Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Nov-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Nov-2014 | 11-Nov-2014 | Change | Change % | Previous Week |  
                        | Open | 151.37 | 151.11 | -0.26 | -0.2% | 151.17 |  
                        | High | 151.59 | 151.35 | -0.24 | -0.2% | 151.45 |  
                        | Low | 151.08 | 150.97 | -0.11 | -0.1% | 150.68 |  
                        | Close | 151.30 | 151.26 | -0.04 | 0.0% | 151.27 |  
                        | Range | 0.51 | 0.38 | -0.13 | -25.5% | 0.77 |  
                        | ATR | 0.64 | 0.62 | -0.02 | -2.9% | 0.00 |  
                        | Volume | 325,470 | 600,003 | 274,533 | 84.3% | 2,849,552 |  | 
    
| 
        
            | Daily Pivots for day following 11-Nov-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152.33 | 152.18 | 151.47 |  |  
                | R3 | 151.95 | 151.80 | 151.36 |  |  
                | R2 | 151.57 | 151.57 | 151.33 |  |  
                | R1 | 151.42 | 151.42 | 151.29 | 151.50 |  
                | PP | 151.19 | 151.19 | 151.19 | 151.23 |  
                | S1 | 151.04 | 151.04 | 151.23 | 151.12 |  
                | S2 | 150.81 | 150.81 | 151.19 |  |  
                | S3 | 150.43 | 150.66 | 151.16 |  |  
                | S4 | 150.05 | 150.28 | 151.05 |  |  | 
        
            | Weekly Pivots for week ending 07-Nov-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.44 | 153.13 | 151.69 |  |  
                | R3 | 152.67 | 152.36 | 151.48 |  |  
                | R2 | 151.90 | 151.90 | 151.41 |  |  
                | R1 | 151.59 | 151.59 | 151.34 | 151.75 |  
                | PP | 151.13 | 151.13 | 151.13 | 151.21 |  
                | S1 | 150.82 | 150.82 | 151.20 | 150.98 |  
                | S2 | 150.36 | 150.36 | 151.13 |  |  
                | S3 | 149.59 | 150.05 | 151.06 |  |  
                | S4 | 148.82 | 149.28 | 150.85 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 151.59 | 150.77 | 0.82 | 0.5% | 0.47 | 0.3% | 60% | False | False | 512,278 |  
                | 10 | 151.59 | 150.06 | 1.53 | 1.0% | 0.57 | 0.4% | 78% | False | False | 592,316 |  
                | 20 | 152.49 | 150.06 | 2.43 | 1.6% | 0.70 | 0.5% | 49% | False | False | 663,476 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.64 | 0.4% | 75% | False | False | 718,197 |  
                | 60 | 152.49 | 147.63 | 4.86 | 3.2% | 0.60 | 0.4% | 75% | False | False | 628,996 |  
                | 80 | 152.49 | 145.82 | 6.67 | 4.4% | 0.57 | 0.4% | 82% | False | False | 472,389 |  
                | 100 | 152.49 | 144.13 | 8.36 | 5.5% | 0.51 | 0.3% | 85% | False | False | 377,930 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 152.97 |  
            | 2.618 | 152.34 |  
            | 1.618 | 151.96 |  
            | 1.000 | 151.73 |  
            | 0.618 | 151.58 |  
            | HIGH | 151.35 |  
            | 0.618 | 151.20 |  
            | 0.500 | 151.16 |  
            | 0.382 | 151.12 |  
            | LOW | 150.97 |  
            | 0.618 | 150.74 |  
            | 1.000 | 150.59 |  
            | 1.618 | 150.36 |  
            | 2.618 | 149.98 |  
            | 4.250 | 149.36 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Nov-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 151.23 | 151.24 |  
                                | PP | 151.19 | 151.21 |  
                                | S1 | 151.16 | 151.19 |  |