Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Dec-2015 | 
                    07-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        157.01 | 
                        157.20 | 
                        0.19 | 
                        0.1% | 
                        160.31 | 
                     
                    
                        | High | 
                        157.74 | 
                        158.68 | 
                        0.94 | 
                        0.6% | 
                        160.53 | 
                     
                    
                        | Low | 
                        156.42 | 
                        157.13 | 
                        0.71 | 
                        0.5% | 
                        156.42 | 
                     
                    
                        | Close | 
                        157.21 | 
                        158.51 | 
                        1.30 | 
                        0.8% | 
                        157.21 | 
                     
                    
                        | Range | 
                        1.32 | 
                        1.55 | 
                        0.23 | 
                        17.4% | 
                        4.11 | 
                     
                    
                        | ATR | 
                        0.92 | 
                        0.96 | 
                        0.05 | 
                        4.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        847,318 | 
                        531,866 | 
                        -315,452 | 
                        -37.2% | 
                        3,338,632 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                162.76 | 
                162.18 | 
                159.36 | 
                 | 
             
            
                | R3 | 
                161.21 | 
                160.63 | 
                158.94 | 
                 | 
             
            
                | R2 | 
                159.66 | 
                159.66 | 
                158.79 | 
                 | 
             
            
                | R1 | 
                159.08 | 
                159.08 | 
                158.65 | 
                159.37 | 
             
            
                | PP | 
                158.11 | 
                158.11 | 
                158.11 | 
                158.25 | 
             
            
                | S1 | 
                157.53 | 
                157.53 | 
                158.37 | 
                157.82 | 
             
            
                | S2 | 
                156.56 | 
                156.56 | 
                158.23 | 
                 | 
             
            
                | S3 | 
                155.01 | 
                155.98 | 
                158.08 | 
                 | 
             
            
                | S4 | 
                153.46 | 
                154.43 | 
                157.66 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                1.61 | 
                1.0% | 
                51% | 
                False | 
                False | 
                710,442 | 
                 
                
                | 10 | 
                160.66 | 
                156.42 | 
                4.24 | 
                2.7% | 
                1.07 | 
                0.7% | 
                49% | 
                False | 
                False | 
                406,918 | 
                 
                
                | 20 | 
                160.66 | 
                156.42 | 
                4.24 | 
                2.7% | 
                0.83 | 
                0.5% | 
                49% | 
                False | 
                False | 
                207,969 | 
                 
                
                | 40 | 
                160.66 | 
                156.40 | 
                4.26 | 
                2.7% | 
                0.77 | 
                0.5% | 
                50% | 
                False | 
                False | 
                105,320 | 
                 
                
                | 60 | 
                160.66 | 
                155.11 | 
                5.55 | 
                3.5% | 
                0.75 | 
                0.5% | 
                61% | 
                False | 
                False | 
                70,359 | 
                 
                
                | 80 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.74 | 
                0.5% | 
                55% | 
                False | 
                False | 
                52,861 | 
                 
                
                | 100 | 
                161.71 | 
                153.69 | 
                8.02 | 
                5.1% | 
                0.64 | 
                0.4% | 
                60% | 
                False | 
                False | 
                42,290 | 
                 
                
                | 120 | 
                161.71 | 
                150.23 | 
                11.48 | 
                7.2% | 
                0.59 | 
                0.4% | 
                72% | 
                False | 
                False | 
                35,248 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            165.27 | 
         
        
            | 
2.618             | 
            162.74 | 
         
        
            | 
1.618             | 
            161.19 | 
         
        
            | 
1.000             | 
            160.23 | 
         
        
            | 
0.618             | 
            159.64 | 
         
        
            | 
HIGH             | 
            158.68 | 
         
        
            | 
0.618             | 
            158.09 | 
         
        
            | 
0.500             | 
            157.91 | 
         
        
            | 
0.382             | 
            157.72 | 
         
        
            | 
LOW             | 
            157.13 | 
         
        
            | 
0.618             | 
            156.17 | 
         
        
            | 
1.000             | 
            155.58 | 
         
        
            | 
1.618             | 
            154.62 | 
         
        
            | 
2.618             | 
            153.07 | 
         
        
            | 
4.250             | 
            150.54 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.31 | 
                                158.48 | 
                             
                            
                                | PP | 
                                158.11 | 
                                158.44 | 
                             
                            
                                | S1 | 
                                157.91 | 
                                158.41 | 
                             
             
         |