Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Feb-2016 | 
                    26-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        165.71 | 
                        166.10 | 
                        0.39 | 
                        0.2% | 
                        165.01 | 
                     
                    
                        | High | 
                        166.25 | 
                        166.13 | 
                        -0.12 | 
                        -0.1% | 
                        166.25 | 
                     
                    
                        | Low | 
                        165.59 | 
                        165.77 | 
                        0.18 | 
                        0.1% | 
                        164.75 | 
                     
                    
                        | Close | 
                        166.13 | 
                        165.95 | 
                        -0.18 | 
                        -0.1% | 
                        165.95 | 
                     
                    
                        | Range | 
                        0.66 | 
                        0.36 | 
                        -0.30 | 
                        -45.5% | 
                        1.50 | 
                     
                    
                        | ATR | 
                        0.87 | 
                        0.83 | 
                        -0.04 | 
                        -4.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        527,066 | 
                        716,200 | 
                        189,134 | 
                        35.9% | 
                        3,400,636 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                167.03 | 
                166.85 | 
                166.15 | 
                 | 
             
            
                | R3 | 
                166.67 | 
                166.49 | 
                166.05 | 
                 | 
             
            
                | R2 | 
                166.31 | 
                166.31 | 
                166.02 | 
                 | 
             
            
                | R1 | 
                166.13 | 
                166.13 | 
                165.98 | 
                166.04 | 
             
            
                | PP | 
                165.95 | 
                165.95 | 
                165.95 | 
                165.91 | 
             
            
                | S1 | 
                165.77 | 
                165.77 | 
                165.92 | 
                165.68 | 
             
            
                | S2 | 
                165.59 | 
                165.59 | 
                165.88 | 
                 | 
             
            
                | S3 | 
                165.23 | 
                165.41 | 
                165.85 | 
                 | 
             
            
                | S4 | 
                164.87 | 
                165.05 | 
                165.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                170.15 | 
                169.55 | 
                166.78 | 
                 | 
             
            
                | R3 | 
                168.65 | 
                168.05 | 
                166.36 | 
                 | 
             
            
                | R2 | 
                167.15 | 
                167.15 | 
                166.23 | 
                 | 
             
            
                | R1 | 
                166.55 | 
                166.55 | 
                166.09 | 
                166.85 | 
             
            
                | PP | 
                165.65 | 
                165.65 | 
                165.65 | 
                165.80 | 
             
            
                | S1 | 
                165.05 | 
                165.05 | 
                165.81 | 
                165.35 | 
             
            
                | S2 | 
                164.15 | 
                164.15 | 
                165.68 | 
                 | 
             
            
                | S3 | 
                162.65 | 
                163.55 | 
                165.54 | 
                 | 
             
            
                | S4 | 
                161.15 | 
                162.05 | 
                165.13 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                166.25 | 
                164.75 | 
                1.50 | 
                0.9% | 
                0.65 | 
                0.4% | 
                80% | 
                False | 
                False | 
                680,127 | 
                 
                
                | 10 | 
                166.25 | 
                164.02 | 
                2.23 | 
                1.3% | 
                0.71 | 
                0.4% | 
                87% | 
                False | 
                False | 
                628,791 | 
                 
                
                | 20 | 
                166.25 | 
                162.70 | 
                3.55 | 
                2.1% | 
                0.81 | 
                0.5% | 
                92% | 
                False | 
                False | 
                726,588 | 
                 
                
                | 40 | 
                166.25 | 
                157.52 | 
                8.73 | 
                5.3% | 
                0.79 | 
                0.5% | 
                97% | 
                False | 
                False | 
                681,543 | 
                 
                
                | 60 | 
                166.25 | 
                156.42 | 
                9.83 | 
                5.9% | 
                0.86 | 
                0.5% | 
                97% | 
                False | 
                False | 
                610,167 | 
                 
                
                | 80 | 
                166.25 | 
                156.40 | 
                9.85 | 
                5.9% | 
                0.81 | 
                0.5% | 
                97% | 
                False | 
                False | 
                460,547 | 
                 
                
                | 100 | 
                166.25 | 
                156.40 | 
                9.85 | 
                5.9% | 
                0.78 | 
                0.5% | 
                97% | 
                False | 
                False | 
                368,624 | 
                 
                
                | 120 | 
                166.25 | 
                155.11 | 
                11.14 | 
                6.7% | 
                0.80 | 
                0.5% | 
                97% | 
                False | 
                False | 
                307,291 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            167.66 | 
         
        
            | 
2.618             | 
            167.07 | 
         
        
            | 
1.618             | 
            166.71 | 
         
        
            | 
1.000             | 
            166.49 | 
         
        
            | 
0.618             | 
            166.35 | 
         
        
            | 
HIGH             | 
            166.13 | 
         
        
            | 
0.618             | 
            165.99 | 
         
        
            | 
0.500             | 
            165.95 | 
         
        
            | 
0.382             | 
            165.91 | 
         
        
            | 
LOW             | 
            165.77 | 
         
        
            | 
0.618             | 
            165.55 | 
         
        
            | 
1.000             | 
            165.41 | 
         
        
            | 
1.618             | 
            165.19 | 
         
        
            | 
2.618             | 
            164.83 | 
         
        
            | 
4.250             | 
            164.24 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                165.95 | 
                                165.93 | 
                             
                            
                                | PP | 
                                165.95 | 
                                165.90 | 
                             
                            
                                | S1 | 
                                165.95 | 
                                165.88 | 
                             
             
         |