Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Oct-2014 | 20-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 151.21 | 150.68 | -0.53 | -0.4% | 150.75 |  
                        | High | 151.26 | 151.12 | -0.14 | -0.1% | 152.49 |  
                        | Low | 150.49 | 150.64 | 0.15 | 0.1% | 150.22 |  
                        | Close | 150.64 | 150.78 | 0.14 | 0.1% | 150.64 |  
                        | Range | 0.77 | 0.48 | -0.29 | -37.7% | 2.27 |  
                        | ATR | 0.73 | 0.71 | -0.02 | -2.5% | 0.00 |  
                        | Volume | 695,337 | 777,881 | 82,544 | 11.9% | 5,659,507 |  | 
    
| 
        
            | Daily Pivots for day following 20-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152.29 | 152.01 | 151.04 |  |  
                | R3 | 151.81 | 151.53 | 150.91 |  |  
                | R2 | 151.33 | 151.33 | 150.87 |  |  
                | R1 | 151.05 | 151.05 | 150.82 | 151.19 |  
                | PP | 150.85 | 150.85 | 150.85 | 150.92 |  
                | S1 | 150.57 | 150.57 | 150.74 | 150.71 |  
                | S2 | 150.37 | 150.37 | 150.69 |  |  
                | S3 | 149.89 | 150.09 | 150.65 |  |  
                | S4 | 149.41 | 149.61 | 150.52 |  |  | 
        
            | 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 | 150.24 | 2.25 | 1.5% | 1.07 | 0.7% | 24% | False | False | 1,095,626 |  
                | 10 | 152.49 | 149.83 | 2.66 | 1.8% | 0.81 | 0.5% | 36% | False | False | 933,508 |  
                | 20 | 152.49 | 148.78 | 3.71 | 2.5% | 0.66 | 0.4% | 54% | False | False | 828,376 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.63 | 0.4% | 65% | False | False | 706,670 |  
                | 60 | 152.49 | 145.82 | 6.67 | 4.4% | 0.58 | 0.4% | 74% | False | False | 472,600 |  
                | 80 | 152.49 | 144.28 | 8.21 | 5.4% | 0.51 | 0.3% | 79% | False | False | 354,509 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 153.16 |  
            | 2.618 | 152.38 |  
            | 1.618 | 151.90 |  
            | 1.000 | 151.60 |  
            | 0.618 | 151.42 |  
            | HIGH | 151.12 |  
            | 0.618 | 150.94 |  
            | 0.500 | 150.88 |  
            | 0.382 | 150.82 |  
            | LOW | 150.64 |  
            | 0.618 | 150.34 |  
            | 1.000 | 150.16 |  
            | 1.618 | 149.86 |  
            | 2.618 | 149.38 |  
            | 4.250 | 148.60 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 150.88 | 151.48 |  
                                | PP | 150.85 | 151.25 |  
                                | S1 | 150.81 | 151.01 |  |