Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	152.20	152.25	0.05	0.0%	151.98
High	152.54	152.45	-0.09	-0.1%	153.00
Low	152.15	152.10	-0.05	0.0%	151.80
Close	152.29	152.29	0.00	0.0%	152.85
Range	0.39	0.35	-0.04	-10.3%	1.20
ATR	0.54	0.53	-0.01	-2.5%	0.00
Volume	1,279,325	1,180,893	-98,432	-7.7%	2,282,226

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	153.33	153.16	152.48
R3	152.98	152.81	152.39
R2	152.63	152.63	152.35
R1	152.46	152.46	152.32	152.55
PP	152.28	152.28	152.28	152.32
S1	152.11	152.11	152.26	152.20
S2	151.93	151.93	152.23
S3	151.58	151.76	152.19
S4	151.23	151.41	152.10

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	153.01	152.10	0.91	0.6%	0.43	0.3%	21%	False	True	919,531
10	153.01	150.94	2.07	1.4%	0.49	0.3%	65%	False	False	750,628
20	153.01	150.77	2.24	1.5%	0.47	0.3%	68%	False	False	641,646
40	153.01	149.95	3.06	2.0%	0.60	0.4%	76%	False	False	706,818
60	153.01	147.63	5.38	3.5%	0.58	0.4%	87%	False	False	707,503
80	153.01	147.20	5.81	3.8%	0.57	0.4%	88%	False	False	600,612
100	153.01	145.71	7.30	4.8%	0.54	0.4%	90%	False	False	480,642
120	153.01	143.20	9.81	6.4%	0.49	0.3%	93%	False	False	400,538

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	153.94
2.618	153.37
1.618	153.02
1.000	152.80
0.618	152.67
HIGH	152.45
0.618	152.32
0.500	152.28
0.382	152.23
LOW	152.10
0.618	151.88
1.000	151.75
1.618	151.53
2.618	151.18
4.250	150.61

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	152.29	152.56
PP	152.28	152.47
S1	152.28	152.38

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

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