Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Sep-2014 | 01-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 149.47 | 149.72 | 0.25 | 0.2% | 148.77 |  
                        | High | 149.80 | 150.42 | 0.62 | 0.4% | 149.72 |  
                        | Low | 149.30 | 149.65 | 0.35 | 0.2% | 148.57 |  
                        | Close | 149.70 | 150.21 | 0.51 | 0.3% | 149.44 |  
                        | Range | 0.50 | 0.77 | 0.27 | 54.0% | 1.15 |  
                        | ATR | 0.57 | 0.58 | 0.01 | 2.6% | 0.00 |  
                        | Volume | 892,526 | 895,834 | 3,308 | 0.4% | 3,101,976 |  | 
    
| 
        
            | Daily Pivots for day following 01-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152.40 | 152.08 | 150.63 |  |  
                | R3 | 151.63 | 151.31 | 150.42 |  |  
                | R2 | 150.86 | 150.86 | 150.35 |  |  
                | R1 | 150.54 | 150.54 | 150.28 | 150.70 |  
                | PP | 150.09 | 150.09 | 150.09 | 150.18 |  
                | S1 | 149.77 | 149.77 | 150.14 | 149.93 |  
                | S2 | 149.32 | 149.32 | 150.07 |  |  
                | S3 | 148.55 | 149.00 | 150.00 |  |  
                | S4 | 147.78 | 148.23 | 149.79 |  |  | 
        
            | 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 | 150.42 | 148.90 | 1.52 | 1.0% | 0.56 | 0.4% | 86% | True | False | 794,822 |  
                | 10 | 150.42 | 147.63 | 2.79 | 1.9% | 0.58 | 0.4% | 92% | True | False | 706,956 |  
                | 20 | 150.42 | 147.63 | 2.79 | 1.9% | 0.60 | 0.4% | 92% | True | False | 746,102 |  
                | 40 | 150.42 | 146.30 | 4.12 | 2.7% | 0.55 | 0.4% | 95% | True | False | 424,377 |  
                | 60 | 150.42 | 145.46 | 4.96 | 3.3% | 0.49 | 0.3% | 96% | True | False | 283,081 |  
                | 80 | 150.42 | 142.90 | 7.52 | 5.0% | 0.41 | 0.3% | 97% | True | False | 212,314 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 153.69 |  
            | 2.618 | 152.44 |  
            | 1.618 | 151.67 |  
            | 1.000 | 151.19 |  
            | 0.618 | 150.90 |  
            | HIGH | 150.42 |  
            | 0.618 | 150.13 |  
            | 0.500 | 150.04 |  
            | 0.382 | 149.94 |  
            | LOW | 149.65 |  
            | 0.618 | 149.17 |  
            | 1.000 | 148.88 |  
            | 1.618 | 148.40 |  
            | 2.618 | 147.63 |  
            | 4.250 | 146.38 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 150.15 | 150.08 |  
                                | PP | 150.09 | 149.95 |  
                                | S1 | 150.04 | 149.82 |  |