Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Feb-2016 | 
                    18-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        164.56 | 
                        164.38 | 
                        -0.18 | 
                        -0.1% | 
                        163.78 | 
                     
                    
                        | High | 
                        164.64 | 
                        165.20 | 
                        0.56 | 
                        0.3% | 
                        166.16 | 
                     
                    
                        | Low | 
                        164.02 | 
                        164.24 | 
                        0.22 | 
                        0.1% | 
                        163.72 | 
                     
                    
                        | Close | 
                        164.19 | 
                        165.02 | 
                        0.83 | 
                        0.5% | 
                        164.39 | 
                     
                    
                        | Range | 
                        0.62 | 
                        0.96 | 
                        0.34 | 
                        54.8% | 
                        2.44 | 
                     
                    
                        | ATR | 
                        0.93 | 
                        0.93 | 
                        0.01 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        674,725 | 
                        673,649 | 
                        -1,076 | 
                        -0.2% | 
                        3,988,926 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                167.70 | 
                167.32 | 
                165.55 | 
                 | 
             
            
                | R3 | 
                166.74 | 
                166.36 | 
                165.28 | 
                 | 
             
            
                | R2 | 
                165.78 | 
                165.78 | 
                165.20 | 
                 | 
             
            
                | R1 | 
                165.40 | 
                165.40 | 
                165.11 | 
                165.59 | 
             
            
                | PP | 
                164.82 | 
                164.82 | 
                164.82 | 
                164.92 | 
             
            
                | S1 | 
                164.44 | 
                164.44 | 
                164.93 | 
                164.63 | 
             
            
                | S2 | 
                163.86 | 
                163.86 | 
                164.84 | 
                 | 
             
            
                | S3 | 
                162.90 | 
                163.48 | 
                164.76 | 
                 | 
             
            
                | S4 | 
                161.94 | 
                162.52 | 
                164.49 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                172.08 | 
                170.67 | 
                165.73 | 
                 | 
             
            
                | R3 | 
                169.64 | 
                168.23 | 
                165.06 | 
                 | 
             
            
                | R2 | 
                167.20 | 
                167.20 | 
                164.84 | 
                 | 
             
            
                | R1 | 
                165.79 | 
                165.79 | 
                164.61 | 
                166.50 | 
             
            
                | PP | 
                164.76 | 
                164.76 | 
                164.76 | 
                165.11 | 
             
            
                | S1 | 
                163.35 | 
                163.35 | 
                164.17 | 
                164.06 | 
             
            
                | S2 | 
                162.32 | 
                162.32 | 
                163.94 | 
                 | 
             
            
                | S3 | 
                159.88 | 
                160.91 | 
                163.72 | 
                 | 
             
            
                | S4 | 
                157.44 | 
                158.47 | 
                163.05 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                166.16 | 
                164.02 | 
                2.14 | 
                1.3% | 
                0.91 | 
                0.6% | 
                47% | 
                False | 
                False | 
                632,023 | 
                 
                
                | 10 | 
                166.16 | 
                163.25 | 
                2.91 | 
                1.8% | 
                0.90 | 
                0.5% | 
                61% | 
                False | 
                False | 
                758,005 | 
                 
                
                | 20 | 
                166.16 | 
                160.81 | 
                5.35 | 
                3.2% | 
                0.82 | 
                0.5% | 
                79% | 
                False | 
                False | 
                740,271 | 
                 
                
                | 40 | 
                166.16 | 
                157.51 | 
                8.65 | 
                5.2% | 
                0.82 | 
                0.5% | 
                87% | 
                False | 
                False | 
                627,554 | 
                 
                
                | 60 | 
                166.16 | 
                156.42 | 
                9.74 | 
                5.9% | 
                0.86 | 
                0.5% | 
                88% | 
                False | 
                False | 
                548,698 | 
                 
                
                | 80 | 
                166.16 | 
                156.40 | 
                9.76 | 
                5.9% | 
                0.82 | 
                0.5% | 
                88% | 
                False | 
                False | 
                412,653 | 
                 
                
                | 100 | 
                166.16 | 
                156.40 | 
                9.76 | 
                5.9% | 
                0.78 | 
                0.5% | 
                88% | 
                False | 
                False | 
                330,223 | 
                 
                
                | 120 | 
                166.16 | 
                154.54 | 
                11.62 | 
                7.0% | 
                0.78 | 
                0.5% | 
                90% | 
                False | 
                False | 
                275,262 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            169.28 | 
         
        
            | 
2.618             | 
            167.71 | 
         
        
            | 
1.618             | 
            166.75 | 
         
        
            | 
1.000             | 
            166.16 | 
         
        
            | 
0.618             | 
            165.79 | 
         
        
            | 
HIGH             | 
            165.20 | 
         
        
            | 
0.618             | 
            164.83 | 
         
        
            | 
0.500             | 
            164.72 | 
         
        
            | 
0.382             | 
            164.61 | 
         
        
            | 
LOW             | 
            164.24 | 
         
        
            | 
0.618             | 
            163.65 | 
         
        
            | 
1.000             | 
            163.28 | 
         
        
            | 
1.618             | 
            162.69 | 
         
        
            | 
2.618             | 
            161.73 | 
         
        
            | 
4.250             | 
            160.16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                164.92 | 
                                164.88 | 
                             
                            
                                | PP | 
                                164.82 | 
                                164.75 | 
                             
                            
                                | S1 | 
                                164.72 | 
                                164.61 | 
                             
             
         |