Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Nov-2015 | 
                    17-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        159.00 | 
                        158.99 | 
                        -0.01 | 
                        0.0% | 
                        156.83 | 
                     
                    
                        | High | 
                        159.19 | 
                        159.52 | 
                        0.33 | 
                        0.2% | 
                        158.83 | 
                     
                    
                        | Low | 
                        158.59 | 
                        158.99 | 
                        0.40 | 
                        0.3% | 
                        156.40 | 
                     
                    
                        | Close | 
                        159.12 | 
                        159.12 | 
                        0.00 | 
                        0.0% | 
                        158.66 | 
                     
                    
                        | Range | 
                        0.60 | 
                        0.53 | 
                        -0.07 | 
                        -11.7% | 
                        2.43 | 
                     
                    
                        | ATR | 
                        0.76 | 
                        0.74 | 
                        -0.02 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        10,041 | 
                        0 | 
                        -10,041 | 
                        -100.0% | 
                        33,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.80 | 
                160.49 | 
                159.41 | 
                 | 
             
            
                | R3 | 
                160.27 | 
                159.96 | 
                159.27 | 
                 | 
             
            
                | R2 | 
                159.74 | 
                159.74 | 
                159.22 | 
                 | 
             
            
                | R1 | 
                159.43 | 
                159.43 | 
                159.17 | 
                159.59 | 
             
            
                | PP | 
                159.21 | 
                159.21 | 
                159.21 | 
                159.29 | 
             
            
                | S1 | 
                158.90 | 
                158.90 | 
                159.07 | 
                159.06 | 
             
            
                | S2 | 
                158.68 | 
                158.68 | 
                159.02 | 
                 | 
             
            
                | S3 | 
                158.15 | 
                158.37 | 
                158.97 | 
                 | 
             
            
                | S4 | 
                157.62 | 
                157.84 | 
                158.83 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                159.52 | 
                157.61 | 
                1.91 | 
                1.2% | 
                0.59 | 
                0.4% | 
                79% | 
                True | 
                False | 
                4,611 | 
                 
                
                | 10 | 
                159.52 | 
                156.40 | 
                3.12 | 
                2.0% | 
                0.73 | 
                0.5% | 
                87% | 
                True | 
                False | 
                4,354 | 
                 
                
                | 20 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.7% | 
                0.74 | 
                0.5% | 
                64% | 
                False | 
                False | 
                3,897 | 
                 
                
                | 40 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.7% | 
                0.67 | 
                0.4% | 
                64% | 
                False | 
                False | 
                2,175 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.70 | 
                0.4% | 
                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             | 
            161.77 | 
         
        
            | 
2.618             | 
            160.91 | 
         
        
            | 
1.618             | 
            160.38 | 
         
        
            | 
1.000             | 
            160.05 | 
         
        
            | 
0.618             | 
            159.85 | 
         
        
            | 
HIGH             | 
            159.52 | 
         
        
            | 
0.618             | 
            159.32 | 
         
        
            | 
0.500             | 
            159.26 | 
         
        
            | 
0.382             | 
            159.19 | 
         
        
            | 
LOW             | 
            158.99 | 
         
        
            | 
0.618             | 
            158.66 | 
         
        
            | 
1.000             | 
            158.46 | 
         
        
            | 
1.618             | 
            158.13 | 
         
        
            | 
2.618             | 
            157.60 | 
         
        
            | 
4.250             | 
            156.74 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.26 | 
                                159.01 | 
                             
                            
                                | PP | 
                                159.21 | 
                                158.89 | 
                             
                            
                                | S1 | 
                                159.17 | 
                                158.78 | 
                             
             
         |