Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Oct-2014 | 17-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 151.65 | 151.21 | -0.44 | -0.3% | 150.75 |  
                        | High | 152.47 | 151.26 | -1.21 | -0.8% | 152.49 |  
                        | Low | 150.87 | 150.49 | -0.38 | -0.3% | 150.22 |  
                        | Close | 151.12 | 150.64 | -0.48 | -0.3% | 150.64 |  
                        | Range | 1.60 | 0.77 | -0.83 | -51.9% | 2.27 |  
                        | ATR | 0.73 | 0.73 | 0.00 | 0.4% | 0.00 |  
                        | Volume | 951,841 | 695,337 | -256,504 | -26.9% | 5,659,507 |  | 
    
| 
        
            | Daily Pivots for day following 17-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.11 | 152.64 | 151.06 |  |  
                | R3 | 152.34 | 151.87 | 150.85 |  |  
                | R2 | 151.57 | 151.57 | 150.78 |  |  
                | R1 | 151.10 | 151.10 | 150.71 | 150.95 |  
                | PP | 150.80 | 150.80 | 150.80 | 150.72 |  
                | S1 | 150.33 | 150.33 | 150.57 | 150.18 |  
                | S2 | 150.03 | 150.03 | 150.50 |  |  
                | S3 | 149.26 | 149.56 | 150.43 |  |  
                | S4 | 148.49 | 148.79 | 150.22 |  |  | 
        
            | Weekly Pivots for week ending 17-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 157.93 | 156.55 | 151.89 |  |  
                | R3 | 155.66 | 154.28 | 151.26 |  |  
                | R2 | 153.39 | 153.39 | 151.06 |  |  
                | R1 | 152.01 | 152.01 | 150.85 | 151.57 |  
                | PP | 151.12 | 151.12 | 151.12 | 150.89 |  
                | S1 | 149.74 | 149.74 | 150.43 | 149.30 |  
                | S2 | 148.85 | 148.85 | 150.22 |  |  
                | S3 | 146.58 | 147.47 | 150.02 |  |  
                | S4 | 144.31 | 145.20 | 149.39 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 152.49 | 150.22 | 2.27 | 1.5% | 1.09 | 0.7% | 19% | False | False | 1,131,901 |  
                | 10 | 152.49 | 149.83 | 2.66 | 1.8% | 0.79 | 0.5% | 30% | False | False | 939,846 |  
                | 20 | 152.49 | 148.57 | 3.92 | 2.6% | 0.65 | 0.4% | 53% | False | False | 819,030 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.63 | 0.4% | 62% | False | False | 687,473 |  
                | 60 | 152.49 | 145.82 | 6.67 | 4.4% | 0.58 | 0.4% | 72% | False | False | 459,648 |  
                | 80 | 152.49 | 144.28 | 8.21 | 5.5% | 0.50 | 0.3% | 77% | False | False | 344,785 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 154.53 |  
            | 2.618 | 153.28 |  
            | 1.618 | 152.51 |  
            | 1.000 | 152.03 |  
            | 0.618 | 151.74 |  
            | HIGH | 151.26 |  
            | 0.618 | 150.97 |  
            | 0.500 | 150.88 |  
            | 0.382 | 150.78 |  
            | LOW | 150.49 |  
            | 0.618 | 150.01 |  
            | 1.000 | 149.72 |  
            | 1.618 | 149.24 |  
            | 2.618 | 148.47 |  
            | 4.250 | 147.22 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 150.88 | 151.49 |  
                                | PP | 150.80 | 151.21 |  
                                | S1 | 150.72 | 150.92 |  |