Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Sep-2014 | 26-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 148.90 | 149.51 | 0.61 | 0.4% | 148.77 |  
                        | High | 149.48 | 149.72 | 0.24 | 0.2% | 149.72 |  
                        | Low | 148.90 | 149.26 | 0.36 | 0.2% | 148.57 |  
                        | Close | 149.37 | 149.44 | 0.07 | 0.0% | 149.44 |  
                        | Range | 0.58 | 0.46 | -0.12 | -20.7% | 1.15 |  
                        | ATR | 0.59 | 0.58 | -0.01 | -1.6% | 0.00 |  
                        | Volume | 724,833 | 568,402 | -156,431 | -21.6% | 3,101,976 |  | 
    
| 
        
            | Daily Pivots for day following 26-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 150.85 | 150.61 | 149.69 |  |  
                | R3 | 150.39 | 150.15 | 149.57 |  |  
                | R2 | 149.93 | 149.93 | 149.52 |  |  
                | R1 | 149.69 | 149.69 | 149.48 | 149.58 |  
                | PP | 149.47 | 149.47 | 149.47 | 149.42 |  
                | S1 | 149.23 | 149.23 | 149.40 | 149.12 |  
                | S2 | 149.01 | 149.01 | 149.36 |  |  
                | S3 | 148.55 | 148.77 | 149.31 |  |  
                | S4 | 148.09 | 148.31 | 149.19 |  |  | 
        
            | Weekly Pivots for week ending 26-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152.69 | 152.22 | 150.07 |  |  
                | R3 | 151.54 | 151.07 | 149.76 |  |  
                | R2 | 150.39 | 150.39 | 149.65 |  |  
                | R1 | 149.92 | 149.92 | 149.55 | 150.16 |  
                | PP | 149.24 | 149.24 | 149.24 | 149.36 |  
                | S1 | 148.77 | 148.77 | 149.33 | 149.01 |  
                | S2 | 148.09 | 148.09 | 149.23 |  |  
                | S3 | 146.94 | 147.62 | 149.12 |  |  
                | S4 | 145.79 | 146.47 | 148.81 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 149.72 | 148.57 | 1.15 | 0.8% | 0.45 | 0.3% | 76% | True | False | 620,395 |  
                | 10 | 149.72 | 147.63 | 2.09 | 1.4% | 0.57 | 0.4% | 87% | True | False | 657,646 |  
                | 20 | 149.79 | 147.63 | 2.16 | 1.4% | 0.59 | 0.4% | 84% | False | False | 703,671 |  
                | 40 | 149.91 | 145.88 | 4.03 | 2.7% | 0.54 | 0.4% | 88% | False | False | 357,444 |  
                | 60 | 149.91 | 144.87 | 5.04 | 3.4% | 0.47 | 0.3% | 91% | False | False | 238,401 |  
                | 80 | 149.91 | 142.90 | 7.01 | 4.7% | 0.40 | 0.3% | 93% | False | False | 178,803 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 151.68 |  
            | 2.618 | 150.92 |  
            | 1.618 | 150.46 |  
            | 1.000 | 150.18 |  
            | 0.618 | 150.00 |  
            | HIGH | 149.72 |  
            | 0.618 | 149.54 |  
            | 0.500 | 149.49 |  
            | 0.382 | 149.44 |  
            | LOW | 149.26 |  
            | 0.618 | 148.98 |  
            | 1.000 | 148.80 |  
            | 1.618 | 148.52 |  
            | 2.618 | 148.06 |  
            | 4.250 | 147.31 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 149.49 | 149.38 |  
                                | PP | 149.47 | 149.31 |  
                                | S1 | 149.46 | 149.25 |  |