Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	151.59	151.98	0.39	0.3%	152.02
High	152.05	152.06	0.01	0.0%	152.08
Low	151.54	151.80	0.26	0.2%	150.94
Close	151.97	151.88	-0.09	-0.1%	151.97
Range	0.51	0.26	-0.25	-49.0%	1.14
ATR	0.58	0.56	-0.02	-3.9%	0.00
Volume	440,460	574,522	134,062	30.4%	2,975,700

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.69	152.55	152.02
R3	152.43	152.29	151.95
R2	152.17	152.17	151.93
R1	152.03	152.03	151.90	151.97
PP	151.91	151.91	151.91	151.89
S1	151.77	151.77	151.86	151.71
S2	151.65	151.65	151.83
S3	151.39	151.51	151.81
S4	151.13	151.25	151.74

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	155.08	154.67	152.60
R3	153.94	153.53	152.28
R2	152.80	152.80	152.18
R1	152.39	152.39	152.07	152.03
PP	151.66	151.66	151.66	151.48
S1	151.25	151.25	151.87	150.89
S2	150.52	150.52	151.76
S3	149.38	150.11	151.66
S4	148.24	148.97	151.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152.06	150.94	1.12	0.7%	0.51	0.3%	84%	True	False	612,787
10	152.08	150.94	1.14	0.8%	0.47	0.3%	82%	False	False	570,303
20	152.08	150.06	2.02	1.3%	0.53	0.3%	90%	False	False	576,229
40	152.49	149.30	3.19	2.1%	0.62	0.4%	81%	False	False	692,482
60	152.49	147.63	4.86	3.2%	0.61	0.4%	87%	False	False	710,013
80	152.49	146.00	6.49	4.3%	0.57	0.4%	91%	False	False	536,101
100	152.49	144.96	7.53	5.0%	0.53	0.3%	92%	False	False	428,959
120	152.49	142.90	9.59	6.3%	0.47	0.3%	94%	False	False	357,467

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	153.17
2.618	152.74
1.618	152.48
1.000	152.32
0.618	152.22
HIGH	152.06
0.618	151.96
0.500	151.93
0.382	151.90
LOW	151.80
0.618	151.64
1.000	151.54
1.618	151.38
2.618	151.12
4.250	150.70

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	151.93	151.78
PP	151.91	151.68
S1	151.90	151.58

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These figures are updated between 7pm and 10pm EST after a trading day.

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