Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Nov-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Nov-2014 | 20-Nov-2014 | Change | Change % | Previous Week |  
                        | Open | 151.65 | 151.15 | -0.50 | -0.3% | 151.37 |  
                        | High | 151.75 | 151.77 | 0.02 | 0.0% | 151.93 |  
                        | Low | 150.94 | 151.09 | 0.15 | 0.1% | 150.97 |  
                        | Close | 151.13 | 151.64 | 0.51 | 0.3% | 151.74 |  
                        | Range | 0.81 | 0.68 | -0.13 | -16.0% | 0.96 |  
                        | ATR | 0.58 | 0.58 | 0.01 | 1.3% | 0.00 |  
                        | Volume | 756,936 | 565,857 | -191,079 | -25.2% | 2,478,279 |  | 
    
| 
        
            | Daily Pivots for day following 20-Nov-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.54 | 153.27 | 152.01 |  |  
                | R3 | 152.86 | 152.59 | 151.83 |  |  
                | R2 | 152.18 | 152.18 | 151.76 |  |  
                | R1 | 151.91 | 151.91 | 151.70 | 152.05 |  
                | PP | 151.50 | 151.50 | 151.50 | 151.57 |  
                | S1 | 151.23 | 151.23 | 151.58 | 151.37 |  
                | S2 | 150.82 | 150.82 | 151.52 |  |  
                | S3 | 150.14 | 150.55 | 151.45 |  |  
                | S4 | 149.46 | 149.87 | 151.27 |  |  | 
        
            | Weekly Pivots for week ending 14-Nov-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 154.43 | 154.04 | 152.27 |  |  
                | R3 | 153.47 | 153.08 | 152.00 |  |  
                | R2 | 152.51 | 152.51 | 151.92 |  |  
                | R1 | 152.12 | 152.12 | 151.83 | 152.32 |  
                | PP | 151.55 | 151.55 | 151.55 | 151.64 |  
                | S1 | 151.16 | 151.16 | 151.65 | 151.36 |  
                | S2 | 150.59 | 150.59 | 151.56 |  |  
                | S3 | 149.63 | 150.20 | 151.48 |  |  
                | S4 | 148.67 | 149.24 | 151.21 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 152.08 | 150.94 | 1.14 | 0.8% | 0.53 | 0.4% | 61% | False | False | 616,144 |  
                | 10 | 152.08 | 150.78 | 1.30 | 0.9% | 0.51 | 0.3% | 66% | False | False | 543,803 |  
                | 20 | 152.08 | 150.06 | 2.02 | 1.3% | 0.54 | 0.4% | 78% | False | False | 580,493 |  
                | 40 | 152.49 | 149.21 | 3.28 | 2.2% | 0.62 | 0.4% | 74% | False | False | 703,631 |  
                | 60 | 152.49 | 147.63 | 4.86 | 3.2% | 0.61 | 0.4% | 83% | False | False | 695,121 |  
                | 80 | 152.49 | 145.82 | 6.67 | 4.4% | 0.58 | 0.4% | 87% | False | False | 523,436 |  
                | 100 | 152.49 | 144.28 | 8.21 | 5.4% | 0.53 | 0.3% | 90% | False | False | 418,809 |  
                | 120 | 152.49 | 142.90 | 9.59 | 6.3% | 0.47 | 0.3% | 91% | False | False | 349,009 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 154.66 |  
            | 2.618 | 153.55 |  
            | 1.618 | 152.87 |  
            | 1.000 | 152.45 |  
            | 0.618 | 152.19 |  
            | HIGH | 151.77 |  
            | 0.618 | 151.51 |  
            | 0.500 | 151.43 |  
            | 0.382 | 151.35 |  
            | LOW | 151.09 |  
            | 0.618 | 150.67 |  
            | 1.000 | 150.41 |  
            | 1.618 | 149.99 |  
            | 2.618 | 149.31 |  
            | 4.250 | 148.20 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Nov-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 151.57 | 151.56 |  
                                | PP | 151.50 | 151.48 |  
                                | S1 | 151.43 | 151.40 |  |