Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Sep-2014 | 11-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 148.34 | 148.36 | 0.02 | 0.0% | 149.59 |  
                        | High | 148.45 | 148.72 | 0.27 | 0.2% | 149.60 |  
                        | Low | 148.02 | 148.28 | 0.26 | 0.2% | 148.55 |  
                        | Close | 148.38 | 148.39 | 0.01 | 0.0% | 149.17 |  
                        | Range | 0.43 | 0.44 | 0.01 | 2.3% | 1.05 |  
                        | ATR | 0.59 | 0.58 | -0.01 | -1.8% | 0.00 |  
                        | Volume | 890,026 | 658,335 | -231,691 | -26.0% | 3,523,887 |  | 
    
| 
        
            | Daily Pivots for day following 11-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 149.78 | 149.53 | 148.63 |  |  
                | R3 | 149.34 | 149.09 | 148.51 |  |  
                | R2 | 148.90 | 148.90 | 148.47 |  |  
                | R1 | 148.65 | 148.65 | 148.43 | 148.78 |  
                | PP | 148.46 | 148.46 | 148.46 | 148.53 |  
                | S1 | 148.21 | 148.21 | 148.35 | 148.34 |  
                | S2 | 148.02 | 148.02 | 148.31 |  |  
                | S3 | 147.58 | 147.77 | 148.27 |  |  
                | S4 | 147.14 | 147.33 | 148.15 |  |  | 
        
            | Weekly Pivots for week ending 05-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152.26 | 151.76 | 149.75 |  |  
                | R3 | 151.21 | 150.71 | 149.46 |  |  
                | R2 | 150.16 | 150.16 | 149.36 |  |  
                | R1 | 149.66 | 149.66 | 149.27 | 149.39 |  
                | PP | 149.11 | 149.11 | 149.11 | 148.97 |  
                | S1 | 148.61 | 148.61 | 149.07 | 148.34 |  
                | S2 | 148.06 | 148.06 | 148.98 |  |  
                | S3 | 147.01 | 147.56 | 148.88 |  |  
                | S4 | 145.96 | 146.51 | 148.59 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 149.43 | 148.02 | 1.41 | 1.0% | 0.58 | 0.4% | 26% | False | False | 789,340 |  
                | 10 | 149.91 | 148.02 | 1.89 | 1.3% | 0.61 | 0.4% | 20% | False | False | 698,895 |  
                | 20 | 149.91 | 147.94 | 1.97 | 1.3% | 0.53 | 0.4% | 23% | False | False | 356,954 |  
                | 40 | 149.91 | 145.82 | 4.09 | 2.8% | 0.49 | 0.3% | 63% | False | False | 179,055 |  
                | 60 | 149.91 | 143.96 | 5.95 | 4.0% | 0.41 | 0.3% | 74% | False | False | 119,379 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 150.59 |  
            | 2.618 | 149.87 |  
            | 1.618 | 149.43 |  
            | 1.000 | 149.16 |  
            | 0.618 | 148.99 |  
            | HIGH | 148.72 |  
            | 0.618 | 148.55 |  
            | 0.500 | 148.50 |  
            | 0.382 | 148.45 |  
            | LOW | 148.28 |  
            | 0.618 | 148.01 |  
            | 1.000 | 147.84 |  
            | 1.618 | 147.57 |  
            | 2.618 | 147.13 |  
            | 4.250 | 146.41 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 148.50 | 148.38 |  
                                | PP | 148.46 | 148.38 |  
                                | S1 | 148.43 | 148.37 |  |