Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Mar-2016 | 
                    02-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        166.56 | 
                        165.80 | 
                        -0.76 | 
                        -0.5% | 
                        165.01 | 
                     
                    
                        | High | 
                        166.59 | 
                        165.83 | 
                        -0.76 | 
                        -0.5% | 
                        166.25 | 
                     
                    
                        | Low | 
                        165.80 | 
                        165.04 | 
                        -0.76 | 
                        -0.5% | 
                        164.75 | 
                     
                    
                        | Close | 
                        165.99 | 
                        165.19 | 
                        -0.80 | 
                        -0.5% | 
                        165.95 | 
                     
                    
                        | Range | 
                        0.79 | 
                        0.79 | 
                        0.00 | 
                        0.0% | 
                        1.50 | 
                     
                    
                        | ATR | 
                        0.82 | 
                        0.83 | 
                        0.01 | 
                        1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,265,798 | 
                        1,225,892 | 
                        -39,906 | 
                        -3.2% | 
                        3,400,636 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                167.72 | 
                167.25 | 
                165.62 | 
                 | 
             
            
                | R3 | 
                166.93 | 
                166.46 | 
                165.41 | 
                 | 
             
            
                | R2 | 
                166.14 | 
                166.14 | 
                165.33 | 
                 | 
             
            
                | R1 | 
                165.67 | 
                165.67 | 
                165.26 | 
                165.51 | 
             
            
                | PP | 
                165.35 | 
                165.35 | 
                165.35 | 
                165.28 | 
             
            
                | S1 | 
                164.88 | 
                164.88 | 
                165.12 | 
                164.72 | 
             
            
                | S2 | 
                164.56 | 
                164.56 | 
                165.05 | 
                 | 
             
            
                | S3 | 
                163.77 | 
                164.09 | 
                164.97 | 
                 | 
             
            
                | S4 | 
                162.98 | 
                163.30 | 
                164.76 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                165.04 | 
                1.59 | 
                1.0% | 
                0.66 | 
                0.4% | 
                9% | 
                False | 
                True | 
                930,542 | 
                 
                
                | 10 | 
                166.63 | 
                164.24 | 
                2.39 | 
                1.4% | 
                0.71 | 
                0.4% | 
                40% | 
                False | 
                False | 
                792,663 | 
                 
                
                | 20 | 
                166.63 | 
                163.25 | 
                3.38 | 
                2.0% | 
                0.80 | 
                0.5% | 
                57% | 
                False | 
                False | 
                782,557 | 
                 
                
                | 40 | 
                166.63 | 
                158.45 | 
                8.18 | 
                5.0% | 
                0.78 | 
                0.5% | 
                82% | 
                False | 
                False | 
                736,506 | 
                 
                
                | 60 | 
                166.63 | 
                156.42 | 
                10.21 | 
                6.2% | 
                0.87 | 
                0.5% | 
                86% | 
                False | 
                False | 
                649,821 | 
                 
                
                | 80 | 
                166.63 | 
                156.40 | 
                10.23 | 
                6.2% | 
                0.82 | 
                0.5% | 
                86% | 
                False | 
                False | 
                502,897 | 
                 
                
                | 100 | 
                166.63 | 
                156.40 | 
                10.23 | 
                6.2% | 
                0.78 | 
                0.5% | 
                86% | 
                False | 
                False | 
                402,718 | 
                 
                
                | 120 | 
                166.63 | 
                155.11 | 
                11.52 | 
                7.0% | 
                0.76 | 
                0.5% | 
                88% | 
                False | 
                False | 
                335,703 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            169.19 | 
         
        
            | 
2.618             | 
            167.90 | 
         
        
            | 
1.618             | 
            167.11 | 
         
        
            | 
1.000             | 
            166.62 | 
         
        
            | 
0.618             | 
            166.32 | 
         
        
            | 
HIGH             | 
            165.83 | 
         
        
            | 
0.618             | 
            165.53 | 
         
        
            | 
0.500             | 
            165.44 | 
         
        
            | 
0.382             | 
            165.34 | 
         
        
            | 
LOW             | 
            165.04 | 
         
        
            | 
0.618             | 
            164.55 | 
         
        
            | 
1.000             | 
            164.25 | 
         
        
            | 
1.618             | 
            163.76 | 
         
        
            | 
2.618             | 
            162.97 | 
         
        
            | 
4.250             | 
            161.68 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                165.44 | 
                                165.84 | 
                             
                            
                                | PP | 
                                165.35 | 
                                165.62 | 
                             
                            
                                | S1 | 
                                165.27 | 
                                165.41 | 
                             
             
         |