Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Oct-2014 | 24-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 150.79 | 150.40 | -0.39 | -0.3% | 150.68 |  
                        | High | 150.93 | 150.74 | -0.19 | -0.1% | 151.12 |  
                        | Low | 150.08 | 150.27 | 0.19 | 0.1% | 150.08 |  
                        | Close | 150.26 | 150.35 | 0.09 | 0.1% | 150.35 |  
                        | Range | 0.85 | 0.47 | -0.38 | -44.7% | 1.04 |  
                        | ATR | 0.72 | 0.70 | -0.02 | -2.4% | 0.00 |  
                        | Volume | 617,875 | 531,556 | -86,319 | -14.0% | 3,219,899 |  | 
    
| 
        
            | Daily Pivots for day following 24-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 151.86 | 151.58 | 150.61 |  |  
                | R3 | 151.39 | 151.11 | 150.48 |  |  
                | R2 | 150.92 | 150.92 | 150.44 |  |  
                | R1 | 150.64 | 150.64 | 150.39 | 150.55 |  
                | PP | 150.45 | 150.45 | 150.45 | 150.41 |  
                | S1 | 150.17 | 150.17 | 150.31 | 150.08 |  
                | S2 | 149.98 | 149.98 | 150.26 |  |  
                | S3 | 149.51 | 149.70 | 150.22 |  |  
                | S4 | 149.04 | 149.23 | 150.09 |  |  | 
        
            | Weekly Pivots for week ending 24-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.64 | 153.03 | 150.92 |  |  
                | R3 | 152.60 | 151.99 | 150.64 |  |  
                | R2 | 151.56 | 151.56 | 150.54 |  |  
                | R1 | 150.95 | 150.95 | 150.45 | 150.74 |  
                | PP | 150.52 | 150.52 | 150.52 | 150.41 |  
                | S1 | 149.91 | 149.91 | 150.25 | 149.70 |  
                | S2 | 149.48 | 149.48 | 150.16 |  |  
                | S3 | 148.44 | 148.87 | 150.06 |  |  
                | S4 | 147.40 | 147.83 | 149.78 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 151.12 | 150.08 | 1.04 | 0.7% | 0.64 | 0.4% | 26% | False | False | 643,979 |  
                | 10 | 152.49 | 150.08 | 2.41 | 1.6% | 0.86 | 0.6% | 11% | False | False | 887,940 |  
                | 20 | 152.49 | 149.21 | 3.28 | 2.2% | 0.70 | 0.5% | 35% | False | False | 824,926 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.65 | 0.4% | 56% | False | False | 764,298 |  
                | 60 | 152.49 | 145.88 | 6.61 | 4.4% | 0.59 | 0.4% | 68% | False | False | 513,271 |  
                | 80 | 152.49 | 144.87 | 7.62 | 5.1% | 0.53 | 0.4% | 72% | False | False | 385,032 |  
                | 100 | 152.49 | 142.90 | 9.59 | 6.4% | 0.46 | 0.3% | 78% | False | False | 308,028 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 152.74 |  
            | 2.618 | 151.97 |  
            | 1.618 | 151.50 |  
            | 1.000 | 151.21 |  
            | 0.618 | 151.03 |  
            | HIGH | 150.74 |  
            | 0.618 | 150.56 |  
            | 0.500 | 150.51 |  
            | 0.382 | 150.45 |  
            | LOW | 150.27 |  
            | 0.618 | 149.98 |  
            | 1.000 | 149.80 |  
            | 1.618 | 149.51 |  
            | 2.618 | 149.04 |  
            | 4.250 | 148.27 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 150.51 | 150.51 |  
                                | PP | 150.45 | 150.45 |  
                                | S1 | 150.40 | 150.40 |  |