Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Dec-2015 | 
                    10-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        158.74 | 
                        158.55 | 
                        -0.19 | 
                        -0.1% | 
                        160.31 | 
                     
                    
                        | High | 
                        158.83 | 
                        158.97 | 
                        0.14 | 
                        0.1% | 
                        160.53 | 
                     
                    
                        | Low | 
                        158.13 | 
                        158.36 | 
                        0.23 | 
                        0.1% | 
                        156.42 | 
                     
                    
                        | Close | 
                        158.26 | 
                        158.77 | 
                        0.51 | 
                        0.3% | 
                        157.21 | 
                     
                    
                        | Range | 
                        0.70 | 
                        0.61 | 
                        -0.09 | 
                        -12.9% | 
                        4.11 | 
                     
                    
                        | ATR | 
                        0.93 | 
                        0.91 | 
                        -0.02 | 
                        -1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        440,376 | 
                        462,028 | 
                        21,652 | 
                        4.9% | 
                        3,338,632 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                160.53 | 
                160.26 | 
                159.11 | 
                 | 
             
            
                | R3 | 
                159.92 | 
                159.65 | 
                158.94 | 
                 | 
             
            
                | R2 | 
                159.31 | 
                159.31 | 
                158.88 | 
                 | 
             
            
                | R1 | 
                159.04 | 
                159.04 | 
                158.83 | 
                159.18 | 
             
            
                | PP | 
                158.70 | 
                158.70 | 
                158.70 | 
                158.77 | 
             
            
                | S1 | 
                158.43 | 
                158.43 | 
                158.71 | 
                158.57 | 
             
            
                | S2 | 
                158.09 | 
                158.09 | 
                158.66 | 
                 | 
             
            
                | S3 | 
                157.48 | 
                157.82 | 
                158.60 | 
                 | 
             
            
                | S4 | 
                156.87 | 
                157.21 | 
                158.43 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                158.97 | 
                156.42 | 
                2.55 | 
                1.6% | 
                0.98 | 
                0.6% | 
                92% | 
                True | 
                False | 
                557,900 | 
                 
                
                | 10 | 
                160.66 | 
                156.42 | 
                4.24 | 
                2.7% | 
                1.10 | 
                0.7% | 
                55% | 
                False | 
                False | 
                537,402 | 
                 
                
                | 20 | 
                160.66 | 
                156.42 | 
                4.24 | 
                2.7% | 
                0.84 | 
                0.5% | 
                55% | 
                False | 
                False | 
                278,017 | 
                 
                
                | 40 | 
                160.66 | 
                156.40 | 
                4.26 | 
                2.7% | 
                0.79 | 
                0.5% | 
                56% | 
                False | 
                False | 
                140,564 | 
                 
                
                | 60 | 
                160.66 | 
                156.40 | 
                4.26 | 
                2.7% | 
                0.73 | 
                0.5% | 
                56% | 
                False | 
                False | 
                93,864 | 
                 
                
                | 80 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.75 | 
                0.5% | 
                59% | 
                False | 
                False | 
                70,489 | 
                 
                
                | 100 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.65 | 
                0.4% | 
                59% | 
                False | 
                False | 
                56,393 | 
                 
                
                | 120 | 
                161.71 | 
                150.23 | 
                11.48 | 
                7.2% | 
                0.61 | 
                0.4% | 
                74% | 
                False | 
                False | 
                47,001 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            161.56 | 
         
        
            | 
2.618             | 
            160.57 | 
         
        
            | 
1.618             | 
            159.96 | 
         
        
            | 
1.000             | 
            159.58 | 
         
        
            | 
0.618             | 
            159.35 | 
         
        
            | 
HIGH             | 
            158.97 | 
         
        
            | 
0.618             | 
            158.74 | 
         
        
            | 
0.500             | 
            158.67 | 
         
        
            | 
0.382             | 
            158.59 | 
         
        
            | 
LOW             | 
            158.36 | 
         
        
            | 
0.618             | 
            157.98 | 
         
        
            | 
1.000             | 
            157.75 | 
         
        
            | 
1.618             | 
            157.37 | 
         
        
            | 
2.618             | 
            156.76 | 
         
        
            | 
4.250             | 
            155.77 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.74 | 
                                158.70 | 
                             
                            
                                | PP | 
                                158.70 | 
                                158.62 | 
                             
                            
                                | S1 | 
                                158.67 | 
                                158.55 | 
                             
             
         |