Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Aug-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Aug-2014 | 27-Aug-2014 | Change | Change % | Previous Week |  
                        | Open | 148.99 | 149.10 | 0.11 | 0.1% | 148.31 |  
                        | High | 149.11 | 149.55 | 0.44 | 0.3% | 148.71 |  
                        | Low | 148.86 | 149.05 | 0.19 | 0.1% | 147.95 |  
                        | Close | 148.92 | 149.39 | 0.47 | 0.3% | 148.37 |  
                        | Range | 0.25 | 0.50 | 0.25 | 100.0% | 0.76 |  
                        | ATR | 0.48 | 0.50 | 0.01 | 2.1% | 0.00 |  
                        | Volume | 21,992 | 34,768 | 12,776 | 58.1% | 42,302 |  | 
    
| 
        
            | Daily Pivots for day following 27-Aug-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 150.83 | 150.61 | 149.67 |  |  
                | R3 | 150.33 | 150.11 | 149.53 |  |  
                | R2 | 149.83 | 149.83 | 149.48 |  |  
                | R1 | 149.61 | 149.61 | 149.44 | 149.72 |  
                | PP | 149.33 | 149.33 | 149.33 | 149.39 |  
                | S1 | 149.11 | 149.11 | 149.34 | 149.22 |  
                | S2 | 148.83 | 148.83 | 149.30 |  |  
                | S3 | 148.33 | 148.61 | 149.25 |  |  
                | S4 | 147.83 | 148.11 | 149.12 |  |  | 
        
            | Weekly Pivots for week ending 22-Aug-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 150.62 | 150.26 | 148.79 |  |  
                | R3 | 149.86 | 149.50 | 148.58 |  |  
                | R2 | 149.10 | 149.10 | 148.51 |  |  
                | R1 | 148.74 | 148.74 | 148.44 | 148.92 |  
                | PP | 148.34 | 148.34 | 148.34 | 148.44 |  
                | S1 | 147.98 | 147.98 | 148.30 | 148.16 |  
                | S2 | 147.58 | 147.58 | 148.23 |  |  
                | S3 | 146.82 | 147.22 | 148.16 |  |  
                | S4 | 146.06 | 146.46 | 147.95 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 149.55 | 148.08 | 1.47 | 1.0% | 0.47 | 0.3% | 89% | True | False | 21,565 |  
                | 10 | 149.55 | 147.94 | 1.61 | 1.1% | 0.46 | 0.3% | 90% | True | False | 15,013 |  
                | 20 | 149.55 | 145.82 | 3.73 | 2.5% | 0.48 | 0.3% | 96% | True | False | 8,380 |  
                | 40 | 149.55 | 144.28 | 5.27 | 3.5% | 0.40 | 0.3% | 97% | True | False | 4,341 |  
                | 60 | 149.55 | 142.90 | 6.65 | 4.5% | 0.33 | 0.2% | 98% | True | False | 2,897 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 151.68 |  
            | 2.618 | 150.86 |  
            | 1.618 | 150.36 |  
            | 1.000 | 150.05 |  
            | 0.618 | 149.86 |  
            | HIGH | 149.55 |  
            | 0.618 | 149.36 |  
            | 0.500 | 149.30 |  
            | 0.382 | 149.24 |  
            | LOW | 149.05 |  
            | 0.618 | 148.74 |  
            | 1.000 | 148.55 |  
            | 1.618 | 148.24 |  
            | 2.618 | 147.74 |  
            | 4.250 | 146.93 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Aug-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 149.36 | 149.27 |  
                                | PP | 149.33 | 149.14 |  
                                | S1 | 149.30 | 149.02 |  |