 
                        33,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.77 | 
                160.54 | 
                159.45 | 
                 | 
             
            
                | R3 | 
                160.17 | 
                159.94 | 
                159.29 | 
                 | 
             
            
                | R2 | 
                159.57 | 
                159.57 | 
                159.23 | 
                 | 
             
            
                | R1 | 
                159.34 | 
                159.34 | 
                159.18 | 
                159.46 | 
             
            
                | PP | 
                158.97 | 
                158.97 | 
                158.97 | 
                159.02 | 
             
            
                | S1 | 
                158.74 | 
                158.74 | 
                159.07 | 
                158.86 | 
             
            
                | S2 | 
                158.37 | 
                158.37 | 
                159.01 | 
                 | 
             
            
                | S3 | 
                157.77 | 
                158.14 | 
                158.96 | 
                 | 
             
            
                | S4 | 
                157.17 | 
                157.54 | 
                158.79 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                159.19 | 
                157.14 | 
                2.05 | 
                1.3% | 
                0.63 | 
                0.4% | 
                97% | 
                True | 
                False | 
                5,389 | 
                 
                
                | 10 | 
                159.19 | 
                156.40 | 
                2.79 | 
                1.8% | 
                0.74 | 
                0.5% | 
                97% | 
                True | 
                False | 
                4,354 | 
                 
                
                | 20 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.7% | 
                0.77 | 
                0.5% | 
                64% | 
                False | 
                False | 
                3,897 | 
                 
                
                | 40 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.7% | 
                0.69 | 
                0.4% | 
                64% | 
                False | 
                False | 
                2,181 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.73 | 
                0.5% | 
                64% | 
                False | 
                False | 
                1,604 | 
                 
                
                | 80 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.61 | 
                0.4% | 
                64% | 
                False | 
                False | 
                1,206 | 
                 
                
                | 100 | 
                161.71 | 
                151.06 | 
                10.65 | 
                6.7% | 
                0.58 | 
                0.4% | 
                76% | 
                False | 
                False | 
                973 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            161.74 | 
         
        
            | 
2.618             | 
            160.76 | 
         
        
            | 
1.618             | 
            160.16 | 
         
        
            | 
1.000             | 
            159.79 | 
         
        
            | 
0.618             | 
            159.56 | 
         
        
            | 
HIGH             | 
            159.19 | 
         
        
            | 
0.618             | 
            158.96 | 
         
        
            | 
0.500             | 
            158.89 | 
         
        
            | 
0.382             | 
            158.82 | 
         
        
            | 
LOW             | 
            158.59 | 
         
        
            | 
0.618             | 
            158.22 | 
         
        
            | 
1.000             | 
            157.99 | 
         
        
            | 
1.618             | 
            157.62 | 
         
        
            | 
2.618             | 
            157.02 | 
         
        
            | 
4.250             | 
            156.04 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.04 | 
                                158.93 | 
                             
                            
                                | PP | 
                                158.97 | 
                                158.73 | 
                             
                            
                                | S1 | 
                                158.89 | 
                                158.54 | 
                             
             
         |