Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Dec-2015 | 
                    04-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        160.10 | 
                        157.01 | 
                        -3.09 | 
                        -1.9% | 
                        160.31 | 
                     
                    
                        | High | 
                        160.39 | 
                        157.74 | 
                        -2.65 | 
                        -1.7% | 
                        160.53 | 
                     
                    
                        | Low | 
                        156.67 | 
                        156.42 | 
                        -0.25 | 
                        -0.2% | 
                        156.42 | 
                     
                    
                        | Close | 
                        157.69 | 
                        157.21 | 
                        -0.48 | 
                        -0.3% | 
                        157.21 | 
                     
                    
                        | Range | 
                        3.72 | 
                        1.32 | 
                        -2.40 | 
                        -64.5% | 
                        4.11 | 
                     
                    
                        | ATR | 
                        0.89 | 
                        0.92 | 
                        0.03 | 
                        3.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        935,596 | 
                        847,318 | 
                        -88,278 | 
                        -9.4% | 
                        3,338,632 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                161.08 | 
                160.47 | 
                157.94 | 
                 | 
             
            
                | R3 | 
                159.76 | 
                159.15 | 
                157.57 | 
                 | 
             
            
                | R2 | 
                158.44 | 
                158.44 | 
                157.45 | 
                 | 
             
            
                | R1 | 
                157.83 | 
                157.83 | 
                157.33 | 
                158.14 | 
             
            
                | PP | 
                157.12 | 
                157.12 | 
                157.12 | 
                157.28 | 
             
            
                | S1 | 
                156.51 | 
                156.51 | 
                157.09 | 
                156.82 | 
             
            
                | S2 | 
                155.80 | 
                155.80 | 
                156.97 | 
                 | 
             
            
                | S3 | 
                154.48 | 
                155.19 | 
                156.85 | 
                 | 
             
            
                | S4 | 
                153.16 | 
                153.87 | 
                156.48 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                170.38 | 
                167.91 | 
                159.47 | 
                 | 
             
            
                | R3 | 
                166.27 | 
                163.80 | 
                158.34 | 
                 | 
             
            
                | R2 | 
                162.16 | 
                162.16 | 
                157.96 | 
                 | 
             
            
                | R1 | 
                159.69 | 
                159.69 | 
                157.59 | 
                158.87 | 
             
            
                | PP | 
                158.05 | 
                158.05 | 
                158.05 | 
                157.65 | 
             
            
                | S1 | 
                155.58 | 
                155.58 | 
                156.83 | 
                154.76 | 
             
            
                | S2 | 
                153.94 | 
                153.94 | 
                156.46 | 
                 | 
             
            
                | S3 | 
                149.83 | 
                151.47 | 
                156.08 | 
                 | 
             
            
                | S4 | 
                145.72 | 
                147.36 | 
                154.95 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                160.53 | 
                156.42 | 
                4.11 | 
                2.6% | 
                1.38 | 
                0.9% | 
                19% | 
                False | 
                True | 
                667,726 | 
                 
                
                | 10 | 
                160.66 | 
                156.42 | 
                4.24 | 
                2.7% | 
                1.00 | 
                0.6% | 
                19% | 
                False | 
                True | 
                356,515 | 
                 
                
                | 20 | 
                160.66 | 
                156.40 | 
                4.26 | 
                2.7% | 
                0.79 | 
                0.5% | 
                19% | 
                False | 
                False | 
                182,206 | 
                 
                
                | 40 | 
                160.66 | 
                156.40 | 
                4.26 | 
                2.7% | 
                0.74 | 
                0.5% | 
                19% | 
                False | 
                False | 
                92,089 | 
                 
                
                | 60 | 
                160.66 | 
                155.11 | 
                5.55 | 
                3.5% | 
                0.74 | 
                0.5% | 
                38% | 
                False | 
                False | 
                61,592 | 
                 
                
                | 80 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.6% | 
                0.72 | 
                0.5% | 
                37% | 
                False | 
                False | 
                46,213 | 
                 
                
                | 100 | 
                161.71 | 
                153.69 | 
                8.02 | 
                5.1% | 
                0.62 | 
                0.4% | 
                44% | 
                False | 
                False | 
                36,971 | 
                 
                
                | 120 | 
                161.71 | 
                150.23 | 
                11.48 | 
                7.3% | 
                0.58 | 
                0.4% | 
                61% | 
                False | 
                False | 
                30,816 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            163.35 | 
         
        
            | 
2.618             | 
            161.20 | 
         
        
            | 
1.618             | 
            159.88 | 
         
        
            | 
1.000             | 
            159.06 | 
         
        
            | 
0.618             | 
            158.56 | 
         
        
            | 
HIGH             | 
            157.74 | 
         
        
            | 
0.618             | 
            157.24 | 
         
        
            | 
0.500             | 
            157.08 | 
         
        
            | 
0.382             | 
            156.92 | 
         
        
            | 
LOW             | 
            156.42 | 
         
        
            | 
0.618             | 
            155.60 | 
         
        
            | 
1.000             | 
            155.10 | 
         
        
            | 
1.618             | 
            154.28 | 
         
        
            | 
2.618             | 
            152.96 | 
         
        
            | 
4.250             | 
            150.81 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                157.17 | 
                                158.48 | 
                             
                            
                                | PP | 
                                157.12 | 
                                158.05 | 
                             
                            
                                | S1 | 
                                157.08 | 
                                157.63 | 
                             
             
         |