Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Sep-2014 | 19-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 147.99 | 147.80 | -0.19 | -0.1% | 147.92 |  
                        | High | 148.47 | 148.71 | 0.24 | 0.2% | 148.71 |  
                        | Low | 147.72 | 147.63 | -0.09 | -0.1% | 147.63 |  
                        | Close | 147.88 | 148.49 | 0.61 | 0.4% | 148.49 |  
                        | Range | 0.75 | 1.08 | 0.33 | 44.0% | 1.08 |  
                        | ATR | 0.59 | 0.62 | 0.04 | 6.0% | 0.00 |  
                        | Volume | 763,584 | 523,128 | -240,456 | -31.5% | 3,474,492 |  | 
    
| 
        
            | Daily Pivots for day following 19-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 151.52 | 151.08 | 149.08 |  |  
                | R3 | 150.44 | 150.00 | 148.79 |  |  
                | R2 | 149.36 | 149.36 | 148.69 |  |  
                | R1 | 148.92 | 148.92 | 148.59 | 149.14 |  
                | PP | 148.28 | 148.28 | 148.28 | 148.39 |  
                | S1 | 147.84 | 147.84 | 148.39 | 148.06 |  
                | S2 | 147.20 | 147.20 | 148.29 |  |  
                | S3 | 146.12 | 146.76 | 148.19 |  |  
                | S4 | 145.04 | 145.68 | 147.90 |  |  | 
        
            | Weekly Pivots for week ending 19-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 151.52 | 151.08 | 149.08 |  |  
                | R3 | 150.44 | 150.00 | 148.79 |  |  
                | R2 | 149.36 | 149.36 | 148.69 |  |  
                | R1 | 148.92 | 148.92 | 148.59 | 149.14 |  
                | PP | 148.28 | 148.28 | 148.28 | 148.39 |  
                | S1 | 147.84 | 147.84 | 148.39 | 148.06 |  
                | S2 | 147.20 | 147.20 | 148.29 |  |  
                | S3 | 146.12 | 146.76 | 148.19 |  |  
                | S4 | 145.04 | 145.68 | 147.90 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 148.71 | 147.63 | 1.08 | 0.7% | 0.70 | 0.5% | 80% | True | True | 694,898 |  
                | 10 | 149.43 | 147.63 | 1.80 | 1.2% | 0.62 | 0.4% | 48% | False | True | 738,311 |  
                | 20 | 149.91 | 147.63 | 2.28 | 1.5% | 0.60 | 0.4% | 38% | False | True | 555,917 |  
                | 40 | 149.91 | 145.82 | 4.09 | 2.8% | 0.55 | 0.4% | 65% | False | False | 279,957 |  
                | 60 | 149.91 | 144.28 | 5.63 | 3.8% | 0.46 | 0.3% | 75% | False | False | 186,704 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 153.30 |  
            | 2.618 | 151.54 |  
            | 1.618 | 150.46 |  
            | 1.000 | 149.79 |  
            | 0.618 | 149.38 |  
            | HIGH | 148.71 |  
            | 0.618 | 148.30 |  
            | 0.500 | 148.17 |  
            | 0.382 | 148.04 |  
            | LOW | 147.63 |  
            | 0.618 | 146.96 |  
            | 1.000 | 146.55 |  
            | 1.618 | 145.88 |  
            | 2.618 | 144.80 |  
            | 4.250 | 143.04 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 148.38 | 148.38 |  
                                | PP | 148.28 | 148.28 |  
                                | S1 | 148.17 | 148.17 |  |