Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	152.42	152.90	0.48	0.3%	151.98
High	152.57	153.00	0.43	0.3%	153.00
Low	152.25	152.75	0.50	0.3%	151.80
Close	152.55	152.85	0.30	0.2%	152.85
Range	0.32	0.25	-0.07	-21.9%	1.20
ATR	0.54	0.53	-0.01	-1.2%	0.00
Volume	387,817	749,030	361,213	93.1%	2,282,226

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	153.62	153.48	152.99
R3	153.37	153.23	152.92
R2	153.12	153.12	152.90
R1	152.98	152.98	152.87	152.93
PP	152.87	152.87	152.87	152.84
S1	152.73	152.73	152.83	152.68
S2	152.62	152.62	152.80
S3	152.37	152.48	152.78
S4	152.12	152.23	152.71

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	156.15	155.70	153.51
R3	154.95	154.50	153.18
R2	153.75	153.75	153.07
R1	153.30	153.30	152.96	153.53
PP	152.55	152.55	152.55	152.66
S1	152.10	152.10	152.74	152.33
S2	151.35	151.35	152.63
S3	150.15	150.90	152.52
S4	148.95	149.70	152.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153.00	151.54	1.46	1.0%	0.36	0.2%	90%	True	False	544,537
10	153.00	150.94	2.06	1.3%	0.45	0.3%	93%	True	False	580,340
20	153.00	150.55	2.45	1.6%	0.48	0.3%	94%	True	False	556,187
40	153.00	149.45	3.55	2.3%	0.60	0.4%	96%	True	False	674,723
60	153.00	147.63	5.37	3.5%	0.59	0.4%	97%	True	False	689,795
80	153.00	146.98	6.02	3.9%	0.57	0.4%	98%	True	False	557,411
100	153.00	145.58	7.42	4.9%	0.53	0.3%	98%	True	False	446,035
120	153.00	143.20	9.80	6.4%	0.47	0.3%	98%	True	False	371,698

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	154.06
2.618	153.65
1.618	153.40
1.000	153.25
0.618	153.15
HIGH	153.00
0.618	152.90
0.500	152.88
0.382	152.85
LOW	152.75
0.618	152.60
1.000	152.50
1.618	152.35
2.618	152.10
4.250	151.69

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	152.88	152.73
PP	152.87	152.60
S1	152.86	152.48

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

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