Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Sep-2014 | 23-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 148.77 | 148.90 | 0.13 | 0.1% | 147.92 |  
                        | High | 148.97 | 149.25 | 0.28 | 0.2% | 148.71 |  
                        | Low | 148.57 | 148.82 | 0.25 | 0.2% | 147.63 |  
                        | Close | 148.76 | 148.93 | 0.17 | 0.1% | 148.49 |  
                        | Range | 0.40 | 0.43 | 0.03 | 7.5% | 1.08 |  
                        | ATR | 0.61 | 0.60 | -0.01 | -1.4% | 0.00 |  
                        | Volume | 590,951 | 582,033 | -8,918 | -1.5% | 3,474,492 |  | 
    
| 
        
            | Daily Pivots for day following 23-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 150.29 | 150.04 | 149.17 |  |  
                | R3 | 149.86 | 149.61 | 149.05 |  |  
                | R2 | 149.43 | 149.43 | 149.01 |  |  
                | R1 | 149.18 | 149.18 | 148.97 | 149.31 |  
                | PP | 149.00 | 149.00 | 149.00 | 149.06 |  
                | S1 | 148.75 | 148.75 | 148.89 | 148.88 |  
                | S2 | 148.57 | 148.57 | 148.85 |  |  
                | S3 | 148.14 | 148.32 | 148.81 |  |  
                | S4 | 147.71 | 147.89 | 148.69 |  |  | 
        
            | 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 | 149.25 | 147.63 | 1.62 | 1.1% | 0.64 | 0.4% | 80% | True | False | 662,017 |  
                | 10 | 149.25 | 147.63 | 1.62 | 1.1% | 0.57 | 0.4% | 80% | True | False | 676,086 |  
                | 20 | 149.91 | 147.63 | 2.28 | 1.5% | 0.59 | 0.4% | 57% | False | False | 612,911 |  
                | 40 | 149.91 | 145.82 | 4.09 | 2.7% | 0.55 | 0.4% | 76% | False | False | 309,252 |  
                | 60 | 149.91 | 144.28 | 5.63 | 3.8% | 0.46 | 0.3% | 83% | False | False | 206,253 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 151.08 |  
            | 2.618 | 150.38 |  
            | 1.618 | 149.95 |  
            | 1.000 | 149.68 |  
            | 0.618 | 149.52 |  
            | HIGH | 149.25 |  
            | 0.618 | 149.09 |  
            | 0.500 | 149.04 |  
            | 0.382 | 148.98 |  
            | LOW | 148.82 |  
            | 0.618 | 148.55 |  
            | 1.000 | 148.39 |  
            | 1.618 | 148.12 |  
            | 2.618 | 147.69 |  
            | 4.250 | 146.99 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 149.04 | 148.77 |  
                                | PP | 149.00 | 148.60 |  
                                | S1 | 148.97 | 148.44 |  |