Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Oct-2014 | 15-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 150.38 | 150.92 | 0.54 | 0.4% | 149.94 |  
                        | High | 151.19 | 152.49 | 1.30 | 0.9% | 150.78 |  
                        | Low | 150.24 | 150.92 | 0.68 | 0.5% | 149.83 |  
                        | Close | 150.91 | 151.81 | 0.90 | 0.6% | 150.40 |  
                        | Range | 0.95 | 1.57 | 0.62 | 65.3% | 0.95 |  
                        | ATR | 0.59 | 0.66 | 0.07 | 12.0% | 0.00 |  
                        | Volume | 1,640,886 | 1,412,187 | -228,699 | -13.9% | 3,738,962 |  | 
    
| 
        
            | Daily Pivots for day following 15-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 156.45 | 155.70 | 152.67 |  |  
                | R3 | 154.88 | 154.13 | 152.24 |  |  
                | R2 | 153.31 | 153.31 | 152.10 |  |  
                | R1 | 152.56 | 152.56 | 151.95 | 152.94 |  
                | PP | 151.74 | 151.74 | 151.74 | 151.93 |  
                | S1 | 150.99 | 150.99 | 151.67 | 151.37 |  
                | S2 | 150.17 | 150.17 | 151.52 |  |  
                | S3 | 148.60 | 149.42 | 151.38 |  |  
                | S4 | 147.03 | 147.85 | 150.95 |  |  | 
        
            | Weekly Pivots for week ending 10-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.19 | 152.74 | 150.92 |  |  
                | R3 | 152.24 | 151.79 | 150.66 |  |  
                | R2 | 151.29 | 151.29 | 150.57 |  |  
                | R1 | 150.84 | 150.84 | 150.49 | 151.07 |  
                | PP | 150.34 | 150.34 | 150.34 | 150.45 |  
                | S1 | 149.89 | 149.89 | 150.31 | 150.12 |  
                | S2 | 149.39 | 149.39 | 150.23 |  |  
                | S3 | 148.44 | 148.94 | 150.14 |  |  
                | S4 | 147.49 | 147.99 | 149.88 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 152.49 | 150.02 | 2.47 | 1.6% | 0.85 | 0.6% | 72% | True | False | 1,039,730 |  
                | 10 | 152.49 | 149.45 | 3.04 | 2.0% | 0.67 | 0.4% | 78% | True | False | 895,057 |  
                | 20 | 152.49 | 147.63 | 4.86 | 3.2% | 0.63 | 0.4% | 86% | True | False | 801,007 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.59 | 0.4% | 86% | True | False | 646,929 |  
                | 60 | 152.49 | 145.82 | 6.67 | 4.4% | 0.55 | 0.4% | 90% | True | False | 432,219 |  
                | 80 | 152.49 | 144.28 | 8.21 | 5.4% | 0.48 | 0.3% | 92% | True | False | 324,196 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 159.16 |  
            | 2.618 | 156.60 |  
            | 1.618 | 155.03 |  
            | 1.000 | 154.06 |  
            | 0.618 | 153.46 |  
            | HIGH | 152.49 |  
            | 0.618 | 151.89 |  
            | 0.500 | 151.71 |  
            | 0.382 | 151.52 |  
            | LOW | 150.92 |  
            | 0.618 | 149.95 |  
            | 1.000 | 149.35 |  
            | 1.618 | 148.38 |  
            | 2.618 | 146.81 |  
            | 4.250 | 144.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 151.78 | 151.66 |  
                                | PP | 151.74 | 151.51 |  
                                | S1 | 151.71 | 151.36 |  |