Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Mar-2016 | 
                    04-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        165.11 | 
                        165.73 | 
                        0.62 | 
                        0.4% | 
                        166.10 | 
                     
                    
                        | High | 
                        165.85 | 
                        165.75 | 
                        -0.10 | 
                        -0.1% | 
                        166.63 | 
                     
                    
                        | Low | 
                        164.73 | 
                        164.76 | 
                        0.03 | 
                        0.0% | 
                        164.73 | 
                     
                    
                        | Close | 
                        165.59 | 
                        164.87 | 
                        -0.72 | 
                        -0.4% | 
                        164.87 | 
                     
                    
                        | Range | 
                        1.12 | 
                        0.99 | 
                        -0.13 | 
                        -11.6% | 
                        1.90 | 
                     
                    
                        | ATR | 
                        0.85 | 
                        0.86 | 
                        0.01 | 
                        1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,087,700 | 
                        461,216 | 
                        -626,484 | 
                        -57.6% | 
                        4,958,364 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                168.10 | 
                167.47 | 
                165.41 | 
                 | 
             
            
                | R3 | 
                167.11 | 
                166.48 | 
                165.14 | 
                 | 
             
            
                | R2 | 
                166.12 | 
                166.12 | 
                165.05 | 
                 | 
             
            
                | R1 | 
                165.49 | 
                165.49 | 
                164.96 | 
                165.31 | 
             
            
                | PP | 
                165.13 | 
                165.13 | 
                165.13 | 
                165.04 | 
             
            
                | S1 | 
                164.50 | 
                164.50 | 
                164.78 | 
                164.32 | 
             
            
                | S2 | 
                164.14 | 
                164.14 | 
                164.69 | 
                 | 
             
            
                | S3 | 
                163.15 | 
                163.51 | 
                164.60 | 
                 | 
             
            
                | S4 | 
                162.16 | 
                162.52 | 
                164.33 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                171.11 | 
                169.89 | 
                165.92 | 
                 | 
             
            
                | R3 | 
                169.21 | 
                167.99 | 
                165.39 | 
                 | 
             
            
                | R2 | 
                167.31 | 
                167.31 | 
                165.22 | 
                 | 
             
            
                | R1 | 
                166.09 | 
                166.09 | 
                165.04 | 
                165.75 | 
             
            
                | PP | 
                165.41 | 
                165.41 | 
                165.41 | 
                165.24 | 
             
            
                | S1 | 
                164.19 | 
                164.19 | 
                164.70 | 
                163.85 | 
             
            
                | S2 | 
                163.51 | 
                163.51 | 
                164.52 | 
                 | 
             
            
                | S3 | 
                161.61 | 
                162.29 | 
                164.35 | 
                 | 
             
            
                | S4 | 
                159.71 | 
                160.39 | 
                163.83 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                166.63 | 
                164.73 | 
                1.90 | 
                1.2% | 
                0.88 | 
                0.5% | 
                7% | 
                False | 
                False | 
                991,672 | 
                 
                
                | 10 | 
                166.63 | 
                164.73 | 
                1.90 | 
                1.2% | 
                0.76 | 
                0.5% | 
                7% | 
                False | 
                False | 
                835,900 | 
                 
                
                | 20 | 
                166.63 | 
                163.31 | 
                3.32 | 
                2.0% | 
                0.83 | 
                0.5% | 
                47% | 
                False | 
                False | 
                783,475 | 
                 
                
                | 40 | 
                166.63 | 
                158.70 | 
                7.93 | 
                4.8% | 
                0.80 | 
                0.5% | 
                78% | 
                False | 
                False | 
                743,120 | 
                 
                
                | 60 | 
                166.63 | 
                156.42 | 
                10.21 | 
                6.2% | 
                0.83 | 
                0.5% | 
                83% | 
                False | 
                False | 
                649,731 | 
                 
                
                | 80 | 
                166.63 | 
                156.40 | 
                10.23 | 
                6.2% | 
                0.83 | 
                0.5% | 
                83% | 
                False | 
                False | 
                522,258 | 
                 
                
                | 100 | 
                166.63 | 
                156.40 | 
                10.23 | 
                6.2% | 
                0.79 | 
                0.5% | 
                83% | 
                False | 
                False | 
                418,201 | 
                 
                
                | 120 | 
                166.63 | 
                155.11 | 
                11.52 | 
                7.0% | 
                0.78 | 
                0.5% | 
                85% | 
                False | 
                False | 
                348,611 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            169.96 | 
         
        
            | 
2.618             | 
            168.34 | 
         
        
            | 
1.618             | 
            167.35 | 
         
        
            | 
1.000             | 
            166.74 | 
         
        
            | 
0.618             | 
            166.36 | 
         
        
            | 
HIGH             | 
            165.75 | 
         
        
            | 
0.618             | 
            165.37 | 
         
        
            | 
0.500             | 
            165.26 | 
         
        
            | 
0.382             | 
            165.14 | 
         
        
            | 
LOW             | 
            164.76 | 
         
        
            | 
0.618             | 
            164.15 | 
         
        
            | 
1.000             | 
            163.77 | 
         
        
            | 
1.618             | 
            163.16 | 
         
        
            | 
2.618             | 
            162.17 | 
         
        
            | 
4.250             | 
            160.55 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                165.26 | 
                                165.29 | 
                             
                            
                                | PP | 
                                165.13 | 
                                165.15 | 
                             
                            
                                | S1 | 
                                165.00 | 
                                165.01 | 
                             
             
         |