Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Nov-2015 | 
                    20-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        159.65 | 
                        159.81 | 
                        0.16 | 
                        0.1% | 
                        159.00 | 
                     
                    
                        | High | 
                        159.98 | 
                        160.07 | 
                        0.09 | 
                        0.1% | 
                        160.07 | 
                     
                    
                        | Low | 
                        159.51 | 
                        159.68 | 
                        0.17 | 
                        0.1% | 
                        158.59 | 
                     
                    
                        | Close | 
                        159.90 | 
                        159.90 | 
                        0.00 | 
                        0.0% | 
                        159.90 | 
                     
                    
                        | Range | 
                        0.47 | 
                        0.39 | 
                        -0.08 | 
                        -17.0% | 
                        1.48 | 
                     
                    
                        | ATR | 
                        0.71 | 
                        0.69 | 
                        -0.02 | 
                        -3.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        22,037 | 
                        0 | 
                        -22,037 | 
                        -100.0% | 
                        45,468 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                161.05 | 
                160.87 | 
                160.11 | 
                 | 
             
            
                | R3 | 
                160.66 | 
                160.48 | 
                160.01 | 
                 | 
             
            
                | R2 | 
                160.27 | 
                160.27 | 
                159.97 | 
                 | 
             
            
                | R1 | 
                160.09 | 
                160.09 | 
                159.94 | 
                160.18 | 
             
            
                | PP | 
                159.88 | 
                159.88 | 
                159.88 | 
                159.93 | 
             
            
                | S1 | 
                159.70 | 
                159.70 | 
                159.86 | 
                159.79 | 
             
            
                | S2 | 
                159.49 | 
                159.49 | 
                159.83 | 
                 | 
             
            
                | S3 | 
                159.10 | 
                159.31 | 
                159.79 | 
                 | 
             
            
                | S4 | 
                158.71 | 
                158.92 | 
                159.69 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                163.96 | 
                163.41 | 
                160.71 | 
                 | 
             
            
                | R3 | 
                162.48 | 
                161.93 | 
                160.31 | 
                 | 
             
            
                | R2 | 
                161.00 | 
                161.00 | 
                160.17 | 
                 | 
             
            
                | R1 | 
                160.45 | 
                160.45 | 
                160.04 | 
                160.73 | 
             
            
                | PP | 
                159.52 | 
                159.52 | 
                159.52 | 
                159.66 | 
             
            
                | S1 | 
                158.97 | 
                158.97 | 
                159.76 | 
                159.25 | 
             
            
                | S2 | 
                158.04 | 
                158.04 | 
                159.63 | 
                 | 
             
            
                | S3 | 
                156.56 | 
                157.49 | 
                159.49 | 
                 | 
             
            
                | S4 | 
                155.08 | 
                156.01 | 
                159.09 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                160.07 | 
                158.59 | 
                1.48 | 
                0.9% | 
                0.49 | 
                0.3% | 
                89% | 
                True | 
                False | 
                9,093 | 
                 
                
                | 10 | 
                160.07 | 
                156.40 | 
                3.67 | 
                2.3% | 
                0.59 | 
                0.4% | 
                95% | 
                True | 
                False | 
                7,896 | 
                 
                
                | 20 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.6% | 
                0.68 | 
                0.4% | 
                83% | 
                False | 
                False | 
                5,528 | 
                 
                
                | 40 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.6% | 
                0.67 | 
                0.4% | 
                83% | 
                False | 
                False | 
                3,039 | 
                 
                
                | 60 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.71 | 
                0.4% | 
                75% | 
                False | 
                False | 
                2,194 | 
                 
                
                | 80 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.62 | 
                0.4% | 
                75% | 
                False | 
                False | 
                1,649 | 
                 
                
                | 100 | 
                161.71 | 
                151.90 | 
                9.81 | 
                6.1% | 
                0.57 | 
                0.4% | 
                82% | 
                False | 
                False | 
                1,327 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            161.73 | 
         
        
            | 
2.618             | 
            161.09 | 
         
        
            | 
1.618             | 
            160.70 | 
         
        
            | 
1.000             | 
            160.46 | 
         
        
            | 
0.618             | 
            160.31 | 
         
        
            | 
HIGH             | 
            160.07 | 
         
        
            | 
0.618             | 
            159.92 | 
         
        
            | 
0.500             | 
            159.88 | 
         
        
            | 
0.382             | 
            159.83 | 
         
        
            | 
LOW             | 
            159.68 | 
         
        
            | 
0.618             | 
            159.44 | 
         
        
            | 
1.000             | 
            159.29 | 
         
        
            | 
1.618             | 
            159.05 | 
         
        
            | 
2.618             | 
            158.66 | 
         
        
            | 
4.250             | 
            158.02 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.89 | 
                                159.81 | 
                             
                            
                                | PP | 
                                159.88 | 
                                159.73 | 
                             
                            
                                | S1 | 
                                159.88 | 
                                159.64 | 
                             
             
         |