Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Nov-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Nov-2014 | 24-Nov-2014 | Change | Change % | Previous Week |  
                        | Open | 151.59 | 151.98 | 0.39 | 0.3% | 152.02 |  
                        | High | 152.05 | 152.06 | 0.01 | 0.0% | 152.08 |  
                        | Low | 151.54 | 151.80 | 0.26 | 0.2% | 150.94 |  
                        | Close | 151.97 | 151.88 | -0.09 | -0.1% | 151.97 |  
                        | Range | 0.51 | 0.26 | -0.25 | -49.0% | 1.14 |  
                        | ATR | 0.58 | 0.56 | -0.02 | -3.9% | 0.00 |  
                        | Volume | 440,460 | 574,522 | 134,062 | 30.4% | 2,975,700 |  | 
    
| 
        
            | Daily Pivots for day following 24-Nov-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152.69 | 152.55 | 152.02 |  |  
                | R3 | 152.43 | 152.29 | 151.95 |  |  
                | R2 | 152.17 | 152.17 | 151.93 |  |  
                | R1 | 152.03 | 152.03 | 151.90 | 151.97 |  
                | PP | 151.91 | 151.91 | 151.91 | 151.89 |  
                | S1 | 151.77 | 151.77 | 151.86 | 151.71 |  
                | S2 | 151.65 | 151.65 | 151.83 |  |  
                | S3 | 151.39 | 151.51 | 151.81 |  |  
                | S4 | 151.13 | 151.25 | 151.74 |  |  | 
        
            | 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 | 152.06 | 150.94 | 1.12 | 0.7% | 0.51 | 0.3% | 84% | True | False | 612,787 |  
                | 10 | 152.08 | 150.94 | 1.14 | 0.8% | 0.47 | 0.3% | 82% | False | False | 570,303 |  
                | 20 | 152.08 | 150.06 | 2.02 | 1.3% | 0.53 | 0.3% | 90% | False | False | 576,229 |  
                | 40 | 152.49 | 149.30 | 3.19 | 2.1% | 0.62 | 0.4% | 81% | False | False | 692,482 |  
                | 60 | 152.49 | 147.63 | 4.86 | 3.2% | 0.61 | 0.4% | 87% | False | False | 710,013 |  
                | 80 | 152.49 | 146.00 | 6.49 | 4.3% | 0.57 | 0.4% | 91% | False | False | 536,101 |  
                | 100 | 152.49 | 144.96 | 7.53 | 5.0% | 0.53 | 0.3% | 92% | False | False | 428,959 |  
                | 120 | 152.49 | 142.90 | 9.59 | 6.3% | 0.47 | 0.3% | 94% | False | False | 357,467 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 153.17 |  
            | 2.618 | 152.74 |  
            | 1.618 | 152.48 |  
            | 1.000 | 152.32 |  
            | 0.618 | 152.22 |  
            | HIGH | 152.06 |  
            | 0.618 | 151.96 |  
            | 0.500 | 151.93 |  
            | 0.382 | 151.90 |  
            | LOW | 151.80 |  
            | 0.618 | 151.64 |  
            | 1.000 | 151.54 |  
            | 1.618 | 151.38 |  
            | 2.618 | 151.12 |  
            | 4.250 | 150.70 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Nov-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 151.93 | 151.78 |  
                                | PP | 151.91 | 151.68 |  
                                | S1 | 151.90 | 151.58 |  |