Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Nov-2015 | 
                    25-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        159.39 | 
                        159.49 | 
                        0.10 | 
                        0.1% | 
                        159.00 | 
                     
                    
                        | High | 
                        159.82 | 
                        160.18 | 
                        0.36 | 
                        0.2% | 
                        160.07 | 
                     
                    
                        | Low | 
                        159.26 | 
                        159.37 | 
                        0.11 | 
                        0.1% | 
                        158.59 | 
                     
                    
                        | Close | 
                        159.61 | 
                        160.10 | 
                        0.49 | 
                        0.3% | 
                        159.90 | 
                     
                    
                        | Range | 
                        0.56 | 
                        0.81 | 
                        0.25 | 
                        44.6% | 
                        1.48 | 
                     
                    
                        | ATR | 
                        0.70 | 
                        0.71 | 
                        0.01 | 
                        1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        37,602 | 
                        17,358 | 
                        -20,244 | 
                        -53.8% | 
                        45,468 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                162.31 | 
                162.02 | 
                160.55 | 
                 | 
             
            
                | R3 | 
                161.50 | 
                161.21 | 
                160.32 | 
                 | 
             
            
                | R2 | 
                160.69 | 
                160.69 | 
                160.25 | 
                 | 
             
            
                | R1 | 
                160.40 | 
                160.40 | 
                160.17 | 
                160.55 | 
             
            
                | PP | 
                159.88 | 
                159.88 | 
                159.88 | 
                159.96 | 
             
            
                | S1 | 
                159.59 | 
                159.59 | 
                160.03 | 
                159.74 | 
             
            
                | S2 | 
                159.07 | 
                159.07 | 
                159.95 | 
                 | 
             
            
                | S3 | 
                158.26 | 
                158.78 | 
                159.88 | 
                 | 
             
            
                | S4 | 
                157.45 | 
                157.97 | 
                159.65 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                160.18 | 
                158.94 | 
                1.24 | 
                0.8% | 
                0.62 | 
                0.4% | 
                94% | 
                True | 
                False | 
                20,966 | 
                 
                
                | 10 | 
                160.18 | 
                157.88 | 
                2.30 | 
                1.4% | 
                0.59 | 
                0.4% | 
                97% | 
                True | 
                False | 
                13,580 | 
                 
                
                | 20 | 
                160.18 | 
                156.40 | 
                3.78 | 
                2.4% | 
                0.71 | 
                0.4% | 
                98% | 
                True | 
                False | 
                9,160 | 
                 
                
                | 40 | 
                160.62 | 
                156.40 | 
                4.22 | 
                2.6% | 
                0.68 | 
                0.4% | 
                88% | 
                False | 
                False | 
                5,066 | 
                 
                
                | 60 | 
                161.71 | 
                155.00 | 
                6.71 | 
                4.2% | 
                0.73 | 
                0.5% | 
                76% | 
                False | 
                False | 
                3,574 | 
                 
                
                | 80 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.64 | 
                0.4% | 
                78% | 
                False | 
                False | 
                2,684 | 
                 
                
                | 100 | 
                161.71 | 
                151.90 | 
                9.81 | 
                6.1% | 
                0.56 | 
                0.4% | 
                84% | 
                False | 
                False | 
                2,155 | 
                 
                
                | 120 | 
                161.76 | 
                141.73 | 
                20.03 | 
                12.5% | 
                0.69 | 
                0.4% | 
                92% | 
                False | 
                False | 
                1,796 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            163.62 | 
         
        
            | 
2.618             | 
            162.30 | 
         
        
            | 
1.618             | 
            161.49 | 
         
        
            | 
1.000             | 
            160.99 | 
         
        
            | 
0.618             | 
            160.68 | 
         
        
            | 
HIGH             | 
            160.18 | 
         
        
            | 
0.618             | 
            159.87 | 
         
        
            | 
0.500             | 
            159.78 | 
         
        
            | 
0.382             | 
            159.68 | 
         
        
            | 
LOW             | 
            159.37 | 
         
        
            | 
0.618             | 
            158.87 | 
         
        
            | 
1.000             | 
            158.56 | 
         
        
            | 
1.618             | 
            158.06 | 
         
        
            | 
2.618             | 
            157.25 | 
         
        
            | 
4.250             | 
            155.93 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                159.99 | 
                                159.92 | 
                             
                            
                                | PP | 
                                159.88 | 
                                159.74 | 
                             
                            
                                | S1 | 
                                159.78 | 
                                159.56 | 
                             
             
         |