Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Sep-2014 | 29-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 149.51 | 149.46 | -0.05 | 0.0% | 148.77 |  
                        | High | 149.72 | 149.68 | -0.04 | 0.0% | 149.72 |  
                        | Low | 149.26 | 149.21 | -0.05 | 0.0% | 148.57 |  
                        | Close | 149.44 | 149.52 | 0.08 | 0.1% | 149.44 |  
                        | Range | 0.46 | 0.47 | 0.01 | 2.2% | 1.15 |  
                        | ATR | 0.58 | 0.57 | -0.01 | -1.3% | 0.00 |  
                        | Volume | 568,402 | 892,519 | 324,117 | 57.0% | 3,101,976 |  | 
    
| 
        
            | Daily Pivots for day following 29-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 150.88 | 150.67 | 149.78 |  |  
                | R3 | 150.41 | 150.20 | 149.65 |  |  
                | R2 | 149.94 | 149.94 | 149.61 |  |  
                | R1 | 149.73 | 149.73 | 149.56 | 149.84 |  
                | PP | 149.47 | 149.47 | 149.47 | 149.52 |  
                | S1 | 149.26 | 149.26 | 149.48 | 149.37 |  
                | S2 | 149.00 | 149.00 | 149.43 |  |  
                | S3 | 148.53 | 148.79 | 149.39 |  |  
                | S4 | 148.06 | 148.32 | 149.26 |  |  | 
        
            | 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 | 148.78 | 0.94 | 0.6% | 0.47 | 0.3% | 79% | False | False | 680,708 |  
                | 10 | 149.72 | 147.63 | 2.09 | 1.4% | 0.56 | 0.4% | 90% | False | False | 678,893 |  
                | 20 | 149.72 | 147.63 | 2.09 | 1.4% | 0.59 | 0.4% | 90% | False | False | 745,075 |  
                | 40 | 149.91 | 146.00 | 3.91 | 2.6% | 0.53 | 0.4% | 90% | False | False | 379,719 |  
                | 60 | 149.91 | 144.96 | 4.95 | 3.3% | 0.47 | 0.3% | 92% | False | False | 253,276 |  
                | 80 | 149.91 | 142.90 | 7.01 | 4.7% | 0.40 | 0.3% | 94% | False | False | 189,960 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 151.68 |  
            | 2.618 | 150.91 |  
            | 1.618 | 150.44 |  
            | 1.000 | 150.15 |  
            | 0.618 | 149.97 |  
            | HIGH | 149.68 |  
            | 0.618 | 149.50 |  
            | 0.500 | 149.45 |  
            | 0.382 | 149.39 |  
            | LOW | 149.21 |  
            | 0.618 | 148.92 |  
            | 1.000 | 148.74 |  
            | 1.618 | 148.45 |  
            | 2.618 | 147.98 |  
            | 4.250 | 147.21 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 149.50 | 149.45 |  
                                | PP | 149.47 | 149.38 |  
                                | S1 | 149.45 | 149.31 |  |