Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Oct-2014 | 23-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 150.59 | 150.79 | 0.20 | 0.1% | 150.75 |  
                        | High | 150.83 | 150.93 | 0.10 | 0.1% | 152.49 |  
                        | Low | 150.29 | 150.08 | -0.21 | -0.1% | 150.22 |  
                        | Close | 150.64 | 150.26 | -0.38 | -0.3% | 150.64 |  
                        | Range | 0.54 | 0.85 | 0.31 | 57.4% | 2.27 |  
                        | ATR | 0.71 | 0.72 | 0.01 | 1.4% | 0.00 |  
                        | Volume | 634,607 | 617,875 | -16,732 | -2.6% | 5,659,507 |  | 
    
| 
        
            | Daily Pivots for day following 23-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152.97 | 152.47 | 150.73 |  |  
                | R3 | 152.12 | 151.62 | 150.49 |  |  
                | R2 | 151.27 | 151.27 | 150.42 |  |  
                | R1 | 150.77 | 150.77 | 150.34 | 150.60 |  
                | PP | 150.42 | 150.42 | 150.42 | 150.34 |  
                | S1 | 149.92 | 149.92 | 150.18 | 149.75 |  
                | S2 | 149.57 | 149.57 | 150.10 |  |  
                | S3 | 148.72 | 149.07 | 150.03 |  |  
                | S4 | 147.87 | 148.22 | 149.79 |  |  | 
        
            | 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 | 151.26 | 150.08 | 1.18 | 0.8% | 0.70 | 0.5% | 15% | False | True | 676,736 |  
                | 10 | 152.49 | 150.02 | 2.47 | 1.6% | 0.87 | 0.6% | 10% | False | False | 882,278 |  
                | 20 | 152.49 | 149.21 | 3.28 | 2.2% | 0.70 | 0.5% | 32% | False | False | 826,768 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.65 | 0.4% | 54% | False | False | 752,435 |  
                | 60 | 152.49 | 145.82 | 6.67 | 4.4% | 0.59 | 0.4% | 67% | False | False | 504,417 |  
                | 80 | 152.49 | 144.28 | 8.21 | 5.5% | 0.53 | 0.4% | 73% | False | False | 378,388 |  
                | 100 | 152.49 | 142.90 | 9.59 | 6.4% | 0.46 | 0.3% | 77% | False | False | 302,712 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 154.54 |  
            | 2.618 | 153.16 |  
            | 1.618 | 152.31 |  
            | 1.000 | 151.78 |  
            | 0.618 | 151.46 |  
            | HIGH | 150.93 |  
            | 0.618 | 150.61 |  
            | 0.500 | 150.51 |  
            | 0.382 | 150.40 |  
            | LOW | 150.08 |  
            | 0.618 | 149.55 |  
            | 1.000 | 149.23 |  
            | 1.618 | 148.70 |  
            | 2.618 | 147.85 |  
            | 4.250 | 146.47 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 150.51 | 150.60 |  
                                | PP | 150.42 | 150.49 |  
                                | S1 | 150.34 | 150.37 |  |