Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Sep-2014 | 18-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 148.15 | 147.99 | -0.16 | -0.1% | 149.13 |  
                        | High | 148.60 | 148.47 | -0.13 | -0.1% | 149.43 |  
                        | Low | 148.04 | 147.72 | -0.32 | -0.2% | 147.77 |  
                        | Close | 148.40 | 147.88 | -0.52 | -0.4% | 147.90 |  
                        | Range | 0.56 | 0.75 | 0.19 | 33.9% | 1.66 |  
                        | ATR | 0.57 | 0.59 | 0.01 | 2.2% | 0.00 |  
                        | Volume | 850,390 | 763,584 | -86,806 | -10.2% | 3,908,626 |  | 
    
| 
        
            | Daily Pivots for day following 18-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 150.27 | 149.83 | 148.29 |  |  
                | R3 | 149.52 | 149.08 | 148.09 |  |  
                | R2 | 148.77 | 148.77 | 148.02 |  |  
                | R1 | 148.33 | 148.33 | 147.95 | 148.18 |  
                | PP | 148.02 | 148.02 | 148.02 | 147.95 |  
                | S1 | 147.58 | 147.58 | 147.81 | 147.43 |  
                | S2 | 147.27 | 147.27 | 147.74 |  |  
                | S3 | 146.52 | 146.83 | 147.67 |  |  
                | S4 | 145.77 | 146.08 | 147.47 |  |  | 
        
            | 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 | 148.62 | 147.72 | 0.90 | 0.6% | 0.59 | 0.4% | 18% | False | True | 703,278 |  
                | 10 | 149.43 | 147.72 | 1.71 | 1.2% | 0.58 | 0.4% | 9% | False | True | 746,309 |  
                | 20 | 149.91 | 147.72 | 2.19 | 1.5% | 0.57 | 0.4% | 7% | False | True | 530,658 |  
                | 40 | 149.91 | 145.82 | 4.09 | 2.8% | 0.53 | 0.4% | 50% | False | False | 266,907 |  
                | 60 | 149.91 | 144.28 | 5.63 | 3.8% | 0.44 | 0.3% | 64% | False | False | 177,985 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 151.66 |  
            | 2.618 | 150.43 |  
            | 1.618 | 149.68 |  
            | 1.000 | 149.22 |  
            | 0.618 | 148.93 |  
            | HIGH | 148.47 |  
            | 0.618 | 148.18 |  
            | 0.500 | 148.10 |  
            | 0.382 | 148.01 |  
            | LOW | 147.72 |  
            | 0.618 | 147.26 |  
            | 1.000 | 146.97 |  
            | 1.618 | 146.51 |  
            | 2.618 | 145.76 |  
            | 4.250 | 144.53 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 148.10 | 148.17 |  
                                | PP | 148.02 | 148.07 |  
                                | S1 | 147.95 | 147.98 |  |