Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Sep-2014 | 17-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 148.32 | 148.15 | -0.17 | -0.1% | 149.13 |  
                        | High | 148.62 | 148.60 | -0.02 | 0.0% | 149.43 |  
                        | Low | 148.10 | 148.04 | -0.06 | 0.0% | 147.77 |  
                        | Close | 148.20 | 148.40 | 0.20 | 0.1% | 147.90 |  
                        | Range | 0.52 | 0.56 | 0.04 | 7.7% | 1.66 |  
                        | ATR | 0.58 | 0.57 | 0.00 | -0.2% | 0.00 |  
                        | Volume | 657,340 | 850,390 | 193,050 | 29.4% | 3,908,626 |  | 
    
| 
        
            | Daily Pivots for day following 17-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 150.03 | 149.77 | 148.71 |  |  
                | R3 | 149.47 | 149.21 | 148.55 |  |  
                | R2 | 148.91 | 148.91 | 148.50 |  |  
                | R1 | 148.65 | 148.65 | 148.45 | 148.78 |  
                | PP | 148.35 | 148.35 | 148.35 | 148.41 |  
                | S1 | 148.09 | 148.09 | 148.35 | 148.22 |  
                | S2 | 147.79 | 147.79 | 148.30 |  |  
                | S3 | 147.23 | 147.53 | 148.25 |  |  
                | S4 | 146.67 | 146.97 | 148.09 |  |  | 
        
            | 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 | 148.72 | 147.77 | 0.95 | 0.6% | 0.53 | 0.4% | 66% | False | False | 682,228 |  
                | 10 | 149.55 | 147.77 | 1.78 | 1.2% | 0.61 | 0.4% | 35% | False | False | 785,247 |  
                | 20 | 149.91 | 147.77 | 2.14 | 1.4% | 0.55 | 0.4% | 29% | False | False | 492,851 |  
                | 40 | 149.91 | 145.82 | 4.09 | 2.8% | 0.52 | 0.3% | 63% | False | False | 247,825 |  
                | 60 | 149.91 | 144.28 | 5.63 | 3.8% | 0.44 | 0.3% | 73% | False | False | 165,259 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 150.98 |  
            | 2.618 | 150.07 |  
            | 1.618 | 149.51 |  
            | 1.000 | 149.16 |  
            | 0.618 | 148.95 |  
            | HIGH | 148.60 |  
            | 0.618 | 148.39 |  
            | 0.500 | 148.32 |  
            | 0.382 | 148.25 |  
            | LOW | 148.04 |  
            | 0.618 | 147.69 |  
            | 1.000 | 147.48 |  
            | 1.618 | 147.13 |  
            | 2.618 | 146.57 |  
            | 4.250 | 145.66 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 148.37 | 148.34 |  
                                | PP | 148.35 | 148.28 |  
                                | S1 | 148.32 | 148.22 |  |