Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Dec-2015 | 
                    17-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        157.65 | 
                        157.61 | 
                        -0.04 | 
                        0.0% | 
                        157.20 | 
                     
                    
                        | High | 
                        157.95 | 
                        158.50 | 
                        0.55 | 
                        0.3% | 
                        159.36 | 
                     
                    
                        | Low | 
                        156.78 | 
                        157.51 | 
                        0.73 | 
                        0.5% | 
                        157.13 | 
                     
                    
                        | Close | 
                        157.32 | 
                        158.33 | 
                        1.01 | 
                        0.6% | 
                        159.18 | 
                     
                    
                        | Range | 
                        1.17 | 
                        0.99 | 
                        -0.18 | 
                        -15.4% | 
                        2.23 | 
                     
                    
                        | ATR | 
                        0.94 | 
                        0.96 | 
                        0.02 | 
                        1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        551,669 | 
                        436,130 | 
                        -115,539 | 
                        -20.9% | 
                        2,491,854 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                161.08 | 
                160.70 | 
                158.87 | 
                 | 
             
            
                | R3 | 
                160.09 | 
                159.71 | 
                158.60 | 
                 | 
             
            
                | R2 | 
                159.10 | 
                159.10 | 
                158.51 | 
                 | 
             
            
                | R1 | 
                158.72 | 
                158.72 | 
                158.42 | 
                158.91 | 
             
            
                | PP | 
                158.11 | 
                158.11 | 
                158.11 | 
                158.21 | 
             
            
                | S1 | 
                157.73 | 
                157.73 | 
                158.24 | 
                157.92 | 
             
            
                | S2 | 
                157.12 | 
                157.12 | 
                158.15 | 
                 | 
             
            
                | S3 | 
                156.13 | 
                156.74 | 
                158.06 | 
                 | 
             
            
                | S4 | 
                155.14 | 
                155.75 | 
                157.79 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                165.25 | 
                164.44 | 
                160.41 | 
                 | 
             
            
                | R3 | 
                163.02 | 
                162.21 | 
                159.79 | 
                 | 
             
            
                | R2 | 
                160.79 | 
                160.79 | 
                159.59 | 
                 | 
             
            
                | R1 | 
                159.98 | 
                159.98 | 
                159.38 | 
                160.39 | 
             
            
                | PP | 
                158.56 | 
                158.56 | 
                158.56 | 
                158.76 | 
             
            
                | S1 | 
                157.75 | 
                157.75 | 
                158.98 | 
                158.16 | 
             
            
                | S2 | 
                156.33 | 
                156.33 | 
                158.77 | 
                 | 
             
            
                | S3 | 
                154.10 | 
                155.52 | 
                158.57 | 
                 | 
             
            
                | S4 | 
                151.87 | 
                153.29 | 
                157.95 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                159.36 | 
                156.78 | 
                2.58 | 
                1.6% | 
                1.01 | 
                0.6% | 
                60% | 
                False | 
                False | 
                545,289 | 
                 
                
                | 10 | 
                159.36 | 
                156.42 | 
                2.94 | 
                1.9% | 
                0.99 | 
                0.6% | 
                65% | 
                False | 
                False | 
                551,594 | 
                 
                
                | 20 | 
                160.66 | 
                156.42 | 
                4.24 | 
                2.7% | 
                0.95 | 
                0.6% | 
                45% | 
                False | 
                False | 
                411,689 | 
                 
                
                | 40 | 
                160.66 | 
                156.40 | 
                4.26 | 
                2.7% | 
                0.82 | 
                0.5% | 
                45% | 
                False | 
                False | 
                208,608 | 
                 
                
                | 60 | 
                160.66 | 
                156.40 | 
                4.26 | 
                2.7% | 
                0.76 | 
                0.5% | 
                45% | 
                False | 
                False | 
                139,255 | 
                 
                
                | 80 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.77 | 
                0.5% | 
                53% | 
                False | 
                False | 
                104,568 | 
                 
                
                | 100 | 
                161.71 | 
                154.54 | 
                7.17 | 
                4.5% | 
                0.68 | 
                0.4% | 
                53% | 
                False | 
                False | 
                83,657 | 
                 
                
                | 120 | 
                161.71 | 
                151.85 | 
                9.86 | 
                6.2% | 
                0.63 | 
                0.4% | 
                66% | 
                False | 
                False | 
                69,721 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            162.71 | 
         
        
            | 
2.618             | 
            161.09 | 
         
        
            | 
1.618             | 
            160.10 | 
         
        
            | 
1.000             | 
            159.49 | 
         
        
            | 
0.618             | 
            159.11 | 
         
        
            | 
HIGH             | 
            158.50 | 
         
        
            | 
0.618             | 
            158.12 | 
         
        
            | 
0.500             | 
            158.01 | 
         
        
            | 
0.382             | 
            157.89 | 
         
        
            | 
LOW             | 
            157.51 | 
         
        
            | 
0.618             | 
            156.90 | 
         
        
            | 
1.000             | 
            156.52 | 
         
        
            | 
1.618             | 
            155.91 | 
         
        
            | 
2.618             | 
            154.92 | 
         
        
            | 
4.250             | 
            153.30 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                158.22 | 
                                158.14 | 
                             
                            
                                | PP | 
                                158.11 | 
                                157.94 | 
                             
                            
                                | S1 | 
                                158.01 | 
                                157.75 | 
                             
             
         |