Euro Bund Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-May-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-May-2014 | 
                    27-May-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        145.99 | 
                        146.02 | 
                        0.03 | 
                        0.0% | 
                        146.34 | 
                     
                    
                        | High | 
                        146.20 | 
                        146.54 | 
                        0.34 | 
                        0.2% | 
                        146.58 | 
                     
                    
                        | Low | 
                        145.95 | 
                        145.90 | 
                        -0.05 | 
                        0.0% | 
                        145.74 | 
                     
                    
                        | Close | 
                        146.09 | 
                        146.40 | 
                        0.31 | 
                        0.2% | 
                        146.09 | 
                     
                    
                        | Range | 
                        0.25 | 
                        0.64 | 
                        0.39 | 
                        156.0% | 
                        0.84 | 
                     
                    
                        | ATR | 
                        0.53 | 
                        0.54 | 
                        0.01 | 
                        1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        111,404 | 
                        777,212 | 
                        665,808 | 
                        597.7% | 
                        2,242,130 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                148.20 | 
                147.94 | 
                146.75 | 
                 | 
             
            
                | R3 | 
                147.56 | 
                147.30 | 
                146.58 | 
                 | 
             
            
                | R2 | 
                146.92 | 
                146.92 | 
                146.52 | 
                 | 
             
            
                | R1 | 
                146.66 | 
                146.66 | 
                146.46 | 
                146.79 | 
             
            
                | PP | 
                146.28 | 
                146.28 | 
                146.28 | 
                146.35 | 
             
            
                | S1 | 
                146.02 | 
                146.02 | 
                146.34 | 
                146.15 | 
             
            
                | S2 | 
                145.64 | 
                145.64 | 
                146.28 | 
                 | 
             
            
                | S3 | 
                145.00 | 
                145.38 | 
                146.22 | 
                 | 
             
            
                | S4 | 
                144.36 | 
                144.74 | 
                146.05 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                148.66 | 
                148.21 | 
                146.55 | 
                 | 
             
            
                | R3 | 
                147.82 | 
                147.37 | 
                146.32 | 
                 | 
             
            
                | R2 | 
                146.98 | 
                146.98 | 
                146.24 | 
                 | 
             
            
                | R1 | 
                146.53 | 
                146.53 | 
                146.17 | 
                146.34 | 
             
            
                | PP | 
                146.14 | 
                146.14 | 
                146.14 | 
                146.04 | 
             
            
                | S1 | 
                145.69 | 
                145.69 | 
                146.01 | 
                145.50 | 
             
            
                | S2 | 
                145.30 | 
                145.30 | 
                145.94 | 
                 | 
             
            
                | S3 | 
                144.46 | 
                144.85 | 
                145.86 | 
                 | 
             
            
                | S4 | 
                143.62 | 
                144.01 | 
                145.63 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                146.54 | 
                145.74 | 
                0.80 | 
                0.5% | 
                0.46 | 
                0.3% | 
                83% | 
                True | 
                False | 
                486,875 | 
                 
                
                | 10 | 
                146.76 | 
                144.65 | 
                2.11 | 
                1.4% | 
                0.57 | 
                0.4% | 
                83% | 
                False | 
                False | 
                604,203 | 
                 
                
                | 20 | 
                146.76 | 
                143.80 | 
                2.96 | 
                2.0% | 
                0.53 | 
                0.4% | 
                88% | 
                False | 
                False | 
                592,207 | 
                 
                
                | 40 | 
                146.76 | 
                142.49 | 
                4.27 | 
                2.9% | 
                0.53 | 
                0.4% | 
                92% | 
                False | 
                False | 
                596,590 | 
                 
                
                | 60 | 
                146.76 | 
                141.81 | 
                4.95 | 
                3.4% | 
                0.56 | 
                0.4% | 
                93% | 
                False | 
                False | 
                636,948 | 
                 
                
                | 80 | 
                146.76 | 
                140.38 | 
                6.38 | 
                4.4% | 
                0.55 | 
                0.4% | 
                94% | 
                False | 
                False | 
                478,909 | 
                 
                
                | 100 | 
                146.76 | 
                136.93 | 
                9.83 | 
                6.7% | 
                0.50 | 
                0.3% | 
                96% | 
                False | 
                False | 
                383,202 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            149.26 | 
         
        
            | 
2.618             | 
            148.22 | 
         
        
            | 
1.618             | 
            147.58 | 
         
        
            | 
1.000             | 
            147.18 | 
         
        
            | 
0.618             | 
            146.94 | 
         
        
            | 
HIGH             | 
            146.54 | 
         
        
            | 
0.618             | 
            146.30 | 
         
        
            | 
0.500             | 
            146.22 | 
         
        
            | 
0.382             | 
            146.14 | 
         
        
            | 
LOW             | 
            145.90 | 
         
        
            | 
0.618             | 
            145.50 | 
         
        
            | 
1.000             | 
            145.26 | 
         
        
            | 
1.618             | 
            144.86 | 
         
        
            | 
2.618             | 
            144.22 | 
         
        
            | 
4.250             | 
            143.18 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-May-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                146.34 | 
                                146.31 | 
                             
                            
                                | PP | 
                                146.28 | 
                                146.23 | 
                             
                            
                                | S1 | 
                                146.22 | 
                                146.14 | 
                             
             
         |