Euro Bund Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Mar-2016 | 
                    07-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        165.73 | 
                        165.11 | 
                        -0.62 | 
                        -0.4% | 
                        166.10 | 
                     
                    
                        | High | 
                        165.75 | 
                        165.43 | 
                        -0.32 | 
                        -0.2% | 
                        166.63 | 
                     
                    
                        | Low | 
                        164.76 | 
                        164.99 | 
                        0.23 | 
                        0.1% | 
                        164.73 | 
                     
                    
                        | Close | 
                        164.87 | 
                        165.21 | 
                        0.34 | 
                        0.2% | 
                        164.87 | 
                     
                    
                        | Range | 
                        0.99 | 
                        0.44 | 
                        -0.55 | 
                        -55.6% | 
                        1.90 | 
                     
                    
                        | ATR | 
                        0.86 | 
                        0.84 | 
                        -0.02 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        461,216 | 
                        33,907 | 
                        -427,309 | 
                        -92.6% | 
                        4,958,364 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                166.53 | 
                166.31 | 
                165.45 | 
                 | 
             
            
                | R3 | 
                166.09 | 
                165.87 | 
                165.33 | 
                 | 
             
            
                | R2 | 
                165.65 | 
                165.65 | 
                165.29 | 
                 | 
             
            
                | R1 | 
                165.43 | 
                165.43 | 
                165.25 | 
                165.54 | 
             
            
                | PP | 
                165.21 | 
                165.21 | 
                165.21 | 
                165.27 | 
             
            
                | S1 | 
                164.99 | 
                164.99 | 
                165.17 | 
                165.10 | 
             
            
                | S2 | 
                164.77 | 
                164.77 | 
                165.13 | 
                 | 
             
            
                | S3 | 
                164.33 | 
                164.55 | 
                165.09 | 
                 | 
             
            
                | S4 | 
                163.89 | 
                164.11 | 
                164.97 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                166.59 | 
                164.73 | 
                1.86 | 
                1.1% | 
                0.83 | 
                0.5% | 
                26% | 
                False | 
                False | 
                814,902 | 
                 
                
                | 10 | 
                166.63 | 
                164.73 | 
                1.90 | 
                1.2% | 
                0.74 | 
                0.4% | 
                25% | 
                False | 
                False | 
                764,771 | 
                 
                
                | 20 | 
                166.63 | 
                163.72 | 
                2.91 | 
                1.8% | 
                0.82 | 
                0.5% | 
                51% | 
                False | 
                False | 
                741,477 | 
                 
                
                | 40 | 
                166.63 | 
                158.70 | 
                7.93 | 
                4.8% | 
                0.78 | 
                0.5% | 
                82% | 
                False | 
                False | 
                730,232 | 
                 
                
                | 60 | 
                166.63 | 
                156.78 | 
                9.85 | 
                6.0% | 
                0.82 | 
                0.5% | 
                86% | 
                False | 
                False | 
                636,174 | 
                 
                
                | 80 | 
                166.63 | 
                156.40 | 
                10.23 | 
                6.2% | 
                0.81 | 
                0.5% | 
                86% | 
                False | 
                False | 
                522,682 | 
                 
                
                | 100 | 
                166.63 | 
                156.40 | 
                10.23 | 
                6.2% | 
                0.79 | 
                0.5% | 
                86% | 
                False | 
                False | 
                418,540 | 
                 
                
                | 120 | 
                166.63 | 
                155.11 | 
                11.52 | 
                7.0% | 
                0.78 | 
                0.5% | 
                88% | 
                False | 
                False | 
                348,883 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            167.30 | 
         
        
            | 
2.618             | 
            166.58 | 
         
        
            | 
1.618             | 
            166.14 | 
         
        
            | 
1.000             | 
            165.87 | 
         
        
            | 
0.618             | 
            165.70 | 
         
        
            | 
HIGH             | 
            165.43 | 
         
        
            | 
0.618             | 
            165.26 | 
         
        
            | 
0.500             | 
            165.21 | 
         
        
            | 
0.382             | 
            165.16 | 
         
        
            | 
LOW             | 
            164.99 | 
         
        
            | 
0.618             | 
            164.72 | 
         
        
            | 
1.000             | 
            164.55 | 
         
        
            | 
1.618             | 
            164.28 | 
         
        
            | 
2.618             | 
            163.84 | 
         
        
            | 
4.250             | 
            163.12 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                165.21 | 
                                165.29 | 
                             
                            
                                | PP | 
                                165.21 | 
                                165.26 | 
                             
                            
                                | S1 | 
                                165.21 | 
                                165.24 | 
                             
             
         |