Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Sep-2014 | 12-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 148.36 | 148.31 | -0.05 | 0.0% | 149.13 |  
                        | High | 148.72 | 148.33 | -0.39 | -0.3% | 149.43 |  
                        | Low | 148.28 | 147.77 | -0.51 | -0.3% | 147.77 |  
                        | Close | 148.39 | 147.90 | -0.49 | -0.3% | 147.90 |  
                        | Range | 0.44 | 0.56 | 0.12 | 27.3% | 1.66 |  
                        | ATR | 0.58 | 0.58 | 0.00 | 0.5% | 0.00 |  
                        | Volume | 658,335 | 565,029 | -93,306 | -14.2% | 3,908,626 |  | 
    
| 
        
            | Daily Pivots for day following 12-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 149.68 | 149.35 | 148.21 |  |  
                | R3 | 149.12 | 148.79 | 148.05 |  |  
                | R2 | 148.56 | 148.56 | 148.00 |  |  
                | R1 | 148.23 | 148.23 | 147.95 | 148.12 |  
                | PP | 148.00 | 148.00 | 148.00 | 147.94 |  
                | S1 | 147.67 | 147.67 | 147.85 | 147.56 |  
                | S2 | 147.44 | 147.44 | 147.80 |  |  
                | S3 | 146.88 | 147.11 | 147.75 |  |  
                | S4 | 146.32 | 146.55 | 147.59 |  |  | 
        
            | Weekly Pivots for week ending 12-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.35 | 152.28 | 148.81 |  |  
                | R3 | 151.69 | 150.62 | 148.36 |  |  
                | R2 | 150.03 | 150.03 | 148.20 |  |  
                | R1 | 148.96 | 148.96 | 148.05 | 148.67 |  
                | PP | 148.37 | 148.37 | 148.37 | 148.22 |  
                | S1 | 147.30 | 147.30 | 147.75 | 147.01 |  
                | S2 | 146.71 | 146.71 | 147.60 |  |  
                | S3 | 145.05 | 145.64 | 147.44 |  |  
                | S4 | 143.39 | 143.98 | 146.99 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 149.43 | 147.77 | 1.66 | 1.1% | 0.55 | 0.4% | 8% | False | True | 781,725 |  
                | 10 | 149.79 | 147.77 | 2.02 | 1.4% | 0.61 | 0.4% | 6% | False | True | 749,695 |  
                | 20 | 149.91 | 147.77 | 2.14 | 1.4% | 0.55 | 0.4% | 6% | False | True | 383,953 |  
                | 40 | 149.91 | 145.82 | 4.09 | 2.8% | 0.50 | 0.3% | 51% | False | False | 193,169 |  
                | 60 | 149.91 | 143.96 | 5.95 | 4.0% | 0.41 | 0.3% | 66% | False | False | 128,796 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 150.71 |  
            | 2.618 | 149.80 |  
            | 1.618 | 149.24 |  
            | 1.000 | 148.89 |  
            | 0.618 | 148.68 |  
            | HIGH | 148.33 |  
            | 0.618 | 148.12 |  
            | 0.500 | 148.05 |  
            | 0.382 | 147.98 |  
            | LOW | 147.77 |  
            | 0.618 | 147.42 |  
            | 1.000 | 147.21 |  
            | 1.618 | 146.86 |  
            | 2.618 | 146.30 |  
            | 4.250 | 145.39 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 148.05 | 148.25 |  
                                | PP | 148.00 | 148.13 |  
                                | S1 | 147.95 | 148.02 |  |