Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Sep-2014 | 03-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 149.59 | 149.08 | -0.51 | -0.3% | 148.49 |  
                        | High | 149.60 | 149.15 | -0.45 | -0.3% | 149.91 |  
                        | Low | 148.92 | 148.60 | -0.32 | -0.2% | 148.49 |  
                        | Close | 149.15 | 148.91 | -0.24 | -0.2% | 149.62 |  
                        | Range | 0.68 | 0.55 | -0.13 | -19.1% | 1.42 |  
                        | ATR | 0.51 | 0.51 | 0.00 | 0.5% | 0.00 |  
                        | Volume | 770,319 | 997,495 | 227,176 | 29.5% | 201,336 |  | 
    
| 
        
            | Daily Pivots for day following 03-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 150.54 | 150.27 | 149.21 |  |  
                | R3 | 149.99 | 149.72 | 149.06 |  |  
                | R2 | 149.44 | 149.44 | 149.01 |  |  
                | R1 | 149.17 | 149.17 | 148.96 | 149.03 |  
                | PP | 148.89 | 148.89 | 148.89 | 148.82 |  
                | S1 | 148.62 | 148.62 | 148.86 | 148.48 |  
                | S2 | 148.34 | 148.34 | 148.81 |  |  
                | S3 | 147.79 | 148.07 | 148.76 |  |  
                | S4 | 147.24 | 147.52 | 148.61 |  |  | 
        
            | Weekly Pivots for week ending 29-Aug-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.60 | 153.03 | 150.40 |  |  
                | R3 | 152.18 | 151.61 | 150.01 |  |  
                | R2 | 150.76 | 150.76 | 149.88 |  |  
                | R1 | 150.19 | 150.19 | 149.75 | 150.48 |  
                | PP | 149.34 | 149.34 | 149.34 | 149.48 |  
                | S1 | 148.77 | 148.77 | 149.49 | 149.06 |  
                | S2 | 147.92 | 147.92 | 149.36 |  |  
                | S3 | 146.50 | 147.35 | 149.23 |  |  
                | S4 | 145.08 | 145.93 | 148.84 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 149.91 | 148.60 | 1.31 | 0.9% | 0.55 | 0.4% | 24% | False | True | 384,810 |  
                | 10 | 149.91 | 148.08 | 1.83 | 1.2% | 0.49 | 0.3% | 45% | False | False | 200,456 |  
                | 20 | 149.91 | 146.30 | 3.61 | 2.4% | 0.50 | 0.3% | 72% | False | False | 102,651 |  
                | 40 | 149.91 | 145.46 | 4.45 | 3.0% | 0.43 | 0.3% | 78% | False | False | 51,571 |  
                | 60 | 149.91 | 142.90 | 7.01 | 4.7% | 0.35 | 0.2% | 86% | False | False | 34,385 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 151.49 |  
            | 2.618 | 150.59 |  
            | 1.618 | 150.04 |  
            | 1.000 | 149.70 |  
            | 0.618 | 149.49 |  
            | HIGH | 149.15 |  
            | 0.618 | 148.94 |  
            | 0.500 | 148.88 |  
            | 0.382 | 148.81 |  
            | LOW | 148.60 |  
            | 0.618 | 148.26 |  
            | 1.000 | 148.05 |  
            | 1.618 | 147.71 |  
            | 2.618 | 147.16 |  
            | 4.250 | 146.26 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 148.90 | 149.20 |  
                                | PP | 148.89 | 149.10 |  
                                | S1 | 148.88 | 149.01 |  |