Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	151.99	152.42	0.43	0.3%	152.02
High	152.43	152.57	0.14	0.1%	152.08
Low	151.95	152.25	0.30	0.2%	150.94
Close	152.32	152.55	0.23	0.2%	151.97
Range	0.48	0.32	-0.16	-33.3%	1.14
ATR	0.56	0.54	-0.02	-3.0%	0.00
Volume	570,857	387,817	-183,040	-32.1%	2,975,700

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	153.42	153.30	152.73
R3	153.10	152.98	152.64
R2	152.78	152.78	152.61
R1	152.66	152.66	152.58	152.72
PP	152.46	152.46	152.46	152.49
S1	152.34	152.34	152.52	152.40
S2	152.14	152.14	152.49
S3	151.82	152.02	152.46
S4	151.50	151.70	152.37

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	152.57	151.09	1.48	1.0%	0.45	0.3%	99%	True	False	507,902
10	152.57	150.94	1.63	1.1%	0.48	0.3%	99%	True	False	550,846
20	152.57	150.23	2.34	1.5%	0.51	0.3%	99%	True	False	559,459
40	152.57	149.45	3.12	2.0%	0.61	0.4%	99%	True	False	671,740
60	152.57	147.63	4.94	3.2%	0.60	0.4%	100%	True	False	696,527
80	152.57	146.30	6.27	4.1%	0.58	0.4%	100%	True	False	548,058
100	152.57	145.46	7.11	4.7%	0.53	0.3%	100%	True	False	438,545
120	152.57	142.90	9.67	6.3%	0.48	0.3%	100%	True	False	365,456

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	0.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153.93
2.618	153.41
1.618	153.09
1.000	152.89
0.618	152.77
HIGH	152.57
0.618	152.45
0.500	152.41
0.382	152.37
LOW	152.25
0.618	152.05
1.000	151.93
1.618	151.73
2.618	151.41
4.250	150.89

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	152.50	152.43
PP	152.46	152.31
S1	152.41	152.19

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

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