Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Feb-2016 | 
                    24-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        165.43 | 
                        165.58 | 
                        0.15 | 
                        0.1% | 
                        164.49 | 
                     
                    
                        | High | 
                        165.56 | 
                        166.25 | 
                        0.69 | 
                        0.4% | 
                        165.47 | 
                     
                    
                        | Low | 
                        164.75 | 
                        165.51 | 
                        0.76 | 
                        0.5% | 
                        164.02 | 
                     
                    
                        | Close | 
                        165.44 | 
                        165.97 | 
                        0.53 | 
                        0.3% | 
                        165.18 | 
                     
                    
                        | Range | 
                        0.81 | 
                        0.74 | 
                        -0.07 | 
                        -8.6% | 
                        1.45 | 
                     
                    
                        | ATR | 
                        0.89 | 
                        0.88 | 
                        -0.01 | 
                        -0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        805,444 | 
                        606,733 | 
                        -198,711 | 
                        -24.7% | 
                        2,447,718 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                168.13 | 
                167.79 | 
                166.38 | 
                 | 
             
            
                | R3 | 
                167.39 | 
                167.05 | 
                166.17 | 
                 | 
             
            
                | R2 | 
                166.65 | 
                166.65 | 
                166.11 | 
                 | 
             
            
                | R1 | 
                166.31 | 
                166.31 | 
                166.04 | 
                166.48 | 
             
            
                | PP | 
                165.91 | 
                165.91 | 
                165.91 | 
                166.00 | 
             
            
                | S1 | 
                165.57 | 
                165.57 | 
                165.90 | 
                165.74 | 
             
            
                | S2 | 
                165.17 | 
                165.17 | 
                165.83 | 
                 | 
             
            
                | S3 | 
                164.43 | 
                164.83 | 
                165.77 | 
                 | 
             
            
                | S4 | 
                163.69 | 
                164.09 | 
                165.56 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                169.24 | 
                168.66 | 
                165.98 | 
                 | 
             
            
                | R3 | 
                167.79 | 
                167.21 | 
                165.58 | 
                 | 
             
            
                | R2 | 
                166.34 | 
                166.34 | 
                165.45 | 
                 | 
             
            
                | R1 | 
                165.76 | 
                165.76 | 
                165.31 | 
                166.05 | 
             
            
                | PP | 
                164.89 | 
                164.89 | 
                164.89 | 
                165.04 | 
             
            
                | S1 | 
                164.31 | 
                164.31 | 
                165.05 | 
                164.60 | 
             
            
                | S2 | 
                163.44 | 
                163.44 | 
                164.91 | 
                 | 
             
            
                | S3 | 
                161.99 | 
                162.86 | 
                164.78 | 
                 | 
             
            
                | S4 | 
                160.54 | 
                161.41 | 
                164.38 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                166.25 | 
                164.24 | 
                2.01 | 
                1.2% | 
                0.76 | 
                0.5% | 
                86% | 
                True | 
                False | 
                654,783 | 
                 
                
                | 10 | 
                166.25 | 
                164.02 | 
                2.23 | 
                1.3% | 
                0.81 | 
                0.5% | 
                87% | 
                True | 
                False | 
                684,044 | 
                 
                
                | 20 | 
                166.25 | 
                161.61 | 
                4.64 | 
                2.8% | 
                0.83 | 
                0.5% | 
                94% | 
                True | 
                False | 
                752,410 | 
                 
                
                | 40 | 
                166.25 | 
                157.52 | 
                8.73 | 
                5.3% | 
                0.81 | 
                0.5% | 
                97% | 
                True | 
                False | 
                661,638 | 
                 
                
                | 60 | 
                166.25 | 
                156.42 | 
                9.83 | 
                5.9% | 
                0.86 | 
                0.5% | 
                97% | 
                True | 
                False | 
                590,577 | 
                 
                
                | 80 | 
                166.25 | 
                156.40 | 
                9.85 | 
                5.9% | 
                0.82 | 
                0.5% | 
                97% | 
                True | 
                False | 
                445,006 | 
                 
                
                | 100 | 
                166.25 | 
                156.40 | 
                9.85 | 
                5.9% | 
                0.79 | 
                0.5% | 
                97% | 
                True | 
                False | 
                356,214 | 
                 
                
                | 120 | 
                166.25 | 
                154.69 | 
                11.56 | 
                7.0% | 
                0.79 | 
                0.5% | 
                98% | 
                True | 
                False | 
                296,931 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            169.40 | 
         
        
            | 
2.618             | 
            168.19 | 
         
        
            | 
1.618             | 
            167.45 | 
         
        
            | 
1.000             | 
            166.99 | 
         
        
            | 
0.618             | 
            166.71 | 
         
        
            | 
HIGH             | 
            166.25 | 
         
        
            | 
0.618             | 
            165.97 | 
         
        
            | 
0.500             | 
            165.88 | 
         
        
            | 
0.382             | 
            165.79 | 
         
        
            | 
LOW             | 
            165.51 | 
         
        
            | 
0.618             | 
            165.05 | 
         
        
            | 
1.000             | 
            164.77 | 
         
        
            | 
1.618             | 
            164.31 | 
         
        
            | 
2.618             | 
            163.57 | 
         
        
            | 
4.250             | 
            162.37 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                165.94 | 
                                165.81 | 
                             
                            
                                | PP | 
                                165.91 | 
                                165.66 | 
                             
                            
                                | S1 | 
                                165.88 | 
                                165.50 | 
                             
             
         |