Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2016 | 
                    29-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        166.10 | 
                        166.10 | 
                        0.00 | 
                        0.0% | 
                        165.01 | 
                     
                    
                        | High | 
                        166.13 | 
                        166.63 | 
                        0.50 | 
                        0.3% | 
                        166.25 | 
                     
                    
                        | Low | 
                        165.77 | 
                        165.94 | 
                        0.17 | 
                        0.1% | 
                        164.75 | 
                     
                    
                        | Close | 
                        165.95 | 
                        166.58 | 
                        0.63 | 
                        0.4% | 
                        165.95 | 
                     
                    
                        | Range | 
                        0.36 | 
                        0.69 | 
                        0.33 | 
                        91.7% | 
                        1.50 | 
                     
                    
                        | ATR | 
                        0.83 | 
                        0.82 | 
                        -0.01 | 
                        -1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        716,200 | 
                        917,758 | 
                        201,558 | 
                        28.1% | 
                        3,400,636 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                168.45 | 
                168.21 | 
                166.96 | 
                 | 
             
            
                | R3 | 
                167.76 | 
                167.52 | 
                166.77 | 
                 | 
             
            
                | R2 | 
                167.07 | 
                167.07 | 
                166.71 | 
                 | 
             
            
                | R1 | 
                166.83 | 
                166.83 | 
                166.64 | 
                166.95 | 
             
            
                | PP | 
                166.38 | 
                166.38 | 
                166.38 | 
                166.45 | 
             
            
                | S1 | 
                166.14 | 
                166.14 | 
                166.52 | 
                166.26 | 
             
            
                | S2 | 
                165.69 | 
                165.69 | 
                166.45 | 
                 | 
             
            
                | S3 | 
                165.00 | 
                165.45 | 
                166.39 | 
                 | 
             
            
                | S4 | 
                164.31 | 
                164.76 | 
                166.20 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                166.63 | 
                164.75 | 
                1.88 | 
                1.1% | 
                0.65 | 
                0.4% | 
                97% | 
                True | 
                False | 
                714,640 | 
                 
                
                | 10 | 
                166.63 | 
                164.02 | 
                2.61 | 
                1.6% | 
                0.68 | 
                0.4% | 
                98% | 
                True | 
                False | 
                676,611 | 
                 
                
                | 20 | 
                166.63 | 
                162.88 | 
                3.75 | 
                2.3% | 
                0.80 | 
                0.5% | 
                99% | 
                True | 
                False | 
                737,152 | 
                 
                
                | 40 | 
                166.63 | 
                157.65 | 
                8.98 | 
                5.4% | 
                0.77 | 
                0.5% | 
                99% | 
                True | 
                False | 
                698,070 | 
                 
                
                | 60 | 
                166.63 | 
                156.42 | 
                10.21 | 
                6.1% | 
                0.87 | 
                0.5% | 
                100% | 
                True | 
                False | 
                623,910 | 
                 
                
                | 80 | 
                166.63 | 
                156.40 | 
                10.23 | 
                6.1% | 
                0.82 | 
                0.5% | 
                100% | 
                True | 
                False | 
                471,751 | 
                 
                
                | 100 | 
                166.63 | 
                156.40 | 
                10.23 | 
                6.1% | 
                0.78 | 
                0.5% | 
                100% | 
                True | 
                False | 
                377,801 | 
                 
                
                | 120 | 
                166.63 | 
                155.11 | 
                11.52 | 
                6.9% | 
                0.75 | 
                0.5% | 
                100% | 
                True | 
                False | 
                314,939 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            169.56 | 
         
        
            | 
2.618             | 
            168.44 | 
         
        
            | 
1.618             | 
            167.75 | 
         
        
            | 
1.000             | 
            167.32 | 
         
        
            | 
0.618             | 
            167.06 | 
         
        
            | 
HIGH             | 
            166.63 | 
         
        
            | 
0.618             | 
            166.37 | 
         
        
            | 
0.500             | 
            166.29 | 
         
        
            | 
0.382             | 
            166.20 | 
         
        
            | 
LOW             | 
            165.94 | 
         
        
            | 
0.618             | 
            165.51 | 
         
        
            | 
1.000             | 
            165.25 | 
         
        
            | 
1.618             | 
            164.82 | 
         
        
            | 
2.618             | 
            164.13 | 
         
        
            | 
4.250             | 
            163.01 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                166.48 | 
                                166.42 | 
                             
                            
                                | PP | 
                                166.38 | 
                                166.27 | 
                             
                            
                                | S1 | 
                                166.29 | 
                                166.11 | 
                             
             
         |