Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Oct-2014 | 16-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 150.92 | 151.65 | 0.73 | 0.5% | 149.94 |  
                        | High | 152.49 | 152.47 | -0.02 | 0.0% | 150.78 |  
                        | Low | 150.92 | 150.87 | -0.05 | 0.0% | 149.83 |  
                        | Close | 151.81 | 151.12 | -0.69 | -0.5% | 150.40 |  
                        | Range | 1.57 | 1.60 | 0.03 | 1.9% | 0.95 |  
                        | ATR | 0.66 | 0.73 | 0.07 | 10.1% | 0.00 |  
                        | Volume | 1,412,187 | 951,841 | -460,346 | -32.6% | 3,738,962 |  | 
    
| 
        
            | Daily Pivots for day following 16-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 156.29 | 155.30 | 152.00 |  |  
                | R3 | 154.69 | 153.70 | 151.56 |  |  
                | R2 | 153.09 | 153.09 | 151.41 |  |  
                | R1 | 152.10 | 152.10 | 151.27 | 151.80 |  
                | PP | 151.49 | 151.49 | 151.49 | 151.33 |  
                | S1 | 150.50 | 150.50 | 150.97 | 150.20 |  
                | S2 | 149.89 | 149.89 | 150.83 |  |  
                | S3 | 148.29 | 148.90 | 150.68 |  |  
                | S4 | 146.69 | 147.30 | 150.24 |  |  | 
        
            | 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% | 1.04 | 0.7% | 45% | False | False | 1,087,820 |  
                | 10 | 152.49 | 149.45 | 3.04 | 2.0% | 0.78 | 0.5% | 55% | False | False | 927,270 |  
                | 20 | 152.49 | 147.63 | 4.86 | 3.2% | 0.67 | 0.4% | 72% | False | False | 810,419 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.62 | 0.4% | 72% | False | False | 670,539 |  
                | 60 | 152.49 | 145.82 | 6.67 | 4.4% | 0.57 | 0.4% | 79% | False | False | 448,078 |  
                | 80 | 152.49 | 144.28 | 8.21 | 5.4% | 0.50 | 0.3% | 83% | False | False | 336,094 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 159.27 |  
            | 2.618 | 156.66 |  
            | 1.618 | 155.06 |  
            | 1.000 | 154.07 |  
            | 0.618 | 153.46 |  
            | HIGH | 152.47 |  
            | 0.618 | 151.86 |  
            | 0.500 | 151.67 |  
            | 0.382 | 151.48 |  
            | LOW | 150.87 |  
            | 0.618 | 149.88 |  
            | 1.000 | 149.27 |  
            | 1.618 | 148.28 |  
            | 2.618 | 146.68 |  
            | 4.250 | 144.07 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 151.67 | 151.37 |  
                                | PP | 151.49 | 151.28 |  
                                | S1 | 151.30 | 151.20 |  |