Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	151.15	151.59	0.44	0.3%	152.02
High	151.77	152.05	0.28	0.2%	152.08
Low	151.09	151.54	0.45	0.3%	150.94
Close	151.64	151.97	0.33	0.2%	151.97
Range	0.68	0.51	-0.17	-25.0%	1.14
ATR	0.58	0.58	-0.01	-0.9%	0.00
Volume	565,857	440,460	-125,397	-22.2%	2,975,700

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	153.38	153.19	152.25
R3	152.87	152.68	152.11
R2	152.36	152.36	152.06
R1	152.17	152.17	152.02	152.27
PP	151.85	151.85	151.85	151.90
S1	151.66	151.66	151.92	151.76
S2	151.34	151.34	151.88
S3	150.83	151.15	151.83
S4	150.32	150.64	151.69

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	155.08	154.67	152.60
R3	153.94	153.53	152.28
R2	152.80	152.80	152.18
R1	152.39	152.39	152.07	152.03
PP	151.66	151.66	151.66	151.48
S1	151.25	151.25	151.87	150.89
S2	150.52	150.52	151.76
S3	149.38	150.11	151.66
S4	148.24	148.97	151.34

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%	0.57	0.4%	90%	False	False	595,140
10	152.08	150.94	1.14	0.8%	0.50	0.3%	90%	False	False	545,397
20	152.08	150.06	2.02	1.3%	0.55	0.4%	95%	False	False	575,939
40	152.49	149.21	3.28	2.2%	0.62	0.4%	84%	False	False	700,432
60	152.49	147.63	4.86	3.2%	0.61	0.4%	89%	False	False	701,512
80	152.49	145.88	6.61	4.3%	0.58	0.4%	92%	False	False	528,938
100	152.49	144.87	7.62	5.0%	0.53	0.3%	93%	False	False	423,214
120	152.49	142.90	9.59	6.3%	0.47	0.3%	95%	False	False	352,680

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	154.22
2.618	153.39
1.618	152.88
1.000	152.56
0.618	152.37
HIGH	152.05
0.618	151.86
0.500	151.80
0.382	151.73
LOW	151.54
0.618	151.22
1.000	151.03
1.618	150.71
2.618	150.20
4.250	149.37

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	151.91	151.81
PP	151.85	151.65
S1	151.80	151.50

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These figures are updated between 7pm and 10pm EST after a trading day.

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