Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Oct-2014 | 21-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 150.68 | 151.01 | 0.33 | 0.2% | 150.75 |  
                        | High | 151.12 | 151.12 | 0.00 | 0.0% | 152.49 |  
                        | Low | 150.64 | 150.26 | -0.38 | -0.3% | 150.22 |  
                        | Close | 150.78 | 150.58 | -0.20 | -0.1% | 150.64 |  
                        | Range | 0.48 | 0.86 | 0.38 | 79.2% | 2.27 |  
                        | ATR | 0.71 | 0.72 | 0.01 | 1.5% | 0.00 |  
                        | Volume | 777,881 | 657,980 | -119,901 | -15.4% | 5,659,507 |  | 
    
| 
        
            | Daily Pivots for day following 21-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.23 | 152.77 | 151.05 |  |  
                | R3 | 152.37 | 151.91 | 150.82 |  |  
                | R2 | 151.51 | 151.51 | 150.74 |  |  
                | R1 | 151.05 | 151.05 | 150.66 | 150.85 |  
                | PP | 150.65 | 150.65 | 150.65 | 150.56 |  
                | S1 | 150.19 | 150.19 | 150.50 | 149.99 |  
                | S2 | 149.79 | 149.79 | 150.42 |  |  
                | S3 | 148.93 | 149.33 | 150.34 |  |  
                | S4 | 148.07 | 148.47 | 150.11 |  |  | 
        
            | 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 | 150.26 | 2.23 | 1.5% | 1.06 | 0.7% | 14% | False | True | 899,045 |  
                | 10 | 152.49 | 149.95 | 2.54 | 1.7% | 0.85 | 0.6% | 25% | False | False | 922,688 |  
                | 20 | 152.49 | 148.78 | 3.71 | 2.5% | 0.68 | 0.5% | 49% | False | False | 832,174 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.63 | 0.4% | 61% | False | False | 722,542 |  
                | 60 | 152.49 | 145.82 | 6.67 | 4.4% | 0.59 | 0.4% | 71% | False | False | 483,559 |  
                | 80 | 152.49 | 144.28 | 8.21 | 5.5% | 0.52 | 0.3% | 77% | False | False | 362,733 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 154.78 |  
            | 2.618 | 153.37 |  
            | 1.618 | 152.51 |  
            | 1.000 | 151.98 |  
            | 0.618 | 151.65 |  
            | HIGH | 151.12 |  
            | 0.618 | 150.79 |  
            | 0.500 | 150.69 |  
            | 0.382 | 150.59 |  
            | LOW | 150.26 |  
            | 0.618 | 149.73 |  
            | 1.000 | 149.40 |  
            | 1.618 | 148.87 |  
            | 2.618 | 148.01 |  
            | 4.250 | 146.61 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 150.69 | 150.76 |  
                                | PP | 150.65 | 150.70 |  
                                | S1 | 150.62 | 150.64 |  |