Euro Bund Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-May-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-May-2014 | 
                    15-May-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        145.28 | 
                        145.78 | 
                        0.50 | 
                        0.3% | 
                        144.83 | 
                     
                    
                        | High | 
                        145.97 | 
                        146.75 | 
                        0.78 | 
                        0.5% | 
                        145.01 | 
                     
                    
                        | Low | 
                        145.25 | 
                        145.73 | 
                        0.48 | 
                        0.3% | 
                        144.29 | 
                     
                    
                        | Close | 
                        145.84 | 
                        146.65 | 
                        0.81 | 
                        0.6% | 
                        144.86 | 
                     
                    
                        | Range | 
                        0.72 | 
                        1.02 | 
                        0.30 | 
                        41.7% | 
                        0.72 | 
                     
                    
                        | ATR | 
                        0.55 | 
                        0.58 | 
                        0.03 | 
                        6.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,068,814 | 
                        642,976 | 
                        -425,838 | 
                        -39.8% | 
                        2,691,047 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                149.44 | 
                149.06 | 
                147.21 | 
                 | 
             
            
                | R3 | 
                148.42 | 
                148.04 | 
                146.93 | 
                 | 
             
            
                | R2 | 
                147.40 | 
                147.40 | 
                146.84 | 
                 | 
             
            
                | R1 | 
                147.02 | 
                147.02 | 
                146.74 | 
                147.21 | 
             
            
                | PP | 
                146.38 | 
                146.38 | 
                146.38 | 
                146.47 | 
             
            
                | S1 | 
                146.00 | 
                146.00 | 
                146.56 | 
                146.19 | 
             
            
                | S2 | 
                145.36 | 
                145.36 | 
                146.46 | 
                 | 
             
            
                | S3 | 
                144.34 | 
                144.98 | 
                146.37 | 
                 | 
             
            
                | S4 | 
                143.32 | 
                143.96 | 
                146.09 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                146.88 | 
                146.59 | 
                145.26 | 
                 | 
             
            
                | R3 | 
                146.16 | 
                145.87 | 
                145.06 | 
                 | 
             
            
                | R2 | 
                145.44 | 
                145.44 | 
                144.99 | 
                 | 
             
            
                | R1 | 
                145.15 | 
                145.15 | 
                144.93 | 
                145.30 | 
             
            
                | PP | 
                144.72 | 
                144.72 | 
                144.72 | 
                144.79 | 
             
            
                | S1 | 
                144.43 | 
                144.43 | 
                144.79 | 
                144.58 | 
             
            
                | S2 | 
                144.00 | 
                144.00 | 
                144.73 | 
                 | 
             
            
                | S3 | 
                143.28 | 
                143.71 | 
                144.66 | 
                 | 
             
            
                | S4 | 
                142.56 | 
                142.99 | 
                144.46 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                146.75 | 
                144.62 | 
                2.13 | 
                1.5% | 
                0.59 | 
                0.4% | 
                95% | 
                True | 
                False | 
                715,530 | 
                 
                
                | 10 | 
                146.75 | 
                144.11 | 
                2.64 | 
                1.8% | 
                0.57 | 
                0.4% | 
                96% | 
                True | 
                False | 
                609,503 | 
                 
                
                | 20 | 
                146.75 | 
                143.55 | 
                3.20 | 
                2.2% | 
                0.55 | 
                0.4% | 
                97% | 
                True | 
                False | 
                596,318 | 
                 
                
                | 40 | 
                146.75 | 
                142.10 | 
                4.65 | 
                3.2% | 
                0.55 | 
                0.4% | 
                98% | 
                True | 
                False | 
                635,799 | 
                 
                
                | 60 | 
                146.75 | 
                141.47 | 
                5.28 | 
                3.6% | 
                0.57 | 
                0.4% | 
                98% | 
                True | 
                False | 
                578,971 | 
                 
                
                | 80 | 
                146.75 | 
                139.40 | 
                7.35 | 
                5.0% | 
                0.54 | 
                0.4% | 
                99% | 
                True | 
                False | 
                434,634 | 
                 
                
                | 100 | 
                146.75 | 
                136.93 | 
                9.82 | 
                6.7% | 
                0.49 | 
                0.3% | 
                99% | 
                True | 
                False | 
                347,713 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            151.09 | 
         
        
            | 
2.618             | 
            149.42 | 
         
        
            | 
1.618             | 
            148.40 | 
         
        
            | 
1.000             | 
            147.77 | 
         
        
            | 
0.618             | 
            147.38 | 
         
        
            | 
HIGH             | 
            146.75 | 
         
        
            | 
0.618             | 
            146.36 | 
         
        
            | 
0.500             | 
            146.24 | 
         
        
            | 
0.382             | 
            146.12 | 
         
        
            | 
LOW             | 
            145.73 | 
         
        
            | 
0.618             | 
            145.10 | 
         
        
            | 
1.000             | 
            144.71 | 
         
        
            | 
1.618             | 
            144.08 | 
         
        
            | 
2.618             | 
            143.06 | 
         
        
            | 
4.250             | 
            141.40 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-May-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                146.51 | 
                                146.33 | 
                             
                            
                                | PP | 
                                146.38 | 
                                146.02 | 
                             
                            
                                | S1 | 
                                146.24 | 
                                145.70 | 
                             
             
         |